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Several important applications, such as streaming PCA and semidefinite programming, involve a large-scale positive-semidefinite (psd) matrix that is presented as a sequence of linear updates. Because of storage limitations, it may only be…

Numerical Analysis · Computer Science 2017-06-20 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

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

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

We give the first algorithm for kernel Nystr\"om approximation that runs in *linear time in the number of training points* and is provably accurate for all kernel matrices, without dependence on regularity or incoherence conditions. The…

Machine Learning · Computer Science 2017-11-06 Cameron Musco , Christopher Musco

Any applied mathematical model contains parameters. The paper proposes to use kernel learning for the parametric analysis of the model. The approach consists in setting a distribution on the parameter space, obtaining a finite training…

Optimization and Control · Mathematics 2025-01-27 Vladimir Norkin , Alois Pichler

As the size and richness of available datasets grow larger, the opportunities for solving increasingly challenging problems with algorithms learning directly from data grow at the same pace. Consequently, the capability of learning…

Machine Learning · Computer Science 2019-12-13 Raffaello Camoriano

Kernel methods obtain superb performance in terms of accuracy for various machine learning tasks since they can effectively extract nonlinear relations. However, their time complexity can be rather large especially for clustering tasks. In…

Machine Learning · Statistics 2015-10-29 Xu Wang , Gilad Lerman

Selecting diverse and important items, called landmarks, from a large set is a problem of interest in machine learning. As a specific example, in order to deal with large training sets, kernel methods often rely on low rank matrix Nystr\"om…

Machine Learning · Computer Science 2021-12-10 Michaël Fanuel , Joachim Schreurs , Johan A. K. Suykens

Kernel-based K-means clustering has gained popularity due to its simplicity and the power of its implicit non-linear representation of the data. A dominant concern is the memory requirement since memory scales as the square of the number of…

Machine Learning · Statistics 2016-12-05 Farhad Pourkamali-Anaraki , Stephen Becker

Matrix approximations are a key element in large-scale algebraic machine learning approaches. The recently proposed method MEKA (Si et al., 2014) effectively employs two common assumptions in Hilbert spaces: the low-rank property of an…

Machine Learning · Computer Science 2022-01-21 Simon Heilig , Maximilian Münch , Frank-Michael Schleif

The Nystr\"om method has long been popular for scaling up kernel methods. Its theoretical guarantees and empirical performance rely critically on the quality of the landmarks selected. We study landmark selection for Nystr\"om using…

Machine Learning · Computer Science 2016-05-31 Chengtao Li , Stefanie Jegelka , Suvrit Sra

We investigate the efficiency of k-means in terms of both statistical and computational requirements. More precisely, we study a Nystr\"om approach to kernel k-means. We analyze the statistical properties of the proposed method and show…

Machine Learning · Statistics 2019-08-28 Daniele Calandriello , Lorenzo Rosasco

Kernel matrices are a key quantity in kernel-based approximation, and important properties such as stability and algorithmic convergence can be analyzed with their help. In this work we refine a multivariate Ingham-type theorem, which is…

Numerical Analysis · Mathematics 2025-07-28 Tizan Wenzel , Armin Iske

The bilateral and nonlocal means filters are instances of kernel-based filters that are popularly used in image processing. It was recently shown that fast and accurate bilateral filtering of grayscale images can be performed using a…

Computer Vision and Pattern Recognition · Computer Science 2019-02-20 Pravin Nair , Kunal N. Chaudhury

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

Spectral clustering has shown a superior performance in analyzing the cluster structure. However, its computational complexity limits its application in analyzing large-scale data. To address this problem, many low-rank matrix approximating…

Machine Learning · Computer Science 2020-07-23 Djallel Bouneffouf

Indefinite similarity measures can be frequently found in bio-informatics by means of alignment scores, but are also common in other fields like shape measures in image retrieval. Lacking an underlying vector space, the data are given as…

Machine Learning · Computer Science 2016-04-11 Frank-Michael Schleif , Andrej Gisbrecht , Peter Tino

The Nystr\"{o}m method is an effective tool to generate low-rank approximations of large matrices, and it is particularly useful for kernel-based learning. To improve the standard Nystr\"{o}m approximation, ensemble Nystr\"{o}m algorithms…

Machine Learning · Statistics 2023-02-23 Keaton Hamm , Zhaoying Lu , Wenbo Ouyang , Hao Helen Zhang

Recently, Nystr\"{o}m method has proved its prominence empirically and theoretically in speeding up the training of kernel machines while retaining satisfactory performances and accuracy. So far, there are several different approaches…

Machine Learning · Computer Science 2021-09-21 Weida Li , Mingxia Liu , Daoqiang Zhang

We introduce kernel density machines (KDM), an agnostic kernel-based framework for learning the Radon-Nikodym derivative (density) between probability measures under minimal assumptions. KDM applies to general measurable spaces and avoids…

Machine Learning · Statistics 2026-03-27 Andrea Della Vecchia , Damir Filipovic , Paul Schneider