Two-way Spectrum Pursuit for CUR Decomposition and Its Application in Joint Column/Row Subset Selection
The problem of simultaneous column and row subset selection is addressed in this paper. The column space and row space of a matrix are spanned by its left and right singular vectors, respectively. However, the singular vectors are not within actual columns/rows of the matrix. In this paper, an itera...
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description | The problem of simultaneous column and row subset selection is addressed in this paper. The column space and row space of a matrix are spanned by its left and right singular vectors, respectively. However, the singular vectors are not within actual columns/rows of the matrix. In this paper, an iterative approach is proposed to capture the most structural information of columns/rows via selecting a subset of actual columns/rows. This algorithm is referred to as two-way spectrum pursuit (TWSP) which provides us with an accurate solution for the CUR matrix decomposition. TWSP is applicable in a wide range of applications since it enjoys a linear complexity w.r.t. number of original columns/rows. We demonstrated the application of TWSP for joint channel and sensor selection in cognitive radio networks, informative users and contents detection, and efficient supervised data reduction. |
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subjects | Algorithms Cognitive radio Data reduction Decomposition Mathematical analysis Matrices (mathematics) |
title | Two-way Spectrum Pursuit for CUR Decomposition and Its Application in Joint Column/Row Subset Selection |
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