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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

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 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

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

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

We study kernel quadrature rules with convex weights. Our approach combines the spectral properties of the kernel with recombination results about point measures. This results in effective algorithms that construct convex quadrature rules…

Numerical Analysis · Mathematics 2022-10-12 Satoshi Hayakawa , Harald Oberhauser , Terry Lyons

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

Kernel methods have achieved very good performance on large scale regression and classification problems, by using the Nystr\"om method and preconditioning techniques. The Nystr\"om approximation -- based on a subset of landmarks -- gives a…

Machine Learning · Computer Science 2020-02-21 Michaël Fanuel , Joachim Schreurs , Johan A. K. Suykens

We develop two approaches for analyzing the approximation error bound for the Nystr\"{o}m method, one based on the concentration inequality of integral operator, and one based on the compressive sensing theory. We show that the…

Machine Learning · Computer Science 2015-09-28 Rong Jin , Tianbao Yang , Mehrdad Mahdavi , Yu-Feng Li , Zhi-Hua Zhou

The Nystrom method is a popular technique that uses a small number of landmark points to compute a fixed-rank approximation of large kernel matrices that arise in machine learning problems. In practice, to ensure high quality…

Machine Learning · Statistics 2019-12-04 Farhad Pourkamali-Anaraki , Stephen Becker

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

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

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

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

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

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

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

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

Kernel methods are used frequently in various applications of machine learning. For large-scale high dimensional applications, the success of kernel methods hinges on the ability to operate certain large dense kernel matrix K. An enormous…

Numerical Analysis · Mathematics 2021-12-30 Difeng Cai , James Nagy , Yuanzhe Xi

Various methods in statistical learning build on kernels considered in reproducing kernel Hilbert spaces. In applications, the kernel is often selected based on characteristics of the problem and the data. This kernel is then employed to…

Machine Learning · Statistics 2024-03-12 Paul Dommel , Alois Pichler
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