Related papers: Faster Kernel Matrix Algebra via Density Estimatio…
Kernel-based methods are heavily used in machine learning. However, they suffer from $O(N^2)$ complexity in the number $N$ of considered data points. In this paper, we propose an approximation procedure, which reduces this complexity to…
Kernel methods augmented with random features give scalable algorithms for learning from big data. But it has been computationally hard to sample random features according to a probability distribution that is optimized for the data, so as…
In quantum kernel learning, the primary method involves using a quantum computer to calculate the inner product between feature vectors, thereby obtaining a Gram matrix used as a kernel in machine learning models such as support vector…
Quantum computing, with its potential to enhance various machine learning tasks, allows significant advancements in kernel calculation and model precision. Utilizing the one-class Support Vector Machine alongside a quantum kernel, known for…
Infinite width limit has shed light on generalization and optimization aspects of deep learning by establishing connections between neural networks and kernel methods. Despite their importance, the utility of these kernel methods was…
In machine learning or statistics, it is often desirable to reduce the dimensionality of a sample of data points in a high dimensional space $\mathbb{R}^d$. This paper introduces a dimensionality reduction method where the embedding…
We consider the problem of finding a dense submatrix of a matrix with i.i.d. Gaussian entries, where density is measured by average value. This problem arose from practical applications in biology and social sciences…
A matrix algorithm is said to be superfast (that is, runs at sublinear cost) if it involves much fewer scalars and flops than the input matrix has entries. Such algorithms have been extensively studied and widely applied in modern…
Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…
We are interested in a framework of online learning with kernels for low-dimensional but large-scale and potentially adversarial datasets. We study the computational and theoretical performance of online variations of kernel Ridge…
In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated. Several limit theorems are established:…
Score-debiased kernel density estimation (SD-KDE) achieves improved asymptotic convergence rates over classical KDE, but its use of an empirical score has made it significantly slower in practice. We show that by re-ordering the SD-KDE…
Gaussian processes are powerful models for probabilistic machine learning, but are limited in application by their $O(N^3)$ inference complexity. We propose a method for deriving parametric families of kernel functions with compact spatial…
In this work we consider the problem of learning a positive semidefinite kernel matrix from relative comparisons of the form: "object A is more similar to object B than it is to C", where comparisons are given by humans. Existing solutions…
The matrix element method utilizes ab initio calculations of probability densities as powerful discriminants for processes of interest in experimental particle physics. The method has already been used successfully at previous and current…
The kernel embedding algorithm is an important component for adapting kernel methods to large datasets. Since the algorithm consumes a major computation cost in the testing phase, we propose a novel teacher-learner framework of learning…
This paper studies the problem of finding an $(1+\epsilon)$-approximate solution to positive semidefinite programs. These are semidefinite programs in which all matrices in the constraints and objective are positive semidefinite and all…
Kernel Density Estimation (KDE) is a nonparametric method for estimating the shape of a density function, given a set of samples from the distribution. Recently, locality-sensitive hashing, originally proposed as a tool for nearest neighbor…
Kernel method in machine learning consists of encoding input data into a vector in a Hilbert space called the feature space and modeling the target function as a linear map on the feature space. Given a cost function, computing such an…
We show that geometric inference of a point cloud can be calculated by examining its kernel density estimate with a Gaussian kernel. This allows one to consider kernel density estimates, which are robust to spatial noise, subsampling, and…