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The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The…

Machine Learning · Computer Science 2017-03-24 M. Andrecut

High computational costs of manifold learning prohibit its application for large point sets. A common strategy to overcome this problem is to perform dimensionality reduction on selected landmarks and to successively embed the entire…

Machine Learning · Computer Science 2015-03-13 Christian Wachinger , Polina Golland

Kernel methods represent some of the most popular machine learning tools for data analysis. Since exact kernel methods can be prohibitively expensive for large problems, reliable low-rank matrix approximations and high-performance…

Numerical Analysis · Mathematics 2018-04-17 Jianwei Xiao , Ming Gu

We analyze the Nystr\"om approximation of a positive definite kernel associated with a probability measure. We first prove an improved error bound for the conventional Nystr\"om approximation with i.i.d. sampling and singular-value…

Numerical Analysis · Mathematics 2023-05-24 Satoshi Hayakawa , Harald Oberhauser , Terry Lyons

Subspace clustering methods based on expressing each data point as a linear combination of all other points in a dataset are popular unsupervised learning techniques. However, existing methods incur high computational complexity on…

Machine Learning · Computer Science 2019-08-05 Farhad Pourkamali-Anaraki

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

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

We propose a simple yet effective multiple kernel clustering algorithm, termed simple multiple kernel k-means (SimpleMKKM). It extends the widely used supervised kernel alignment criterion to multi-kernel clustering. Our criterion is given…

Machine Learning · Computer Science 2020-05-13 Xinwang Liu , En Zhu , Jiyuan Liu , Timothy Hospedales , Yang Wang , Meng Wang

This work is concerned with computing low-rank approximations of a matrix function $f(A)$ for a large symmetric positive semi-definite matrix $A$, a task that arises in, e.g., statistical learning and inverse problems. The application of…

Numerical Analysis · Mathematics 2023-06-13 David Persson , Daniel Kressner

This paper introduces the Nystr\"om PCG algorithm for solving a symmetric positive-definite linear system. The algorithm applies the randomized Nystr\"om method to form a low-rank approximation of the matrix, which leads to an efficient…

Numerical Analysis · Mathematics 2021-12-20 Zachary Frangella , Joel A. Tropp , Madeleine Udell

Recently, the computer vision and machine learning community has been in favor of feature extraction pipelines that rely on a coding step followed by a linear classifier, due to their overall simplicity, well understood properties of linear…

Machine Learning · Computer Science 2013-04-17 Oriol Vinyals , Yangqing Jia , Trevor Darrell

The K-means algorithm is arguably the most popular data clustering method, commonly applied to processed datasets in some "feature spaces", as is in spectral clustering. Highly sensitive to initializations, however, K-means encounters a…

Machine Learning · Computer Science 2019-06-04 Feiyu Chen , Yuchen Yang , Liwei Xu , Taiping Zhang , Yin Zhang

We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…

Data Structures and Algorithms · Computer Science 2016-10-10 Michael B. Cohen , Cameron Musco , Christopher Musco

In the setting of nonparametric regression, we propose and study a combination of stochastic gradient methods with Nystr\"om subsampling, allowing multiple passes over the data and mini-batches. Generalization error bounds for the studied…

Machine Learning · Statistics 2017-10-24 Junhong Lin , Lorenzo Rosasco

Large-scale multi-layer networks with large numbers of nodes, edges, and layers arise across various domains, which poses a great computational challenge for the downstream analysis. In this paper, we develop an efficient randomized…

Computation · Statistics 2025-01-10 Wenqing Su , Xiao Guo , Xiangyu Chang , Ying Yang

We propose and study kernel conjugate gradient methods (KCGM) with random projections for least-squares regression over a separable Hilbert space. Considering two types of random projections generated by randomized sketches and Nystr\"{o}m…

Machine Learning · Statistics 2022-07-18 Junhong Lin , Volkan Cevher

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

This work proposes and analyzes a new class of numerical integrators for computing low-rank approximations to solutions of matrix differential equation. We combine an explicit Runge-Kutta method with repeated randomized low-rank…

Numerical Analysis · Mathematics 2024-09-11 Hei Yin Lam , Gianluca Ceruti , Daniel Kressner

The $k$-means algorithm (Lloyd's algorithm) is a widely used method for clustering unlabeled data. A key bottleneck of the $k$-means algorithm is that each iteration requires time linear in the number of data points, which can be expensive…

Kernel ridge regression, in general, is expensive in memory allocation and computation time. This paper addresses low rank approximations and surrogates for kernel ridge regression, which bridge these difficulties. The fundamental…

Machine Learning · Statistics 2025-01-07 Paul Dommel