Abstract:CUR decompositions are interpretable data analysis tools that express a data matrix in terms of a small number of actual columns and/or actual rows of the data matrix. One bottleneck of existing relative-error CUR algorithms lies on high computational complexity for computing important sampling probabilities. In this paper, we provide a simple yet effective framework that considers energy-based sampling algorithm. On one hand, we provide an intuitive and fast relative-error sampling algorithm for column select… Show more
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