This was part of Kernel Methods in Uncertainty Quantification and Experimental Design

Column and Row Subset Selection using Nuclear Scores

Michael Lindsey, University of California, Berkeley (UC Berkeley

Wednesday, April 2, 2025



Slides
Abstract: Column selection is an essential tool for low-rank approximation with wide-ranging applications including kernel approximation and experimental design. We present a framework for fast, efficient, and theoretically guaranteed column selection. In particular we present a sparsity-exploiting deterministic algorithm for Nyström approximation and a randomized matrix-free formalism that is well-adapted to sparse interpolative decompositions and graph kernel approximation. We bound the performance of our algorithms favorably relative to the expected performance of determinantal point process (DPP) sampling, which represents a theoretical gold standard that is difficult to realize practically. We illustrate strong real-world performance of our algorithms on a diverse set of example approximation tasks. Time permitting, we also present extensions to tensor interpolative decompositions, as well as a framework for graph Laplacian reduction, or reduced order modeling of Markov chains, based on column selection.