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Algorithms for $\ell_p$ Low-Rank Approximation
Flavio Chierichetti · Sreenivas Gollapudi · Ravi Kumar · Silvio Lattanzi · Rina Panigrahy · David Woodruff
We consider the problem of approximating a given matrix by a
low-rank matrix so as to minimize the entrywise $\ell_p$-approximation error,
for any $p \geq 1$; the case $p = 2$ is the classical SVD problem.
We obtain the first provably good approximation algorithms for this
robust version of low-rank approximation that work for
every value of $p$.
Our algorithms are simple, easy to implement, work well in
practice, and illustrate interesting tradeoffs between the
approximation quality, the running time, and the rank of the
approximating matrix.
Author Information
Flavio Chierichetti (Sapienza University of Rome)
Sreenivas Gollapudi
Ravi Kumar (Google)
Silvio Lattanzi
Rina Panigrahy (Google)
David Woodruff
Related Events (a corresponding poster, oral, or spotlight)
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2017 Poster: Algorithms for $\ell_p$ Low-Rank Approximation »
Tue. Aug 8th 08:30 AM -- 12:00 PM Room Gallery #29
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