Related papers: Low-Rank Kernel Matrix Approximation Using Skeleto…

We propose a differential geometric construction for families of low-rank covariance matrices, via interpolation on low-rank matrix manifolds. In contrast with standard parametric covariance classes, these families offer significant…

We employ kernel-based approaches that use samples from a probability distribution to approximate a Kolmogorov operator on a manifold. The self-tuning variable-bandwidth kernel method [Berry & Harlim, Appl. Comput. Harmon. Anal.,…

The paper is concerned with classic kernel interpolation methods, in addition to approximation methods that are augmented by gradient measurements. To apply kernel interpolation using radial basis functions (RBFs) in a stable way, we…

Two widely used randomized algorithms are the sketch-and-solve method for least-squares regression and the randomized SVD for low-rank approximation. These algorithms apply a random embedding to compress a target matrix, and they perform…

In this work, we discuss low-parametric approaches for approximating SimRank matrices, which estimate the similarity between pairs of nodes in a graph. Although SimRank matrices and their computation require a significant amount of memory,…

In this paper, we derive entrywise error bounds for low-rank approximations of kernel matrices obtained using the truncated eigen-decomposition (or singular value decomposition). While this approximation is well-known to be optimal with…

In inverting large sparse matrices, the key difficulty lies in effectively exploiting sparsity during the inversion process. One well-established strategy is the nested dissection, which seeks the so-called sparse Cholesky factorization. We…

Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…

In recent years, randomized algorithms have established themselves as fundamental tools in computational linear algebra, with applications in scientific computing, machine learning, and quantum information science. Many randomized matrix…

This paper describes the adaptation of a well-scaling parallel algorithm for computing Morse-Smale segmentations based on path compression to a distributed computational setting. Additionally, we extend the algorithm to efficiently compute…

In some cases, computational benefit can be gained by exploring the hyper parameter space using a deterministic set of grid points instead of a Markov chain. We view this as a numerical integration problem and make three unique…

We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…

In this paper, we present a kernel subspace clustering method that can handle non-linear models. In contrast to recent kernel subspace clustering methods which use predefined kernels, we propose to learn a low-rank kernel matrix, with which…

The interpolative decomposition (ID) aims to construct a low-rank approximation formed by a basis consisting of row/column skeletons in the original matrix and a corresponding interpolation matrix. This work explores fast and accurate ID…

Coresets are modern data-reduction tools that are widely used in data analysis to improve efficiency in terms of running time, space and communication complexity. Our main result is a fast algorithm to construct a small coreset for k-Median…

This paper presents a general method for applying hierarchical matrix skeletonization factorizations to the numerical solution of boundary integral equations with possibly rank-deficient integral operators. Rank-deficient operators arise in…

We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces,…

Interpolative and CUR decompositions involve "natural bases" of row and column subsets, or skeletons, of a given matrix that approximately span its row and column spaces. These low-rank decompositions preserve properties such as sparsity or…

An effective technique for solving optimization problems over massive data sets is to partition the data into smaller pieces, solve the problem on each piece and compute a representative solution from it, and finally obtain a solution…

Learning representations of nodes in a low dimensional space is a crucial task with many interesting applications in network analysis, including link prediction and node classification. Two popular approaches for this problem include matrix…