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Bilateral Random Projections

12/22/2011

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by Tianyi Zhou, et al.

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Low-rank structure have been profoundly studied in data mining and machine learning. In this paper, we show a dense matrix X's low-rank approximation can be rapidly built from its left and right random projections Y_1=XA_1 and Y_2=X^TA_2, or bilateral random projection (BRP). We then show power scheme can further improve the precision. The deterministic, average and deviation bounds of the proposed method and its power scheme modification are proved theoretically. The effectiveness and the efficiency of BRP based low-rank approximation is empirically verified on both artificial and real datasets.

Tianyi Zhou
60 publications
Dacheng Tao
495 publications

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