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A PTAS for $\ell_p$-Low Rank Approximation

Published 16 Jul 2018 in cs.DS, cs.CC, and cs.LG | (1807.06101v3)

Abstract: A number of recent works have studied algorithms for entrywise $\ell_p$-low rank approximation, namely, algorithms which given an $n \times d$ matrix $A$ (with $n \geq d$), output a rank-$k$ matrix $B$ minimizing $|A-B|pp=\sum{i,j}|A_{i,j}-B_{i,j}|p$ when $p > 0$; and $|A-B|0=\sum{i,j}[A_{i,j}\neq B_{i,j}]$ for $p=0$. On the algorithmic side, for $p \in (0,2)$, we give the first $(1+\epsilon)$-approximation algorithm running in time $n{\text{poly}(k/\epsilon)}$. Further, for $p = 0$, we give the first almost-linear time approximation scheme for what we call the Generalized Binary $\ell_0$-Rank-$k$ problem. Our algorithm computes $(1+\epsilon)$-approximation in time $(1/\epsilon){2{O(k)}/\epsilon{2}} \cdot nd{1+o(1)}$. On the hardness of approximation side, for $p \in (1,2)$, assuming the Small Set Expansion Hypothesis and the Exponential Time Hypothesis (ETH), we show that there exists $\delta := \delta(\alpha) > 0$ such that the entrywise $\ell_p$-Rank-$k$ problem has no $\alpha$-approximation algorithm running in time $2{k{\delta}}$.

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