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Linear Time Approximation Algorithm for Column Subset Selection with Local Search

NeurIPS 2024 · Learning theory and algorithms › Combinatorial and search optimization · approach: Heuristic and local search algorithms · 0 citations (OpenAlex)

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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

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use LSCSS instead of ILSCSS with exactly k selected columns · CMHS, k=5error ratio: 1.2494±0.0492 -> 1.1348±0.0202Helped
Use LSCSS instead of ILSCSS with exactly k selected columns · FAds, k=5error ratio: 1.0660±0.0165 -> 1.0648±0.0194No clear effect
Use LSCSS instead of ILSCSS with exactly k selected columns · ELD, k=5error ratio: 1.1626±0.0108 -> 1.1570±0.0347No clear effect
Use LSCSS instead of ILSCSS with exactly k selected columns · TGas, k=5error ratio: 1.2641±0.0115 -> 1.1657±0.1101Helped
Use LSCSS instead of ILSCSS with exactly k selected columns · Gas, k=5error ratio: 1.4692±0.0102 -> 1.4721±0.0765No clear effect
Use LSCSS instead of ILSCSS with exactly k selected columns · YaleB, k=5error ratio: 1.4791±0.0473 -> 1.4253±0.0905Helped
Use LSCSS instead of ILSCSS with exactly k selected columns · Mnist8m, k=5error ratio: 1.1239±0.0094 -> 1.1277±0.0494No clear effect
Use LSCSS instead of GreedyCSS with exactly k selected columns · Epsilon, k=5error ratio: 1.0203 -> 1.0190±0.0105No clear effect
Use LSCSS instead of prior algorithmsCSS on the 8 large datasets · Large datasetsrunning time: at least 10 times fasterHelped

Limitations

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)

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