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We present a new paradigm for speeding up randomized computations of several frequently used functions in machine learning. In particular, our paradigm can be applied for improving computations of kernels based on random embeddings. Above…

Machine Learning · Statistics 2016-04-26 Krzysztof Choromanski , Francois Fagan

In this paper we show that for the purposes of dimensionality reduction certain class of structured random matrices behave similarly to random Gaussian matrices. This class includes several matrices for which matrix-vector multiply can be…

Information Theory · Computer Science 2015-10-08 Samet Oymak , Benjamin Recht , Mahdi Soltanolkotabi

A fundamental drawback of kernel-based statistical models is their limited scalability to large data sets, which requires resorting to approximations. In this work, we focus on the popular Gaussian kernel and on techniques to linearize…

Machine Learning · Statistics 2022-04-13 Jonas Wacker , Maurizio Filippone

Despite their successes, what makes kernel methods difficult to use in many large scale problems is the fact that storing and computing the decision function is typically expensive, especially at prediction time. In this paper, we overcome…

Machine Learning · Computer Science 2014-08-14 Quoc Viet Le , Tamas Sarlos , Alexander Johannes Smola

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

Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such…

Machine Learning · Computer Science 2017-10-06 Maruan Al-Shedivat , Andrew Gordon Wilson , Yunus Saatchi , Zhiting Hu , Eric P. Xing

To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

Data Structures and Algorithms · Computer Science 2020-07-15 David P. Woodruff , Amir Zandieh

We consider the hashing mechanism for constructing binary embeddings, that involves pseudo-random projections followed by nonlinear (sign function) mappings. The pseudo-random projection is described by a matrix, where not all entries are…

Machine Learning · Computer Science 2016-07-04 Anna Choromanska , Krzysztof Choromanski , Mariusz Bojarski , Tony Jebara , Sanjiv Kumar , Yann LeCun

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

The application of Gaussian processes (GPs) to large data sets is limited due to heavy memory and computational requirements. A variety of methods has been proposed to enable scalability, one of which is to exploit structure in the kernel…

Machine Learning · Computer Science 2019-12-30 Jan Graßhoff , Alexandra Jankowski , Philipp Rostalski

Random binning features, introduced in the seminal paper of Rahimi and Recht (2007), are an efficient method for approximating a kernel matrix using locality sensitive hashing. Random binning features provide a very simple and efficient way…

Machine Learning · Statistics 2020-03-24 Michael Kapralov , Navid Nouri , Ilya Razenshteyn , Ameya Velingker , Amir Zandieh

Kernel approximation using randomized feature maps has recently gained a lot of interest. In this work, we identify that previous approaches for polynomial kernel approximation create maps that are rank deficient, and therefore do not…

Machine Learning · Statistics 2013-12-18 Raffay Hamid , Ying Xiao , Alex Gittens , Dennis DeCoste

Graph-structured data arise in wide applications, such as computer vision, bioinformatics, and social networks. Quantifying similarities among graphs is a fundamental problem. In this paper, we develop a framework for computing graph…

Machine Learning · Statistics 2018-09-11 Zhen Zhang , Mianzhi Wang , Yijian Xiang , Yan Huang , Arye Nehorai

The goal in thinning is to summarize a dataset using a small set of representative points. Remarkably, sub-Gaussian thinning algorithms like Kernel Halving and Compress can match the quality of uniform subsampling while substantially…

Machine Learning · Statistics 2026-03-03 Annabelle Michael Carrell , Albert Gong , Abhishek Shetty , Raaz Dwivedi , Lester Mackey

The combination of the sparse sampling and the low-rank structured matrix reconstruction has shown promising performance, enabling a significant reduction of the magnetic resonance imaging data acquisition time. However, the low-rank…

Image and Video Processing · Electrical Eng. & Systems 2021-07-27 Xinlin Zhang , Hengfa Lu , Di Guo , Zongying Lai , Huihui Ye , Xi Peng , Bo Zhao , Xiaobo Qu

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

Criticality and symmetry, studied by the renormalization groups, lie at the heart of modern physics theories of matters and complex systems. However, surveying these properties with massive experimental data is bottlenecked by the…

Statistical Mechanics · Physics 2024-01-30 Yang Tian , Yizhou Xu , Pei Sun

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

Low-rank approximation is a common tool used to accelerate kernel methods: the $n \times n$ kernel matrix $K$ is approximated via a rank-$k$ matrix $\tilde K$ which can be stored in much less space and processed more quickly. In this work…

Data Structures and Algorithms · Computer Science 2017-11-07 Cameron Musco , David P. Woodruff

Graph-based methods pervade the inference toolkits of numerous disciplines including sociology, biology, neuroscience, physics, chemistry, and engineering. A challenging problem encountered in this context pertains to determining the…

Machine Learning · Computer Science 2018-09-25 Daniel Romero , Vassilis N. Ioannidis , Georgios B. Giannakis
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