A Fast Greedy Algorithm for Generalized Column Subset Selection

Ahmed K. Farahat, Ali Ghodsi, Mohamed S. Kamel

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.

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