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A Subspace Learning Approach for High Dimensional Matrix Decomposition with Efficient Column/Row Sampling

ICML 2016 · Learning theory and algorithms › Matrix and tensor methods · approach: Matrix completion and factorization · 31 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Informative (leverage-based) column/row sampling instead of uniform sampling (ablation)Proposed decomposition on clustered/structured low-rank data · 2000x4200 clustered LR matrix, rank 60number of samples needed for correct decomposition: significantly smaller number of samples required than uniform samplingHelped
Uniform random sampling of columns/rows with m1=m2=10rProposed Algorithm 1 · Synthetic N1=N2 from 500 to 2x10^4, rank 5, rho=0.02speedup over full decomposition (2): 90x to 4800x speedupHelped
Increasing rank r with uniform sampling (phase transition)Proposed Algorithm 1 · 1000x1000 matrix, Bernoulli rho=0.02required number of sampled columns/rows: required samples increase with rankHurt
Increasing data matrix size with fixed rank under uniform samplingProposed Algorithm 1 · Phase transition, varying N1=N2 with fixed rankrequired number of sampled columns/rows: almost independent of data sizeNo clear effect
Alternating column/row sampling (Algorithm 3) on highly structured LR matrix (ablation)Column sampling for 10250x10250 matrix, n=100 clusters · Rank of sampled columns over iterationsrank of Dc after iterations: converges to rank of L in less than 3 iterationsHelped
Using uniform sampling of columns for clustered data as cluster count growsColumn sampling for clustered LR matrix · 2000x6150 clustered matrix, rank 60number of uniformly sampled columns needed to span CS: more than half of columns needed at n=60 clustersHurt
Using 500 randomly sampled rows for representation learning in background subtractionProposed approach on lobby video · Background subtraction videorunning time: few milliseconds vs about half an hour for (2)Helped

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