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Related papers: Kernel PCA with the Nystr\"om method

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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

Kernel methods provide an elegant framework for developing nonlinear learning algorithms from simple linear methods. Though these methods have superior empirical performance in several real data applications, their usefulness is inhibited…

Machine Learning · Statistics 2021-05-20 Nicholas Sterge , Bharath Sriperumbudur

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

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

We study Nystr\"om type subsampling approaches to large scale kernel methods, and prove learning bounds in the statistical learning setting, where random sampling and high probability estimates are considered. In particular, we prove that…

Machine Learning · Statistics 2016-03-18 Alessandro Rudi , Raffaello Camoriano , Lorenzo Rosasco

The Nystr\"om methods have been popular techniques for scalable kernel based learning. They approximate explicit, low-dimensional feature mappings for kernel functions from the pairwise comparisons with the training data. However, Nystr\"om…

Machine Learning · Computer Science 2018-05-21 Mert Al , Thee Chanyaswad , Sun-Yuan Kung

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

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

Many kernel methods suffer from high time and space complexities and are thus prohibitive in big-data applications. To tackle the computational challenge, the Nystr\"om method has been extensively used to reduce time and space complexities…

Machine Learning · Computer Science 2014-04-02 Shusen Wang , Zhihua Zhang

The Nystr\"om method is a popular low-rank approximation technique for large matrices that arise in kernel methods and convex optimization. Yet, when the data exhibits heavy-tailed spectral decay, the effective dimension of the problem…

Data Structures and Algorithms · Computer Science 2025-07-22 Sachin Garg , Michał Dereziński

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

We analyze the Nystr\"om approximation of a positive definite kernel associated with a probability measure. We first prove an improved error bound for the conventional Nystr\"om approximation with i.i.d. sampling and singular-value…

Numerical Analysis · Mathematics 2023-05-24 Satoshi Hayakawa , Harald Oberhauser , Terry Lyons

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 $k$-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

We demonstrate that distributed block coordinate descent can quickly solve kernel regression and classification problems with millions of data points. Armed with this capability, we conduct a thorough comparison between the full kernel, the…

Machine Learning · Computer Science 2016-02-18 Stephen Tu , Rebecca Roelofs , Shivaram Venkataraman , Benjamin Recht

We propose a novel class of kernels to alleviate the high computational cost of large-scale nonparametric learning with kernel methods. The proposed kernel is defined based on a hierarchical partitioning of the underlying data domain, where…

Machine Learning · Computer Science 2017-08-15 Jie Chen , Haim Avron , Vikas Sindhwani

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 ridge regression, in general, is expensive in memory allocation and computation time. This paper addresses low rank approximations and surrogates for kernel ridge regression, which bridge these difficulties. The fundamental…

Machine Learning · Statistics 2025-01-07 Paul Dommel

The Nystr\"om method is a convenient heuristic method to obtain low-rank approximations to kernel matrices in nearly linear complexity. Existing studies typically use the method to approximate positive semidefinite matrices with low or…

Numerical Analysis · Mathematics 2023-07-13 Jianlin Xia

The functional linear regression model has been widely studied and utilized for dealing with functional predictors. In this paper, we study the Nystr\"om subsampling method, a strategy used to tackle the computational complexities inherent…

Statistics Theory · Mathematics 2024-10-28 Naveen Gupta , Sivananthan Sampath
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