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We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…

Machine Learning · Statistics 2022-02-22 Constantinos Daskalakis , Petros Dellaportas , Aristeidis Panos

We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…

Machine Learning · Statistics 2021-12-16 Constantinos Daskalakis , Petros Dellaportas , Aristeidis Panos

Approximating non-linear kernels using feature maps has gained a lot of interest in recent years due to applications in reducing training and testing times of SVM classifiers and other kernel based learning algorithms. We extend this line…

Machine Learning · Computer Science 2015-03-20 Purushottam Kar , Harish Karnick

We propose a novel adaptive kernel based regression method for complex-valued signals: the generalized complex-valued kernel least-mean-square (gCKLMS). We borrow from the new results on widely linear reproducing kernel Hilbert space…

Machine Learning · Statistics 2019-10-02 Rafael Boloix-Tortosa , Juan José Murillo-Fuentes , Sotirios A. Tsaftaris

Fisher's linear discriminant analysis is a classical method for classification, yet it is limited to capturing linear features only. Kernel discriminant analysis as an extension is known to successfully alleviate the limitation through a…

Machine Learning · Statistics 2022-07-29 Jiae Kim , Yoonkyung Lee , Zhiyu Liang

Large kernel systems are prone to be ill-conditioned. Pivoted Cholesky decomposition (PCD) render a stable and efficient solution to the systems without a perturbation of regularization. This paper proposes a new PCD algorithm by tuning…

Numerical Analysis · Mathematics 2019-04-29 Dishi Liu , Hermann G. Matthies

We present a new straightforward principal component analysis (PCA) method based on the diagonalization of the weighted variance-covariance matrix through two spectral decomposition methods: power iteration and Rayleigh quotient iteration.…

Instrumentation and Methods for Astrophysics · Physics 2014-12-16 Ludovic Delchambre

Positive-definite kernel functions are fundamental elements of kernel methods and Gaussian processes. A well-known construction of such functions comes from Bochner's characterization, which connects a positive-definite function with a…

Machine Learning · Statistics 2016-10-28 Jie Chen , Dehua Cheng , Yan Liu

We propose a method for the approximation of high- or even infinite-dimensional feature vectors, which play an important role in supervised learning. The goal is to reduce the size of the training data, resulting in lower storage…

Machine Learning · Statistics 2021-04-06 Patrick Gelß , Stefan Klus , Ingmar Schuster , Christof Schütte

Straightforward methods for adapting the familiar chi^2 statistic to histograms of discrete events and other Poisson distributed data generally yield biased estimates of the parameters of a model. The bias can be important even when the…

Data Analysis, Statistics and Probability · Physics 2014-03-12 Joseph W. Fowler

This work studies low-rank approximation of a positive semidefinite matrix from partial entries via nonconvex optimization. We characterized how well local-minimum based low-rank factorization approximates a fixed positive semidefinite…

Optimization and Control · Mathematics 2019-04-08 Ji Chen , Xiaodong Li

The principal component analysis (PCA) is widely used for data decorrelation and dimensionality reduction. However, the use of PCA may be impractical in real-time applications, or in situations were energy and computing constraints are…

Image and Video Processing · Electrical Eng. & Systems 2024-01-31 R. S. Oliveira , R. J. Cintra , F. M. Bayer , T. L. T. da Silveira , A. Madanayake , A. Leite

The empirical success of deep convolutional networks on tasks involving high-dimensional data such as images or audio suggests that they can efficiently approximate certain functions that are well-suited for such tasks. In this paper, we…

Machine Learning · Statistics 2022-03-22 Alberto Bietti

We prove and apply an optimal low-rank approximation of the Cauchy kernel over separated real domains. A skeleton decomposition is the minimum over real-valued functions of the maximum relative pointwise error. We present an algorithm to…

Numerical Analysis · Mathematics 2020-10-05 Jonathan E. Moussa

Despite advances in feature representation, leveraging geometric relations is crucial for establishing reliable visual correspondences under large variations of images. In this work we introduce a Hough transform perspective on…

Computer Vision and Pattern Recognition · Computer Science 2021-09-14 Juhong Min , Seungwook Kim , Minsu Cho

We present in this work a new methodology to design kernels on data which is structured with smaller components, such as text, images or sequences. This methodology is a template procedure which can be applied on most kernels on measures…

Machine Learning · Computer Science 2007-05-23 Marco Cuturi , Kenji Fukumizu

Despite the rapid development of computational hardware, the treatment of large and high dimensional data sets is still a challenging problem. This paper provides a twofold contribution to the topic. First, we propose a Gaussian Mixture…

Random Fourier Features (RFF) demonstrate wellappreciated performance in kernel approximation for largescale situations but restrict kernels to be stationary and positive definite. And for non-stationary kernels, the corresponding RFF could…

Machine Learning · Statistics 2021-04-15 Qin Luo , Kun Fang , Jie Yang , Xiaolin Huang

In this paper we analyze approximate methods for undertaking a principal components analysis (PCA) on large data sets. PCA is a classical dimension reduction method that involves the projection of the data onto the subspace spanned by the…

Machine Learning · Statistics 2017-08-16 Darren Homrighausen , Daniel J. McDonald

This paper studies kernel PCA in a decentralized setting, where data are distributively observed with full features in local nodes and a fusion center is prohibited. Compared with linear PCA, the use of kernel brings challenges to the…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-30 Fan He , Ruikai Yang , Lei Shi , Xiaolin Huang