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Recently, Nystr\"{o}m method has proved its prominence empirically and theoretically in speeding up the training of kernel machines while retaining satisfactory performances and accuracy. So far, there are several different approaches…

Machine Learning · Computer Science 2021-09-21 Weida Li , Mingxia Liu , Daoqiang Zhang

Symmetric positive semi-definite (SPSD) matrix approximation methods have been extensively used to speed up large-scale eigenvalue computation and kernel learning methods. The standard sketch based method, which we call the prototype model,…

Machine Learning · Computer Science 2016-12-13 Shusen Wang , Zhihua Zhang , Tong 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

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

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

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

This work is concerned with computing low-rank approximations of a matrix function $f(A)$ for a large symmetric positive semi-definite matrix $A$, a task that arises in, e.g., statistical learning and inverse problems. The application of…

Numerical Analysis · Mathematics 2023-06-13 David Persson , Daniel Kressner

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

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

Low-rank approximation of a matrix function, $f(A)$, is an important task in computational mathematics. Most methods require direct access to $f(A)$, which is often considerably more expensive than accessing $A$. Persson and Kressner (SIMAX…

Numerical Analysis · Mathematics 2024-07-08 David Persson , Raphael A. Meyer , Christopher Musco

This paper introduces the Nystr\"om PCG algorithm for solving a symmetric positive-definite linear system. The algorithm applies the randomized Nystr\"om method to form a low-rank approximation of the matrix, which leads to an efficient…

Numerical Analysis · Mathematics 2021-12-20 Zachary Frangella , Joel A. Tropp , Madeleine Udell

The bilateral and nonlocal means filters are instances of kernel-based filters that are popularly used in image processing. It was recently shown that fast and accurate bilateral filtering of grayscale images can be performed using a…

Computer Vision and Pattern Recognition · Computer Science 2019-02-20 Pravin Nair , Kunal N. Chaudhury

Kernel methods provide a principled approach to nonparametric learning. While their basic implementations scale poorly to large problems, recent advances showed that approximate solvers can efficiently handle massive datasets. A shortcoming…

Machine Learning · Computer Science 2022-01-19 Giacomo Meanti , Luigi Carratino , Ernesto De Vito , 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

Low-rank matrix decomposition has gained great popularity recently in scaling up kernel methods to large amounts of data. However, some limitations could prevent them from working effectively in certain domains. For example, many existing…

Machine Learning · Computer Science 2012-08-27 Kai Zhang , Liang Lan , Jun Liu , andreas Rauber , Fabian Moerchen

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

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

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

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 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