论文标题
toeplitz低级近似,具有额定查询复杂性
Toeplitz Low-Rank Approximation with Sublinear Query Complexity
论文作者
论文摘要
我们提出了一种sublinear查询算法,用于输出近距离的低级别近似值,以在\ Mathbb {r}^r}^{d \ times d} $中输出任何积极的半finite toeplitz matrix $ t \ in \ in \ mathbb in \ mathbb in \ mathbb中。特别是,对于任何整数等级$ k \ leq d $和$ε,δ> 0 $,我们的算法使$ \ tilde {o} \ left(k^2 \ cdot \ cdot \ log(1/Δ)\ cdot \ cdot \ cdot \ cdot \ cdot \ cdot \ text {poly} \ left(k \ cdot \ log(1/δ)/ε\ right)$ matrix $ \ tilde {t} \ in \ mathbb {r}^{d \ times d} $ \ | t - \ tilde {t} \ | _f \ leq(1 +ε)\ cdot \ | t -t_k \ | _f +δ\ | t \ | t \ | t \ | _f $。在这里,$ \ | \ cdot \ | _f $是Frobenius Norm,$ t_k $是最佳的排名 - $ K $近似于$ t $,由投影给其顶部$ k $ eigenvectors。 $ \ tilde {o}(\ cdot)$ hides $ \ text {polylog}(d)$因子。我们的算法是\ emph {struction-proserving},因为近似值$ \ tilde {t} $也是toeplitz。一个关键的技术贡献是证据表明,实际上任何阳性的半决赛toeplitz基质具有近乎最佳的低级别近似值,这本身就是toeplitz。令人惊讶的是,这种基本的存在结果以前尚不清楚。在此结果的基础上,以及良好的托管矩阵的离网傅立叶结构[Cybenko'82],我们表明,可以通过少量随机查询通过基于基于杠杆的稀疏稀疏较差的较差的外部傅立格傅立之傅式傅立之傅式采样方案来恢复toeplitz $ \ tilde {t} $。
We present a sublinear query algorithm for outputting a near-optimal low-rank approximation to any positive semidefinite Toeplitz matrix $T \in \mathbb{R}^{d \times d}$. In particular, for any integer rank $k \leq d$ and $ε,δ> 0$, our algorithm makes $\tilde{O} \left (k^2 \cdot \log(1/δ) \cdot \text{poly}(1/ε) \right )$ queries to the entries of $T$ and outputs a rank $\tilde{O} \left (k \cdot \log(1/δ)/ε\right )$ matrix $\tilde{T} \in \mathbb{R}^{d \times d}$ such that $\| T - \tilde{T}\|_F \leq (1+ε) \cdot \|T-T_k\|_F + δ\|T\|_F$. Here, $\|\cdot\|_F$ is the Frobenius norm and $T_k$ is the optimal rank-$k$ approximation to $T$, given by projection onto its top $k$ eigenvectors. $\tilde{O}(\cdot)$ hides $\text{polylog}(d) $ factors. Our algorithm is \emph{structure-preserving}, in that the approximation $\tilde{T}$ is also Toeplitz. A key technical contribution is a proof that any positive semidefinite Toeplitz matrix in fact has a near-optimal low-rank approximation which is itself Toeplitz. Surprisingly, this basic existence result was not previously known. Building on this result, along with the well-established off-grid Fourier structure of Toeplitz matrices [Cybenko'82], we show that Toeplitz $\tilde{T}$ with near optimal error can be recovered with a small number of random queries via a leverage-score-based off-grid sparse Fourier sampling scheme.