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Semidefinite programming (SDP) is a powerful tool for tackling a wide range of computationally hard problems such as clustering. Despite the high accuracy, semidefinite programs are often too slow in practice with poor scalability on large…

Machine Learning · Statistics 2022-02-10 Yubo Zhuang , Xiaohui Chen , Yun Yang

We consider the solution of nonlinear programs with nonlinear semidefiniteness constraints. The need for an efficient exploitation of the cone of positive semidefinite matrices makes the solution of such nonlinear semidefinite programs more…

Optimization and Control · Mathematics 2007-05-23 Roland W. Freund , Florian Jarre , Christoph Vogelbusch

We provide the first mathematically complete derivation of the Nystr\"om method for low-rank approximation of indefinite kernels and propose an efficient method for finding an approximate eigendecomposition of such kernel matrices. Building…

Machine Learning · Statistics 2019-06-03 Dino Oglic , Thomas Gärtner

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

CUR and low-rank approximations are among most fundamental subjects of numerical linear algebra, with a wide range of applications to a variety of highly important areas of modern computing, which range from the machine learning theory and…

Numerical Analysis · Mathematics 2016-12-20 Victor Y. Pan

Kernel approximation is widely used to scale up kernel SVM training and prediction. However, the memory and computation costs of kernel approximation models are still too high if we want to deploy them on memory-limited devices such as…

Machine Learning · Computer Science 2020-10-07 Zijian Lei , Liang Lan

The CUR matrix decomposition is an important extension of Nystr\"{o}m approximation to a general matrix. It approximates any data matrix in terms of a small number of its columns and rows. In this paper we propose a novel randomized CUR…

Machine Learning · Computer Science 2012-10-05 Shusen Wang , Zhihua Zhang , Jian Li

Diffusion maps are an emerging data-driven technique for non-linear dimensionality reduction, which are especially useful for the analysis of coherent structures and nonlinear embeddings of dynamical systems. However, the computational…

Machine Learning · Statistics 2018-02-27 N. Benjamin Erichson , Lionel Mathelin , Steven L. Brunton , J. Nathan Kutz

Kernel $k$-means clustering can correctly identify and extract a far more varied collection of cluster structures than the linear $k$-means clustering algorithm. However, kernel $k$-means clustering is computationally expensive when the…

Machine Learning · Computer Science 2019-02-12 Shusen Wang , Alex Gittens , Michael W. Mahoney

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

Matrix completion is widely used in machine learning, engineering control, image processing, and recommendation systems. Currently, a popular algorithm for matrix completion is Singular Value Threshold (SVT). In this algorithm, the singular…

Information Retrieval · Computer Science 2019-12-05 Meng Qiao , Zheng Shan , Fudong Liu , Wenjie Sun

Kernel methods are powerful tools in various data analysis tasks. Yet, in many cases, their time and space complexity render them impractical for large datasets. Various kernel approximation methods were proposed to overcome this issue,…

Machine Learning · Computer Science 2022-05-24 Roy Mitz , Yoel Shkolnisky

Domain specific (dis-)similarity or proximity measures used e.g. in alignment algorithms of sequence data, are popular to analyze complex data objects and to cover domain specific data properties. Without an underlying vector space these…

Data Structures and Algorithms · Computer Science 2014-11-07 Andrej Gisbrecht , Frank-Michael Schleif

Spectral clustering techniques are valuable tools in signal processing and machine learning for partitioning complex data sets. The effectiveness of spectral clustering stems from constructing a non-linear embedding based on creating a…

Machine Learning · Computer Science 2021-02-02 Farhad Pourkamali-Anaraki

Prior optimal CUR decomposition and near optimal column reconstruction methods have been established by combining BSS sampling and adaptive sampling. In this paper, we propose a new approach to the optimal CUR decomposition and near optimal…

Numerical Analysis · Computer Science 2017-02-28 Haishan Ye , Yujun Li , Zhihua Zhang

We propose a new technique for constructing low-rank approximations of matrices that arise in kernel methods for machine learning. Our approach pairs a novel automatically constructed analytic expansion of the underlying kernel function…

Machine Learning · Computer Science 2022-02-09 John Paul Ryan , Anil Damle

We present an optimized single-precision implementation of the Sparse Approximate Matrix Multiply (\SpAMM{}) [M. Challacombe and N. Bock, arXiv {\bf 1011.3534} (2010)], a fast algorithm for matrix-matrix multiplication for matrices with…

Numerical Analysis · Computer Science 2012-09-05 Nicolas Bock , Matt Challacombe

We develop a fast solver for the spectral element method (SEM) applied to the two-sided fractional diffusion equation on uniform, geometric and graded meshes. By approximating the singular kernel with a degenerate kernel, we construct a…

Numerical Analysis · Mathematics 2018-08-10 Xianjuan Li , Zhiping Mao , Fangying Song , Hong Wang , George Em Karniadakis

We propose a novel technique for faster deep neural network training which systematically applies sample-based approximation to the constituent tensor operations, i.e., matrix multiplications and convolutions. We introduce new sampling…

Machine Learning · Computer Science 2021-10-27 Menachem Adelman , Kfir Y. Levy , Ido Hakimi , Mark Silberstein

Recent progress in deep learning has been driven by increasingly larger models. However, their computational and energy demands have grown proportionally, creating significant barriers to their deployment and to a wider adoption of deep…

Machine Learning · Computer Science 2025-09-16 Pedro Savarese