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This paper studies the use of kernel density estimation (KDE) for linear algebraic tasks involving the kernel matrix of a collection of $n$ data points in $\mathbb R^d$. In particular, we improve upon existing algorithms for computing the…

Data Structures and Algorithms · Computer Science 2026-03-05 Rikhav Shah , Sandeep Silwal , Haike Xu

Motivated by the problem of fast processing of attention matrices, we study fast algorithms for computing matrix-vector products for asymmetric Gaussian Kernel matrices $K\in \mathbb{R}^{n\times n}$. $K$'s columns are indexed by a set of…

Machine Learning · Computer Science 2025-08-01 Piotr Indyk , Michael Kapralov , Kshiteej Sheth , Tal Wagner

Kernel matrices, as well as weighted graphs represented by them, are ubiquitous objects in machine learning, statistics and other related fields. The main drawback of using kernel methods (learning and inference using kernel matrices) is…

Machine Learning · Computer Science 2022-12-02 Ainesh Bakshi , Piotr Indyk , Praneeth Kacham , Sandeep Silwal , Samson Zhou

In data science, individual observations are often assumed to come independently from an underlying probability space. Kernel matrices formed from large sets of such observations arise frequently, for example during classification tasks. It…

Machine Learning · Statistics 2026-05-27 Mikhail Lepilov

Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…

Machine Learning · Computer Science 2022-08-08 Joseph A. Gallego , Juan F. Osorio , Fabio A. González

In batch Kernel Density Estimation (KDE) for a kernel function $f$, we are given as input $2n$ points $x^{(1)}, \cdots, x^{(n)}, y^{(1)}, \cdots, y^{(n)}$ in dimension $m$, as well as a vector $v \in \mathbb{R}^n$. These inputs implicitly…

Data Structures and Algorithms · Computer Science 2024-07-03 Josh Alman , Yunfeng Guan

Low-rank approximation is a common tool used to accelerate kernel methods: the $n \times n$ kernel matrix $K$ is approximated via a rank-$k$ matrix $\tilde K$ which can be stored in much less space and processed more quickly. In this work…

Data Structures and Algorithms · Computer Science 2017-11-07 Cameron Musco , David P. Woodruff

One of the main computational bottlenecks when working with kernel based learning is dealing with the large and typically dense kernel matrix. Techniques dealing with fast approximations of the matrix vector product for these kernel…

Machine Learning · Computer Science 2024-04-29 Theresa Wagner , Franziska Nestler , Martin Stoll

Given a set of points $P\subset \mathbb{R}^{d}$ and a kernel $k$, the Kernel Density Estimate at a point $x\in\mathbb{R}^{d}$ is defined as $\mathrm{KDE}_{P}(x)=\frac{1}{|P|}\sum_{y\in P} k(x,y)$. We study the problem of designing a data…

Data Structures and Algorithms · Computer Science 2018-09-03 Moses Charikar , Paris Siminelakis

To speed up Gaussian process inference, a number of fast kernel matrix-vector multiplication (MVM) approximation algorithms have been proposed over the years. In this paper, we establish an exact fast kernel MVM algorithm based on exact…

Machine Learning · Statistics 2025-08-05 Nicolas Langrené , Xavier Warin , Pierre Gruet

In this paper we revisit the kernel density estimation problem: given a kernel $K(x, y)$ and a dataset of $n$ points in high dimensional Euclidean space, prepare a data structure that can quickly output, given a query $q$, a…

Data Structures and Algorithms · Computer Science 2020-11-16 Moses Charikar , Michael Kapralov , Navid Nouri , Paris Siminelakis

Kernel methods are a highly effective and widely used collection of modern machine learning algorithms. A fundamental limitation of virtually all such methods are computations involving the kernel matrix that naively scale quadratically…

Machine Learning · Computer Science 2021-06-09 John Paul Ryan , Sebastian Ament , Carla P. Gomes , Anil Damle

To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

Data Structures and Algorithms · Computer Science 2020-07-15 David P. Woodruff , Amir Zandieh

Finding a good approximation of the top eigenvector of a given $d\times d$ matrix $A$ is a basic and important computational problem, with many applications. We give two different quantum algorithms that, given query access to the entries…

Quantum Physics · Physics 2024-11-15 Yanlin Chen , András Gilyén , Ronald de Wolf

This paper presents new methodology for computationally efficient kernel density estimation. It is shown that a large class of kernels allows for exact evaluation of the density estimates using simple recursions. The same methodology can be…

Computation · Statistics 2019-11-12 David P. Hofmeyr

An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…

Statistics Theory · Mathematics 2025-04-17 Geoffrey Wolfer , Pierre Alquier

In this abstract paper, we introduce a new kernel learning method by a nonparametric density estimator. The estimator consists of a group of k-centroids clusterings. Each clustering randomly selects data points with randomly selected…

Machine Learning · Computer Science 2017-08-02 Xiao-Lei Zhang

In recent years, kernel density estimation has been exploited by computer scientists to model machine learning problems. The kernel density estimation based approaches are of interest due to the low time complexity of either O(n) or…

Machine Learning · Statistics 2007-10-16 Yen-Jen Oyang , Darby Tien-Hao Chang , Yu-Yen Ou , Hao-Geng Hung , Chih-Peng Wu , Chien-Yu Chen

Kernel methods are fundamental in machine learning, and faster algorithms for kernel approximation provide direct speedups for many core tasks in machine learning. The polynomial kernel is especially important as other kernels can often be…

Data Structures and Algorithms · Computer Science 2021-08-24 Zhao Song , David P. Woodruff , Zheng Yu , Lichen Zhang

We present a new paradigm for speeding up randomized computations of several frequently used functions in machine learning. In particular, our paradigm can be applied for improving computations of kernels based on random embeddings. Above…

Machine Learning · Statistics 2016-04-26 Krzysztof Choromanski , Francois Fagan
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