Lecture 21 : Low - rank Approximation with Element - wise Sampling
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چکیده
In particular, this means that smaller entries of A lead to random variables with smaller variance. On the other hand, the bound on ∥∥∥A− Â∥∥∥ 2 depends on the maximum variance. Thus, to improve the results, one idea is to keep entries of Aij with probability pij ≤ p, so that all entries in  have roughly the same variance. This will help us to get sparser matrices, while keeping similar quality-of-approximation bounds.
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