Sparse Approximate Conic Hulls

We consider the problem of computing a restricted nonnegative matrix factorization (NMF) of an m × n matrix X . Specifically, we seek a factorization X ≈ BC, where the k columns of B are a subset of those from X and C ∈ Rk×n ≥0 . Equivalently, given the matrix X , consider the problem of finding a small subset, S, of the columns of X such that the conic hull of S ε-approximates the conic hull of the columns of X , i.e., the distance of every column of X to the conic hull of the columns of S should be at most an ε-fraction of the angular diameter of X . If k is the size of the smallest ε-approximation, then we produce an O(k/ε) sized O(ε)-approximation, yielding the first provable, polynomial time ε-approximation for this class of NMF problems, where also desirably the approximation is independent of n and m. Furthermore, we prove an approximate conic Carathéodory theorem, a general sparsity result, that shows that any column of X can be ε-approximated with an O(1/ε) sparse combination from S. Our results are facilitated by a reduction to the problem of approximating convex hulls, and we prove that both the convex and conic hull variants are d-SUM-hard, resolving an open problem. Finally, we provide experimental results for the convex and conic algorithms on a variety of feature selection tasks.