Coreset Construction via Randomized Matrix Multiplication.

Jiasen Yang, Agniva Chowdhury, Petros Drineas

Abstract: Projection-cost preservation is a low-rank approximation guarantee which ensures that the cost of any rank-$k$ projection can be preserved using a smaller sketch of the original data matrix. We present a general structural result outlining four sufficient conditions to achieve projection-cost preservation. These conditions can be satisfied using tools from the Randomized Linear Algebra literature.