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By removing irrelevant and redundant features, feature selection aims to find a good representation of the original features. With the prevalence of unlabeled data, unsupervised feature selection has been proven effective in alleviating the…

Machine Learning · Computer Science 2024-03-25 Ziyuan Lin , Deanna Needell

Statistical machine learning plays an important role in modern statistics and computer science. One main goal of statistical machine learning is to provide universally consistent algorithms, i.e., the estimator converges in probability or…

Machine Learning · Statistics 2016-04-18 Andreas Christmann , Florian Dumpert , Dao-Hong Xiang

We propose efficient random features for approximating a new and rich class of kernel functions that we refer to as Generalized Zonal Kernels (GZK). Our proposed GZK family, generalizes the zonal kernels (i.e., dot-product kernels on the…

Machine Learning · Computer Science 2022-02-09 Insu Han , Amir Zandieh , Haim Avron

Kernel ridge regression (KRR) is widely used for nonparametric regression over reproducing kernel Hilbert spaces. It offers powerful modeling capabilities at the cost of significant computational costs, which typically require $O(n^3)$…

Methodology · Statistics 2024-03-18 Xiaowu Dai , Huiying Zhong

Random Forest has become one of the most popular tools for feature selection. Its ability to deal with high-dimensional data makes this algorithm especially useful for studies in neuroimaging and bioinformatics. Despite its popularity and…

Machine Learning · Computer Science 2014-10-13 Ender Konukoglu , Melanie Ganz

This paper presents a framework for computing random operator-valued feature maps for operator-valued positive definite kernels. This is a generalization of the random Fourier features for scalar-valued kernels to the operator-valued case.…

Machine Learning · Computer Science 2016-08-22 Ha Quang Minh

Kernel methods are powerful machine learning techniques which implement generic non-linear functions to solve complex tasks in a simple way. They Have a solid mathematical background and exhibit excellent performance in practice. However,…

Machine Learning · Computer Science 2021-01-27 J. Emmanuel Johnson , Valero Laparra , Adrián Pérez-Suay , Miguel D. Mahecha , Gustau Camps-Valls

Gaussian Radial Basis Function (RBF) Kernels are the most-often-employed kernels in artificial intelligence and machine learning routines for providing optimally-best results in contrast to their respective counter-parts. However, a little…

Machine Learning · Computer Science 2023-12-19 Himanshu Singh

Abundant literature has been published on approximation methods for the forward initial margin. The most popular ones being the family of regression methods. This paper describes the mathematical foundations on which these regression…

Risk Management · Quantitative Finance 2022-09-30 Lucia Cipolina Kun , Simone Caenazzo , Ksenia Ponomareva

One of the major challenges for low-rank multi-fidelity (MF) approaches is the assumption that low-fidelity (LF) and high-fidelity (HF) models admit "similar" low-rank kernel representations. Low-rank MF methods have traditionally attempted…

Numerical Analysis · Mathematics 2021-01-07 Mani Razi , Robert M. Kirby , Akil Narayan

Random Forests (RF) is a popular machine learning method for classification and regression problems. It involves a bagging application to decision tree models. One of the primary advantages of the Random Forests model is the reduction in…

Machine Learning · Statistics 2022-07-06 Sai K Popuri

Kernel methods are among the most popular techniques in machine learning. From a frequentist/discriminative perspective they play a central role in regularization theory as they provide a natural choice for the hypotheses space and the…

Machine Learning · Statistics 2012-04-17 Mauricio A. Alvarez , Lorenzo Rosasco , Neil D. Lawrence

The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…

Numerical Analysis · Computer Science 2013-08-28 Rafi Witten , Emmanuel Candes

The convolution potential arises in a wide variety of application areas, and its efficient and accurate evaluation encounters three challenges: singularity, nonlocality and anisotropy. We introduce a fast algorithm based on a far-field…

Numerical Analysis · Mathematics 2025-04-29 Xin Liu , Yong Zhang

We propose semi-random features for nonlinear function approximation. The flexibility of semi-random feature lies between the fully adjustable units in deep learning and the random features used in kernel methods. For one hidden layer…

Machine Learning · Computer Science 2017-11-22 Kenji Kawaguchi , Bo Xie , Vikas Verma , Le Song

Kernel-based methods are heavily used in machine learning. However, they suffer from $O(N^2)$ complexity in the number $N$ of considered data points. In this paper, we propose an approximation procedure, which reduces this complexity to…

Numerical Analysis · Mathematics 2024-11-20 Johannes Hertrich

The density estimation is one of the core problems in statistics. Despite this, existing techniques like maximum likelihood estimation are computationally inefficient due to the intractability of the normalizing constant. For this reason an…

Machine Learning · Computer Science 2021-01-14 Tsimboy Olga , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

Many interesting machine learning problems are best posed by considering instances that are distributions, or sample sets drawn from distributions. Previous work devoted to machine learning tasks with distributional inputs has done so…

Machine Learning · Statistics 2021-01-15 Danica J. Sutherland , Junier B. Oliva , Barnabás Póczos , Jeff Schneider

Kernel-based classification methods, particularly the support vector machine (SVM), are among the most common algorithms for hyperspectral data classification. The Radial Basis function (RBF) kernel has earned great popularity in…

Image and Video Processing · Electrical Eng. & Systems 2024-09-10 Saeid Niazmardi

The GMM (generalized min-max) kernel was recently proposed (Li, 2016) as a measure of data similarity and was demonstrated effective in machine learning tasks. In order to use the GMM kernel for large-scale datasets, the prior work resorted…

Machine Learning · Statistics 2016-07-13 Ping Li
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