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The Nystr\"om method is one of the most popular techniques for improving the scalability of kernel methods. However, it has not yet been derived for kernel PCA in line with classical PCA. In this paper we derive kernel PCA with the…

Machine Learning · Statistics 2022-08-22 Fredrik Hallgren

By exploiting the random sampling techniques, this paper derives an efficient randomized algorithm for computing a generalized CUR decomposition, which provides low-rank approximations of both matrices simultaneously in terms of some of…

Numerical Analysis · Mathematics 2023-04-07 Zhengbang Cao , Yimin Wei , Pengpeng Xie

We study Nystr\"om type subsampling approaches to large scale kernel methods, and prove learning bounds in the statistical learning setting, where random sampling and high probability estimates are considered. In particular, we prove that…

Machine Learning · Statistics 2016-03-18 Alessandro Rudi , Raffaello Camoriano , Lorenzo Rosasco

We propose a novel class of kernels to alleviate the high computational cost of large-scale nonparametric learning with kernel methods. The proposed kernel is defined based on a hierarchical partitioning of the underlying data domain, where…

Machine Learning · Computer Science 2017-08-15 Jie Chen , Haim Avron , Vikas Sindhwani

Let $A$ be a $n$ by $n$ matrix. A skeleton decomposition is any factorization of the form $CUR$ where $C$ comprises columns of $A$, and $R$ comprises rows of $A$. In this paper, we consider uniformly sampling $\l\simeq k \log n$ rows and…

Numerical Analysis · Mathematics 2012-04-11 Jiawei Chiu , Laurent Demanet

This article studies how to form CUR decompositions of low-rank matrices via primarily random sampling, though deterministic methods due to previous works are illustrated as well. The primary problem is to determine when a column submatrix…

Numerical Analysis · Mathematics 2020-01-10 Keaton Hamm , Longxiu Huang

The CUR decomposition is a factorization of a low-rank matrix obtained by selecting certain column and row submatrices of it. We perform a thorough investigation of what happens to such decompositions in the presence of noise. Since CUR…

Numerical Analysis · Mathematics 2020-07-29 Keaton Hamm , Longxiu Huang

The functional linear regression model has been widely studied and utilized for dealing with functional predictors. In this paper, we study the Nystr\"om subsampling method, a strategy used to tackle the computational complexities inherent…

Statistics Theory · Mathematics 2024-10-28 Naveen Gupta , Sivananthan Sampath

Kernel-based models such as kernel ridge regression and Gaussian processes are ubiquitous in machine learning applications for regression and optimization. It is well known that a major downside for kernel-based models is the high…

Machine Learning · Computer Science 2022-06-22 Sattar Vakili , Jonathan Scarlett , Da-shan Shiu , Alberto Bernacchia

Incremental versions of batch algorithms are often desired, for increased time efficiency in the streaming data setting, or increased memory efficiency in general. In this paper we present a novel algorithm for incremental kernel PCA, based…

Machine Learning · Statistics 2018-02-02 Fredrik Hallgren , Paul Northrop

Low rank tensor approximation is a fundamental tool in modern machine learning and data science. In this paper, we study the characterization, perturbation analysis, and an efficient sampling strategy for two primary tensor CUR…

Numerical Analysis · Mathematics 2021-10-15 HanQin Cai , Keaton Hamm , Longxiu Huang , Deanna Needell

The Nystr\"{o}m method is routinely used for out-of-sample extension of kernel matrices. We describe how this method can be applied to find the singular value decomposition (SVD) of general matrices and the eigenvalue decomposition (EVD) of…

Numerical Analysis · Computer Science 2013-05-02 Arik Nemtsov , Amir Averbuch , Alon Schclar

We study a relaxed version of the column-sampling problem for the Nystr\"om approximation of kernel matrices, where approximations are defined from multisets of landmark points in the ambient space; such multisets are referred to as…

Machine Learning · Statistics 2022-03-28 Matthew Hutchings , Bertrand Gauthier

The application of kernel-based Machine Learning (ML) techniques to discrete choice modelling using large datasets often faces challenges due to memory requirements and the considerable number of parameters involved in these models. This…

Machine Learning · Computer Science 2024-12-04 José Ángel Martín-Baos , Ricardo García-Ródenas , Luis Rodriguez-Benitez , Michel Bierlaire

Large deep learning models have achieved remarkable success but are resource-intensive, posing challenges such as memory usage. We introduce CURing, a novel model compression method based on CUR matrix decomposition, which approximates…

Machine Learning · Computer Science 2025-01-13 Sanghyeon Park , Soo-Mook Moon

The Nystr\"om method offers an effective way to obtain low-rank approximation of SPD matrices, and has been recently extended and analyzed to nonsymmetric matrices (leading to the generalized Nystr\"om method). It is a randomized,…

Numerical Analysis · Mathematics 2024-04-24 Alberto Bucci , Leonardo Robol

The Nystr\"om method is a popular low-rank approximation technique for large matrices that arise in kernel methods and convex optimization. Yet, when the data exhibits heavy-tailed spectral decay, the effective dimension of the problem…

Data Structures and Algorithms · Computer Science 2025-07-22 Sachin Garg , Michał Dereziński

Low-rank matrix approximations play a fundamental role in numerical linear algebra and signal processing applications. This paper introduces a novel rank-revealing matrix decomposition algorithm termed Compressed Randomized UTV (CoR-UTV)…

Numerical Analysis · Computer Science 2018-10-18 M. Kaloorazi , R. C. de Lamare

Kernel methods provide an elegant framework for developing nonlinear learning algorithms from simple linear methods. Though these methods have superior empirical performance in several real data applications, their usefulness is inhibited…

Machine Learning · Statistics 2021-05-20 Nicholas Sterge , Bharath Sriperumbudur

This paper introduces a novel approach to approximating continuous functions over high-dimensional hypercubes by integrating matrix CUR decomposition with hyperinterpolation techniques. Traditional Fourier-based hyperinterpolation methods…

Numerical Analysis · Mathematics 2025-10-16 Maolin Che , Congpei An , Yimin Wei , Hong Yan