Adaptive Voronoi-based Column Selection Methods for Interpretable Dimensionality Reduction
<|reference_start|>Adaptive Voronoi-based Column Selection Methods for Interpretable Dimensionality Reduction: In data analysis, there continues to be a need for interpretable dimensionality reduction methods whereby instrinic meaning associated with the data is retained in the reduced space. Standard approaches such as Principal Component Analysis (PCA) and the Singular Value Decomposition (SVD) fail at this task. A popular alternative is the CUR decomposition. In an SVD-like manner, the CUR decomposition approximates a matrix $A \in \mathbb{R}^{m \times n}$ as $A \approx CUR$, where $C$ and $R$ are matrices whose columns and rows are selected from the original matrix \cite{goreinov1997theory}, \cite{mahoney2009cur}. The difficulty in constructing a CUR decomposition is in determining which columns and rows to select when forming $C$ and $R$. Current column/row selection algorithms, particularly those that rely on an SVD, become infeasible as the size of the data becomes large \cite{dong2021simpler}. We address this problem by reducing the column/row selection problem to a collection of smaller sub-problems. The basic idea is to first partition the rows/columns of a matrix, and then apply an existing selection algorithm on each piece; for illustration purposes we use the Discrete Empirical Interpolation Method (\textsf{DEIM}) \cite{sorensen2016deim}. For the first task, we consider two existing algorithms that construct a Voronoi Tessellation (VT) of the rows and columns of a given matrix. We then extend these methods to automatically adapt to the data. The result is four data-driven row/column selection methods that are well-suited for parallelization, and compatible with nearly any existing column/row selection strategy. Theory and numerical examples show the design to be competitive with the original \textsf{DEIM} routine.<|reference_end|>
@article{emelianenko2024adaptive,
    title={Adaptive Voronoi-based Column Selection Methods for Interpretable
  Dimensionality Reduction},
    author={Maria Emelianenko and Guy B. Oldaker IV},
    journal={arXiv preprint arXiv:2402.07325},
    year={2024},
    archivePrefix={arXiv},
    eprint={2402.07325},
    primaryClass={math.NA cs.NA}
}