BriefGPT.xyz
Nov, 2015
通过Ridge Leverage Score抽样进行输入稀疏时间低秩逼近
Ridge Leverage Scores for Low-Rank Approximation
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Michael B. Cohen, Cameron Musco, Christopher Musco
TL;DR
该研究提出了一种新的基于采样策略的算法来计算矩阵的最优低秩逼近,相较于之前基于随机投影的算法,该方法可适用于稀疏结构等场景,并在核矩阵逼近算法方面表现最优。
Abstract
Often used as importance
sampling
probabilities, leverage scores have become indispensable in randomized algorithms for linear algebra, optimization, graph theory, and machine learning. A major body of work seeks to adapt these scores to
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