Generalized Leverage Scores: Geometric Interpretation and Applications. (arXiv:2206.08054v1 [cs.LG])

Web: http://arxiv.org/abs/2206.08054

In problems involving matrix computations, the concept of leverage has found
a large number of applications. In particular, leverage scores, which relate
the columns of a matrix to the subspaces spanned by its leading singular
vectors, are helpful in revealing column subsets to approximately factorize a
matrix with quality guarantees. As such, they provide a solid foundation for a
variety of machine-learning methods. In this paper we extend the definition of
leverage scores to relate the columns of a matrix …

applications arxiv lg