Guessing Efficiently for Constrained Subspace Approximation
- URL: http://arxiv.org/abs/2504.20883v1
- Date: Tue, 29 Apr 2025 15:56:48 GMT
- Title: Guessing Efficiently for Constrained Subspace Approximation
- Authors: Aditya Bhaskara, Sepideh Mahabadi, Madhusudhan Reddy Pittu, Ali Vakilian, David P. Woodruff,
- Abstract summary: We introduce a general framework for constrained subspace approximation.<n>We show it provides new algorithms for partition-constrained subspace approximation with applications to $k$-means clustering, and projected non-negative matrix factorization.
- Score: 49.83981776254246
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: In this paper we study constrained subspace approximation problem. Given a set of $n$ points $\{a_1,\ldots,a_n\}$ in $\mathbb{R}^d$, the goal of the {\em subspace approximation} problem is to find a $k$ dimensional subspace that best approximates the input points. More precisely, for a given $p\geq 1$, we aim to minimize the $p$th power of the $\ell_p$ norm of the error vector $(\|a_1-\bm{P}a_1\|,\ldots,\|a_n-\bm{P}a_n\|)$, where $\bm{P}$ denotes the projection matrix onto the subspace and the norms are Euclidean. In \emph{constrained} subspace approximation (CSA), we additionally have constraints on the projection matrix $\bm{P}$. In its most general form, we require $\bm{P}$ to belong to a given subset $\mathcal{S}$ that is described explicitly or implicitly. We introduce a general framework for constrained subspace approximation. Our approach, that we term coreset-guess-solve, yields either $(1+\varepsilon)$-multiplicative or $\varepsilon$-additive approximations for a variety of constraints. We show that it provides new algorithms for partition-constrained subspace approximation with applications to {\it fair} subspace approximation, $k$-means clustering, and projected non-negative matrix factorization, among others. Specifically, while we reconstruct the best known bounds for $k$-means clustering in Euclidean spaces, we improve the known results for the remainder of the problems.
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