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Kernel methods provide a flexible and theoretically grounded approach to nonlinear and nonparametric learning. While memory and run-time requirements hinder their applicability to large datasets, many low-rank kernel approximations, such as…

Machine Learning · Statistics 2024-04-15 Mateus P. Otto , Rafael Izbicki

Kernel methods are an incredibly popular technique for extending linear models to non-linear problems via a mapping to an implicit, high-dimensional feature space. While kernel methods are computationally cheaper than an explicit feature…

Machine Learning · Statistics 2019-02-26 Philip Milton , Emanuele Giorgi , Samir Bhatt

A latent force model is a Gaussian process with a covariance function inspired by a differential operator. Such covariance function is obtained by performing convolution integrals between Green's functions associated to the differential…

Machine Learning · Statistics 2021-04-20 Cristian Guarnizo , Mauricio A. Álvarez

Kernel method has been developed as one of the standard approaches for nonlinear learning, which however, does not scale to large data set due to its quadratic complexity in the number of samples. A number of kernel approximation methods…

Machine Learning · Computer Science 2018-09-20 Lingfei Wu , Ian E. H. Yen , Jie Chen , Rui Yan

Devoted to multi-task learning and structured output learning, operator-valued kernels provide a flexible tool to build vector-valued functions in the context of Reproducing Kernel Hilbert Spaces. To scale up these methods, we extend the…

Machine Learning · Computer Science 2018-05-25 Romain Brault , Florence d'Alché-Buc , Markus Heinonen

We present an intriguing discovery related to Random Fourier Features: in Gaussian kernel approximation, replacing the random Gaussian matrix by a properly scaled random orthogonal matrix significantly decreases kernel approximation error.…

Machine Learning · Computer Science 2016-10-31 Felix X. Yu , Ananda Theertha Suresh , Krzysztof Choromanski , Daniel Holtmann-Rice , Sanjiv Kumar

Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

Machine Learning · Computer Science 2020-08-25 Vladimir Joukov , Dana Kulić

We present an approximation scheme for support vector machine models that use an RBF kernel. A second-order Maclaurin series approximation is used for exponentials of inner products between support vectors and test instances. The…

Machine Learning · Statistics 2014-10-06 Marc Claesen , Frank De Smet , Johan A. K. Suykens , Bart De Moor

The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due the sampling problem. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating the…

Mathematical Physics · Physics 2012-12-03 Frank Noé , Feliks Nüske

Kernel methods are powerful tools in statistical learning, but their cubic complexity in the sample size n limits their use on large-scale datasets. In this work, we introduce a scalable framework for kernel regression with O(n log n)…

Machine Learning · Statistics 2025-09-04 Nathan Doumèche , Francis Bach , Gérard Biau , Claire Boyer

Improvement of statistical learning models in order to increase efficiency in solving classification or regression problems is still a goal pursued by the scientific community. In this way, the support vector machine model is one of the…

Machine Learning · Statistics 2019-11-22 Anderson Ara , Mateus Maia , Samuel Macêdo , Francisco Louzada

Kernel Adaptive Filtering (KAF) are mathematically principled methods which search for a function in a Reproducing Kernel Hilbert Space. While they work well for tasks such as time series prediction and system identification they are…

Machine Learning · Computer Science 2023-12-20 Benjamin Colburn , Jose C. Principe , Luis G. Sanchez Giraldo

Kernel methods are widespread in machine learning; however, they are limited by the quadratic complexity of the construction, application, and storage of kernel matrices. Low-rank matrix approximation algorithms are widely used to address…

Machine Learning · Statistics 2021-05-05 Ruoxi Wang , Yingzhou Li , Michael W. Mahoney , Eric Darve

The problem of efficient approximation of a linear operator induced by the Gaussian or softmax kernel is often addressed using random features (RFs) which yield an unbiased approximation of the operator's result. Such operators emerge in…

Machine Learning · Computer Science 2023-02-03 Valerii Likhosherstov , Krzysztof Choromanski , Avinava Dubey , Frederick Liu , Tamas Sarlos , Adrian Weller

The method of random Fourier features (RFF), proposed in a seminal paper by Rahimi and Recht (NIPS'07), is a powerful technique to find approximate low-dimensional representations of points in (high-dimensional) kernel space, for…

Machine Learning · Computer Science 2023-04-14 Kuan Cheng , Shaofeng H. -C. Jiang , Luojian Wei , Zhide Wei

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…

We consider the problem of improving kernel approximation via randomized feature maps. These maps arise as Monte Carlo approximation to integral representations of kernel functions and scale up kernel methods for larger datasets. Based on…

Machine Learning · Computer Science 2018-10-31 Marina Munkhoeva , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

In this paper, we introduce a method for multivariate function approximation using function evaluations, Chebyshev polynomials, and tensor-based compression techniques via the Tucker format. We develop novel randomized techniques to…

Numerical Analysis · Mathematics 2021-07-29 Arvind K. Saibaba , Rachel Minster , Misha E. Kilmer

We introduce a fast algorithm for Gaussian process regression in low dimensions, applicable to a widely-used family of non-stationary kernels. The non-stationarity of these kernels is induced by arbitrary spatially-varying vertical and…

Numerical Analysis · Mathematics 2025-03-28 P. Michael Kielstra , Michael Lindsey

In the quest for quantum advantage, a central question is under what conditions can classical algorithms achieve a performance comparable to quantum algorithms--a concept known as dequantization. Random Fourier features (RFFs) have…

Quantum Physics · Physics 2025-12-22 Mehrad Sahebi , Alice Barthe , Yudai Suzuki , Zoë Holmes , Michele Grossi