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We study the problem of column selection in large-scale kernel canonical correlation analysis (KCCA) using the Nystr\"om approximation, where one approximates two positive semi-definite kernel matrices using "landmark" points from the…

Machine Learning · Computer Science 2016-02-09 Weiran Wang

Kernel methods are a popular class of nonlinear predictive models in machine learning. Scalable algorithms for learning kernel models need to be iterative in nature, but convergence can be slow due to poor conditioning. Spectral…

Machine Learning · Statistics 2024-01-26 Amirhesam Abedsoltan , Parthe Pandit , Luis Rademacher , Mikhail Belkin

In recent years, the spectral analysis of appropriately defined kernel matrices has emerged as a principled way to extract the low-dimensional structure often prevalent in high-dimensional data. Here we provide an introduction to spectral…

Machine Learning · Statistics 2010-04-20 Mohamed-Ali Belabbas , Patrick J. Wolfe

The Nystrom method is an efficient technique used to speed up large-scale learning applications by generating low-rank approximations. Crucial to the performance of this technique is the assumption that a matrix can be well approximated by…

Machine Learning · Computer Science 2014-08-12 Ameet Talwalkar , Afshin Rostamizadeh

Kernel mean embeddings are a powerful tool to represent probability distributions over arbitrary spaces as single points in a Hilbert space. Yet, the cost of computing and storing such embeddings prohibits their direct use in large-scale…

Machine Learning · Statistics 2022-06-16 Antoine Chatalic , Nicolas Schreuder , Alessandro Rudi , Lorenzo Rosasco

The Nystrom method is an efficient technique to speed up large-scale learning applications by generating low-rank approximations. Crucial to the performance of this technique is the assumption that a matrix can be well approximated by…

Artificial Intelligence · Computer Science 2010-04-13 Ameet Talwalkar , Afshin Rostamizadeh

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

Kernel methods have achieved very good performance on large scale regression and classification problems, by using the Nystr\"om method and preconditioning techniques. The Nystr\"om approximation -- based on a subset of landmarks -- gives a…

Machine Learning · Computer Science 2020-02-21 Michaël Fanuel , Joachim Schreurs , Johan A. K. Suykens

Large-scale kernel ridge regression (KRR) is limited by the need to store a large kernel matrix K_t. To avoid storing the entire matrix K_t, Nystrom methods subsample a subset of columns of the kernel matrix, and efficiently find an…

Machine Learning · Computer Science 2026-04-23 Daniele Calandriello , Alessandro Lazaric , Michal Valko

We demonstrate that distributed block coordinate descent can quickly solve kernel regression and classification problems with millions of data points. Armed with this capability, we conduct a thorough comparison between the full kernel, the…

Machine Learning · Computer Science 2016-02-18 Stephen Tu , Rebecca Roelofs , Shivaram Venkataraman , Benjamin Recht

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

The Nystr\"om method is a popular choice for finding a low-rank approximation to a symmetric positive semi-definite matrix. The method can fail when applied to symmetric indefinite matrices, for which the error can be unboundedly large. In…

Numerical Analysis · Mathematics 2023-10-10 Taejun Park , Yuji Nakatsukasa

We propose a clustering-based generalized low rank approximation method, which takes advantage of appealing features from both the generalized low rank approximation of matrices (GLRAM) and cluster analysis. It exploits a more general form…

Optimization and Control · Mathematics 2025-02-21 Yujun Zhu , Jie Zhu , Hizba Arshad , Zhongming Wang , Ju Ming

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

We reconsider randomized algorithms for the low-rank approximation of symmetric positive semi-definite (SPSD) matrices such as Laplacian and kernel matrices that arise in data analysis and machine learning applications. Our main results…

Machine Learning · Computer Science 2013-06-05 Alex Gittens , Michael W. Mahoney

We study the problem of determining the configuration of $n$ points by using their distances to $m$ nodes, referred to as anchor nodes. One sampling scheme is Nystrom sampling, which assumes known distances between the anchors and between…

Information Theory · Computer Science 2024-08-01 Samuel Lichtenberg , Abiy Tasissa

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

We propose a simple and efficient clustering method for high-dimensional data with a large number of clusters. Our algorithm achieves high-performance by evaluating distances of datapoints with a subset of the cluster centres. Our…

Machine Learning · Computer Science 2022-03-30 Georgios Exarchakis , Omar Oubari , Gregor Lenz

We propose a continuous optimization algorithm for the Column Subset Selection Problem (CSSP) and Nystr\"om approximation. The CSSP and Nystr\"om method construct low-rank approximations of matrices based on a predetermined subset of…

Methodology · Statistics 2023-04-20 Anant Mathur , Sarat Moka , Zdravko Botev

The Nystr\"om methods have been popular techniques for scalable kernel based learning. They approximate explicit, low-dimensional feature mappings for kernel functions from the pairwise comparisons with the training data. However, Nystr\"om…

Machine Learning · Computer Science 2018-05-21 Mert Al , Thee Chanyaswad , Sun-Yuan Kung