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Principal components analysis (PCA) is a standard tool for identifying good low-dimensional approximations to data in high dimension. Many data sets of interest contain private or sensitive information about individuals. Algorithms which…

Machine Learning · Statistics 2013-08-09 Kamalika Chaudhuri , Anand D. Sarwate , Kaushik Sinha

We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…

Machine Learning · Statistics 2014-05-09 Dimitris S. Papailiopoulos , Alexandros G. Dimakis , Stavros Korokythakis

Often in applications such as rare events estimation or optimal control it is required that one calculates the principal eigen-function and eigen-value of a non-negative integral kernel. Except in the finite-dimensional case, usually…

Computation · Statistics 2016-09-28 Nick Whiteley , Nikolas Kantas

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

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

Image Quality Assessment (IQA) with reference images have achieved great success by imitating the human vision system, in which the image quality is effectively assessed by comparing the query image with its pristine reference image.…

Computer Vision and Pattern Recognition · Computer Science 2023-12-04 Xudong Li , Jingyuan Zheng , Xiawu Zheng , Runze Hu , Enwei Zhang , Yuting Gao , Yunhang Shen , Ke Li , Yutao Liu , Pingyang Dai , Yan Zhang , Rongrong Ji

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

Kernel principal component analysis (kPCA) is a widely studied method to construct a low-dimensional data representation after a nonlinear transformation. The prevailing method to reconstruct the original input signal from kPCA -- an…

Machine Learning · Computer Science 2024-10-28 Daniel Gedon , Antôni H. Ribeiro , Niklas Wahlström , Thomas B. Schön

In this paper we analyze approximate methods for undertaking a principal components analysis (PCA) on large data sets. PCA is a classical dimension reduction method that involves the projection of the data onto the subspace spanned by the…

Machine Learning · Statistics 2017-08-16 Darren Homrighausen , Daniel J. McDonald

We revisit the problem of fair principal component analysis (PCA), where the goal is to learn the best low-rank linear approximation of the data that obfuscates demographic information. We propose a conceptually simple approach that allows…

Machine Learning · Statistics 2023-02-28 Matthäus Kleindessner , Michele Donini , Chris Russell , Muhammad Bilal Zafar

Kernel methods underpin many of the most successful approaches in data science and statistics, and they allow representing probability measures as elements of a reproducing kernel Hilbert space without loss of information. Recently, the…

Machine Learning · Statistics 2025-03-19 Florian Kalinke , Zoltan Szabo , Bharath K. Sriperumbudur

Kernels are powerful and versatile tools in machine learning and statistics. Although the notion of universal kernels and characteristic kernels has been studied, kernel selection still greatly influences the empirical performance. While…

Machine Learning · Statistics 2019-02-28 Chun-Liang Li , Wei-Cheng Chang , Youssef Mroueh , Yiming Yang , Barnabás Póczos

Approximations based on random Fourier features have recently emerged as an efficient and formally consistent methodology to design large-scale kernel machines. By expressing the kernel as a Fourier expansion, features are generated based…

Computer Vision and Pattern Recognition · Computer Science 2012-03-08 Eduard Gabriel Băzăvan , Fuxin Li , Cristian Sminchisescu

Kernel based regularized interpolation is a well known technique to approximate a continuous multivariate function using a set of scattered data points and the corresponding function evaluations, or data values. This method has some…

Numerical Analysis · Mathematics 2018-07-26 Gabriele Santin , Dominik Wittwar , Bernard Haasdonk

Kernel methods provide a principled approach to nonparametric learning. While their basic implementations scale poorly to large problems, recent advances showed that approximate solvers can efficiently handle massive datasets. A shortcoming…

Machine Learning · Computer Science 2022-01-19 Giacomo Meanti , Luigi Carratino , Ernesto De Vito , Lorenzo Rosasco

Independent component analysis (ICA) has been a popular dimension reduction tool in statistical machine learning and signal processing. In this paper, we present a convergence analysis for an online tensorial ICA algorithm, by viewing the…

Machine Learning · Computer Science 2021-07-30 Chris Junchi Li , Michael I. Jordan

Kernel power $k$-means (KPKM) leverages a family of means to mitigate local minima issues in kernel $k$-means. However, KPKM faces two key limitations: (1) the computational burden of the full kernel matrix restricts its use on extensive…

Machine Learning · Computer Science 2025-11-14 Yixi Chen , Weixuan Liang , Tianrui Liu , Jun-Jie Huang , Ao Li , Xueling Zhu , Xinwang Liu

For two decades, reproducing kernels and their associated discrepancies have facilitated elegant theoretical analyses in the setting of quasi Monte Carlo. These same tools are now receiving interest in statistics and related fields, as…

Methodology · Statistics 2023-08-24 Chris. J. Oates

The main objective of the Multiple Kernel k-Means (MKKM) algorithm is to extract non-linear information and achieve optimal clustering by optimizing base kernel matrices. Current methods enhance information diversity and reduce redundancy…

Machine Learning · Computer Science 2024-03-07 Rina Su , Yu Guo , Caiying Wu , Qiyu Jin , Tieyong Zeng

A mean function in a reproducing kernel Hilbert space (RKHS), or a kernel mean, is central to kernel methods in that it is used by many classical algorithms such as kernel principal component analysis, and it also forms the core inference…

Machine Learning · Statistics 2016-02-26 Krikamol Muandet , Bharath Sriperumbudur , Kenji Fukumizu , Arthur Gretton , Bernhard Schölkopf