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The naive Nystrom extension forms a low-rank approximation to a positive-semidefinite matrix by uniformly randomly sampling from its columns. This paper provides the first relative-error bound on the spectral norm error incurred in this…

Numerical Analysis · Mathematics 2011-10-25 Alex Gittens

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

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

The Column Subset Selection Problem (CSSP) and the Nystr\"om method are among the leading tools for constructing small low-rank approximations of large datasets in machine learning and scientific computing. A fundamental question in this…

Machine Learning · Computer Science 2020-12-22 Michał Dereziński , Rajiv Khanna , Michael W. Mahoney

The Nystrom method has been popular for generating the low-rank approximation of kernel matrices that arise in many machine learning problems. The approximation quality of the Nystrom method depends crucially on the number of selected…

Machine Learning · Statistics 2016-12-21 Farhad Pourkamali-Anaraki , Stephen Becker

Spectral clustering has shown a superior performance in analyzing the cluster structure. However, its computational complexity limits its application in analyzing large-scale data. To address this problem, many low-rank matrix approximating…

Machine Learning · Computer Science 2020-07-23 Djallel Bouneffouf

Recently, the computer vision and machine learning community has been in favor of feature extraction pipelines that rely on a coding step followed by a linear classifier, due to their overall simplicity, well understood properties of linear…

Machine Learning · Computer Science 2013-04-17 Oriol Vinyals , Yangqing Jia , Trevor Darrell

Kernel methods provide a theoretically grounded framework for non-linear and non-parametric learning, with strong analytic foundations and statistical guarantees. Yet, their scalability has long been limited by prohibitive time and memory…

Machine Learning · Computer Science 2025-10-01 Maedeh Zarvandi , Michael Timothy , Theresa Wasserer , Debarghya Ghoshdastidar

A common challenge in nonparametric inference is its high computational complexity when data volume is large. In this paper, we develop computationally efficient nonparametric testing by employing a random projection strategy. In the…

Statistics Theory · Mathematics 2018-02-20 Meimei Liu , Zuofeng Shang , Guang Cheng

In recent years, the spectral analysis of appropriately defined kernel matrices has emerged as a principled way to extract the low-dimensional structure often prevalent in high-dimensional data. Here we provide an introduction to spectral…

Machine Learning · Statistics 2010-04-20 Mohamed-Ali Belabbas , Patrick J. Wolfe

Symmetric positive semidefinite (SPSD) matrix approximation is an important problem with applications in kernel methods. However, existing SPSD matrix approximation methods such as the Nystr\"om method only have weak error bounds. In this…

Machine Learning · Computer Science 2016-05-23 Shusen Wang , Luo Luo , Zhihua Zhang

We extend our work for compression of currents and varifolds to a compression algorithm for the embedded normal cycles representation of shape, restricted to the constant normal kernel case, using the Nystrom approximation in Reproducing…

Numerical Analysis · Mathematics 2026-05-26 Allen Paul , Neill Campbell , Tony Shardlow

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

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

In this paper, we study the statistical properties of kernel $k$-means and obtain a nearly optimal excess clustering risk bound, substantially improving the state-of-art bounds in the existing clustering risk analyses. We further analyze…

Machine Learning · Computer Science 2020-05-15 Yong Liu , Lizhong Ding , Weiping Wang

Models like support vector machines or Gaussian process regression often require positive semi-definite kernels. These kernels may be based on distance functions. While definiteness is proven for common distances and kernels, a proof for a…

Machine Learning · Computer Science 2018-07-11 Martin Zaefferer , Thomas Bartz-Beielstein , Günter Rudolph

Covariance matrix estimates are an essential part of many signal processing algorithms, and are often used to determine a low-dimensional principal subspace via their spectral decomposition. However, exact eigenanalysis is computationally…

Applications · Statistics 2011-12-01 Nicholas Arcolano , Patrick J. Wolfe

The Nystrom method is an efficient technique used to speed up large-scale learning applications by generating low-rank approximations. Crucial to the performance of this technique is the assumption that a matrix can be well approximated by…

Machine Learning · Computer Science 2014-08-12 Ameet Talwalkar , Afshin Rostamizadeh

The Nystrom method is an efficient technique to speed up large-scale learning applications by generating low-rank approximations. Crucial to the performance of this technique is the assumption that a matrix can be well approximated by…

Artificial Intelligence · Computer Science 2010-04-13 Ameet Talwalkar , Afshin Rostamizadeh

We propose a continuous optimization algorithm for the Column Subset Selection Problem (CSSP) and Nystr\"om approximation. The CSSP and Nystr\"om method construct low-rank approximations of matrices based on a predetermined subset of…

Methodology · Statistics 2023-04-20 Anant Mathur , Sarat Moka , Zdravko Botev