2021
Streaming and Distributed Algorithms for Robust Column Subset Selection
ICML 2021spotlight
We give the first single-pass streaming algorithm for Column Subset Selection with respect to the entrywise $\ell_p$-norm with $1 \leq p < 2$. We study the $\ell_p$ norm loss since it is often considered more robust to noise than the standard Frobenius norm. Given an input matrix $A \in \mathbb{R}^{…