Subset Selection Algorithms: Randomized vs. Deterministic
Open accessAbstract
Subset selection is a method for selecting a subset of columns from a real matrix, so that the subset represents the entire matrix well and is far from being rank deficient.We begin by extending a deterministic subset selection algorithm to matrices that have more columns than rows.Then we investigate a two-stage subset selection algorithm that utilizes a randomized stage to pick a smaller number of candidate columns, which are forwarded for to the deterministic stage for subset selection.We perform extensive numerical experiments to compare the accuracy of this algorithm with the best known deterministic algorithm.We also introduce an iterative algorithm that systematically determines the number of candidate columns picked in the randomized stage, and we provide a recommendation for a specific value.Motivated by our experimental results, we propose a new two stage deterministic algorithm for subset selection.In our numerical experiments, this new algorithm appears to be as accurate as the best deterministic algorithm, but it is faster, and it is also easier to implement than the randomized algorithm.
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The bounds of Theorem 2 tend to be loose on real-world datasets.
“Such a phenomenon is not a new observation, and much prior work has shown that the bounds tend to be loose on real-world datasets (Broadbent et al., 2010; Paschou et al., 2007; Jolliffe, 1972).”
From Compactor: Calibrated Query-Agnostic KV Cache Compression with Approximate Leverage Scores (2025) · cites this paper as Broadbent et al., 2010
Section 4.1 says the experiments used constructed test matrices, not real-world datasets. Sections 4.5 and 4.6 discuss theoretical bounds and a counterexample, but neither establishes that the bounds of the citing paper’s Theorem 2 tend to be loose on real-world data. Searches for that theorem and for loose bounds on real-world datasets found no passage addressing the claim. (LLM, conf=0.78)
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- Authors
- Broadbent, M., Brown, M., & Penner, K.
- Affiliations
- Amherst College (US)
- University of California, Berkeley (US)
- University of Pittsburgh (US)
- Venue
- SIAM Undergraduate Research Online
- Published
- 2010
- Volume
- 3
- Pages
- 50-71
- ISSN
- 2327-7807 (ISSN-L)
- OpenAlex
- W2326096805
- Cited by
- 32
- References
- 18
- Citations by year
- 2026: 2 · 2025: 3 · 2023: 1 · 2021: 3 · 2020: 2 · 2019: 2 · 2018: 2 · 2017: 4 · 2016: 5 · 2014: 2 · 2013: 1 · 2012: 2
- FWCI
- 1.97
- Type
- journal article
- Language
- en
- Open access
- bronze
- doi.org
- Locations
- SIAM Undergraduate Research Online (publishedVersion)
- Funders
- National Science Foundation
- Yale University
- North Carolina State University
- Ipsen
- Topics
- Physical Sciences › Computer Science › Computational Theory and Mathematics › Matrix Theory and Algorithms
- Physical Sciences › Engineering › Computational Mechanics › Sparse and Compressive Sensing Techniques
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
- Keywords
- subset selection, column selection, randomized algorithms, deterministic algorithms, two-stage algorithm, rank deficiency, iterative methods, matrix approximation
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