Reduced-Rank Regression with Operator Norm Error

Praneeth Kacham, David P. Woodruff

A common data analysis task is the reduced-rank regression problem: $$\underset{\text{rank-}kX}{\min }\Vert AX-B\Vert ,$$ where $A\in {\mathbb{R}}^{n\times c}$ and $B \in \mathbb{R}^{n \times d…