A Fast Greedy Algorithm for Generalized Column Subset Selection

Abstract

This paper defines a generalized column subset selection problem which is concerned with the selection of a few columns from a source matrix A that best approximate the span of a target matrix B. The paper then proposes a fast greedy algorithm for solving this problem and draws connections to different problems that can be efficiently solved using the proposed algorithm.

NIPS'13 Workshop on Greedy Algorithms, Frank-Wolfe and Friends