Coresets and sketches for high dimensional subspace approximation problems

We consider the problem of approximating a set P of n points in Rd by a j-dimensional subspace under the `p measure, in which we wish to minimize the sum of `p distances from each point of P to this subspace. More generally, the Fq(`p)-subspace approximation problem asks for a j-subspace that minimizes the sum of qth powers of `p-distances to this subspace, up to a multiplicative factor of (1+ ). We develop techniques for subspace approximation, regres-sion, and matrix approximation that can be used to deal with massive data sets in high dimensional spaces. In particular, we develop coresets and sketches, i.e. small space representations that approximate the input point set P with respect to the sub-space approximation problem. Our results are: • A dimensionality reduction method that can be applied to Fq(`p)-clustering and shape fitting problems, such as those in [8, 15]. • The first strong coreset for F1(`2)-subspace approximation in high-dimensional spaces, i.e. of size polynomial in the dimension of the space. This coreset approximates the distances to any j-subspace (not just the optimal one). • A (1 + )-approximation algorithm for the j-dimensional F1(`2)-subspace approximation problem with running time nd(j/)O(1) + (n+ d)2poly(j/). • A streaming algorithm that maintains a coreset for the F1(`2)-subspace approximation problem and uses a space of d