Additive Error Guarantees for Weighted Low Rank Approximation

Aditya Bhaskara, Aravinda Kanchana Ruwanpathirana, Maheshakya Wijewardena

Abstract: Low-rank approximation is a classic tool in data analysis, where the goal is to approximate a matrix $A$ with a low-rank matrix $L$ so as to minimize the error $\norm{A - L}_F^2$. However in many a...