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Kernel methods are powerful learning methodologies that allow to perform non-linear data analysis. Despite their popularity, they suffer from poor scalability in big data scenarios. Various approximation methods, including random feature…

Machine Learning · Statistics 2022-06-14 Bharath Sriperumbudur , Nicholas Sterge

Kernel Principal Component Analysis (KPCA) is a popular dimensionality reduction technique with a wide range of applications. However, it suffers from the problem of poor scalability. Various approximation methods have been proposed in the…

Machine Learning · Computer Science 2017-12-13 Deena P. Francis , Kumudha Raimond

In this paper, we propose and study a Nystr\"om based approach to efficient large scale kernel principal component analysis (PCA). The latter is a natural nonlinear extension of classical PCA based on considering a nonlinear feature map or…

Machine Learning · Statistics 2019-07-12 Nicholas Sterge , Bharath Sriperumbudur , Lorenzo Rosasco , Alessandro Rudi

The Nystr\"om method is one of the most popular techniques for improving the scalability of kernel methods. However, it has not yet been derived for kernel PCA in line with classical PCA. In this paper we derive kernel PCA with the…

Machine Learning · Statistics 2022-08-22 Fredrik Hallgren

Incremental versions of batch algorithms are often desired, for increased time efficiency in the streaming data setting, or increased memory efficiency in general. In this paper we present a novel algorithm for incremental kernel PCA, based…

Machine Learning · Statistics 2018-02-02 Fredrik Hallgren , Paul Northrop

Kernel principal component analysis (KPCA) provides a concise set of basis vectors which capture non-linear structures within large data sets, and is a central tool in data analysis and learning. To allow for non-linear relations, typically…

Data Structures and Algorithms · Computer Science 2015-12-17 Mina Ghashami , Daniel Perry , Jeff M. Phillips

Principal Component Analysis (PCA) is a popular method for dimension reduction and has attracted an unfailing interest for decades. More recently, kernel PCA (KPCA) has emerged as an extension of PCA but, despite its use in practice, a…

Machine Learning · Computer Science 2023-01-25 Maxime Haddouche , Benjamin Guedj , John Shawe-Taylor

We study the problem of column selection in large-scale kernel canonical correlation analysis (KCCA) using the Nystr\"om approximation, where one approximates two positive semi-definite kernel matrices using "landmark" points from the…

Machine Learning · Computer Science 2016-02-09 Weiran Wang

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 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

Nonlinear component analysis such as kernel Principle Component Analysis (KPCA) and kernel Canonical Correlation Analysis (KCCA) are widely used in machine learning, statistics and data analysis, but they can not scale up to big datasets.…

Machine Learning · Computer Science 2016-01-12 Bo Xie , Yingyu Liang , Le Song

Kernel methods are powerful tools in various data analysis tasks. Yet, in many cases, their time and space complexity render them impractical for large datasets. Various kernel approximation methods were proposed to overcome this issue,…

Machine Learning · Computer Science 2022-05-24 Roy Mitz , Yoel Shkolnisky

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

Kernel principal component analysis (KPCA) is a well-recognized nonlinear dimensionality reduction method that has been widely used in nonlinear fault detection tasks. As a kernel trick-based method, KPCA inherits two major problems. First,…

Machine Learning · Computer Science 2024-10-28 Zelin Ren , Xuebing Yang , Yuchen Jiang , Wensheng Zhang

Kernel mean embeddings are a powerful tool to represent probability distributions over arbitrary spaces as single points in a Hilbert space. Yet, the cost of computing and storing such embeddings prohibits their direct use in large-scale…

Machine Learning · Statistics 2022-06-16 Antoine Chatalic , Nicolas Schreuder , Alessandro Rudi , Lorenzo Rosasco

Kernel Principal Component Analysis (KPCA) is a key machine learning algorithm for extracting nonlinear features from data. In the presence of a large volume of high dimensional data collected in a distributed fashion, it becomes very…

Machine Learning · Computer Science 2016-02-16 Maria-Florina Balcan , Yingyu Liang , Le Song , David Woodruff , Bo Xie

Kernel $k$-means clustering can correctly identify and extract a far more varied collection of cluster structures than the linear $k$-means clustering algorithm. However, kernel $k$-means clustering is computationally expensive when the…

Machine Learning · Computer Science 2019-02-12 Shusen Wang , Alex Gittens , Michael W. Mahoney

This paper presents a practical, and theoretically well-founded, approach to improve the speed of kernel manifold learning algorithms relying on spectral decomposition. Utilizing recent insights in kernel smoothing and learning with…

Machine Learning · Statistics 2015-07-28 Hassan A. Kingravi , Patricio A. Vela , Alexandar Gray

Nystr\"om approximation is a fast randomized method that rapidly solves kernel ridge regression (KRR) problems through sub-sampling the n-by-n empirical kernel matrix appearing in the objective function. However, the performance of such a…

Machine Learning · Statistics 2021-03-10 Yifan Chen , Yun Yang

Kernel-based models such as kernel ridge regression and Gaussian processes are ubiquitous in machine learning applications for regression and optimization. It is well known that a major downside for kernel-based models is the high…

Machine Learning · Computer Science 2022-06-22 Sattar Vakili , Jonathan Scarlett , Da-shan Shiu , Alberto Bernacchia
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