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Linear Time Approximation Algorithm for Column Subset Selection with Local Search
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Proposes LSCSS, a linear-time local search algorithm for column subset selection with exactly k columns, using two-step mixed sampling and matched swap-pair analysis to get a 53(k+1)-approximation in O(ndk^4 log k) time.
Problem
Column subset selection (CSS) with exactly k columns minimizing the Frobenius residual error; prior exact-k approximation algorithms have super-linear running time or weak (k+1)! ratio, and local search for CSS lacked theoretical guarantees.
Approach
A two-step mixed sampling method (sample a candidate set of 10k columns by residual-error probability, then pick one uniformly) reduces swap-pair enumeration from O(dk) to k, enabling linear-time single-swap local search; a matched swap-pair analysis bounds the residual reduction per step to yield a provable approximation.
Key results
- Proves a 53(k+1)-approximation for exactly-k CSS in O(ndk^4 log k) time, improving on the (k+1)! linear-time adaptive sampling bound.
- LSCSS is at least 10 times faster than state-of-the-art algorithms across all large-scale datasets and finishes within 5 hours on all datasets.
- LSCSS achieves the best error ratios on almost all datasets, e.g., Epsilon k=100 error ratio 1.0554 vs. ILS 1.0674.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use LSCSS instead of ILS | CSS with exactly k selected columns · CMHS, k=5 | error ratio: 1.2494±0.0492 -> 1.1348±0.0202 | Helped |
| Use LSCSS instead of ILS | CSS with exactly k selected columns · FAds, k=5 | error ratio: 1.0660±0.0165 -> 1.0648±0.0194 | No clear effect |
| Use LSCSS instead of ILS | CSS with exactly k selected columns · ELD, k=5 | error ratio: 1.1626±0.0108 -> 1.1570±0.0347 | No clear effect |
| Use LSCSS instead of ILS | CSS with exactly k selected columns · TGas, k=5 | error ratio: 1.2641±0.0115 -> 1.1657±0.1101 | Helped |
| Use LSCSS instead of ILS | CSS with exactly k selected columns · Gas, k=5 | error ratio: 1.4692±0.0102 -> 1.4721±0.0765 | No clear effect |
| Use LSCSS instead of ILS | CSS with exactly k selected columns · YaleB, k=5 | error ratio: 1.4791±0.0473 -> 1.4253±0.0905 | Helped |
| Use LSCSS instead of ILS | CSS with exactly k selected columns · Mnist8m, k=5 | error ratio: 1.1239±0.0094 -> 1.1277±0.0494 | No clear effect |
| Use LSCSS instead of Greedy | CSS with exactly k selected columns · Epsilon, k=5 | error ratio: 1.0203 -> 1.0190±0.0105 | No clear effect |
| Use LSCSS instead of prior algorithms | CSS on the 8 large datasets · Large datasets | running time: at least 10 times faster | Helped |
Limitations
- Theoretical approximation factor (53(k+1)) is loose and the running time has a k^4 dependence.
- Analysis is for single-swap local search; multi-swap variants are left open.
- Random perturbation D added to make A full-rank is needed for the analysis.
Experimental setup
Datasets: CMHS FAds ELD Gas YaleB TGas Epsilon Mnist8m sonar BinaryAlpha dna arrhythmia
Benchmarks: 22 real-world matrix datasets (14 small, 8 large)
Metrics: error ratio ||A-SS^+A||_F^2/||A-A_k||_F^2 running time (seconds)
Baselines: TwoStage Greedy VolumeSampling ILS QR with column pivoting
Builds on: adaptive sampling (Deshpande and Vempala) ILS local search for CSS (Li et al.) leverage score sampling + QR (Boutsidis et al.) volume sampling (Deshpande and Rademacher)
Closest papers by meaning
- Improved guarantees and a multiple-descent curve for Column Subset Selection and the Nystrom method (NeurIPS 2020 · similarity 0.88)
- Greedy Column Subset Selection: New Bounds and Distributed Algorithms (ICML 2016 · similarity 0.88)
- Multi-View Unsupervised Column Subset Selection via Combinatorial Search (Student Abstract) (AAAI 2025 · similarity 0.87)
- Equivalence between Graph Spectral Clustering and Column Subset Selection (Student Abstract) (AAAI 2024 · similarity 0.86)
- On Socially Fair Low-Rank Approximation and Column Subset Selection (NeurIPS 2024 · similarity 0.85)
- Multinoulli Extension: A Lossless Yet Effective Probabilistic Framework for Subset Selection over Partition Constraints (ICML 2025 · similarity 0.84)
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