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We construct near-optimal coresets for kernel density estimates for points in $\mathbb{R}^d$ when the kernel is positive definite. Specifically we show a polynomial time construction for a coreset of size $O(\sqrt{d}/\varepsilon\cdot…

Machine Learning · Computer Science 2019-04-15 Jeff M. Phillips , Wai Ming Tai

We study the construction of coresets for kernel density estimates. That is we show how to approximate the kernel density estimate described by a large point set with another kernel density estimate with a much smaller point set. For…

Machine Learning · Computer Science 2017-10-13 Jeff M. Phillips , Wai Ming Tai

Given a point set $P\subset \mathbb{R}^d$, the kernel density estimate of $P$ is defined as \[ \overline{\mathcal{G}}_P(x) = \frac{1}{\left|P\right|}\sum_{p\in P}e^{-\left\lVert x-p \right\rVert^2} \] for any $x\in\mathbb{R}^d$. We study…

Data Structures and Algorithms · Computer Science 2022-02-22 Wai Ming Tai

We study query time bounds for the fundamental problem of estimating the kernel mean $\frac1{|X|}\sum_{x\in X}\mathbf{k}(x,y)$ of a query $y$ in a finite dataset $X\subset\mathbb{R}^d$ up to a prescribed additive error $\varepsilon$. The…

Data Structures and Algorithms · Computer Science 2026-05-05 Tal Wagner

We introduce kernel thinning, a new procedure for compressing a distribution $\mathbb{P}$ more effectively than i.i.d. sampling or standard thinning. Given a suitable reproducing kernel $\mathbf{k}_{\star}$ and $O(n^2)$ time, kernel…

Machine Learning · Statistics 2024-05-14 Raaz Dwivedi , Lester Mackey

An $\varepsilon$-coreset for Least-Mean-Squares (LMS) of a matrix $A\in{\mathbb{R}}^{n\times d}$ is a small weighted subset of its rows that approximates the sum of squared distances from its rows to every affine $k$-dimensional subspace of…

Machine Learning · Computer Science 2019-07-03 Alaa Maalouf , Adiel Statman , Dan Feldman

Designing small-sized \emph{coresets}, which approximately preserve the costs of the solutions for large datasets, has been an important research direction for the past decade. We consider coreset construction for a variety of general…

Data Structures and Algorithms · Computer Science 2024-10-11 Lingxiao Huang , Jian Li , Pinyan Lu , Xuan Wu

This paper defines the notion of class discrepancy for families of functions. It shows that low discrepancy classes admit small offline and streaming coresets. We provide general techniques for bounding the class discrepancy of machine…

Machine Learning · Computer Science 2019-06-13 Zohar Karnin , Edo Liberty

An $\varepsilon$-coreset for a given set $D$ of $n$ points, is usually a small weighted set, such that querying the coreset \emph{provably} yields a $(1+\varepsilon)$-factor approximation to the original (full) dataset, for a given family…

Machine Learning · Computer Science 2019-06-13 Dan Feldman , Zahi Kfir , Xuan Wu

With the dramatic growth in the number of application domains that generate probabilistic, noisy and uncertain data, there has been an increasing interest in designing algorithms for geometric or combinatorial optimization problems over…

Data Structures and Algorithms · Computer Science 2016-05-24 Lingxiao Huang , Jian Li , Jeff M. Phillips , Haitao Wang

Local polynomial density (LPD) estimators are widely used for inference on boundary features of the density function. Contrary to conventional wisdom, we show that kernel choice substantially affects efficiency. Theory, simulations, and…

Econometrics · Economics 2026-01-08 Shunsuke Imai , Yuta Okamoto

Specific data compression techniques, formalized by the concept of coresets, proved to be powerful for many optimization problems. In fact, while tightly controlling the approximation error, coresets may lead to significant speed up of the…

Optimization and Control · Mathematics 2022-04-05 Maximilian Fiedler , Peter Gritzmann , Fabian Klemm

We study the problem of constructing $\varepsilon$-coresets for the $(k, z)$-clustering problem in a doubling metric $M(X, d)$. An $\varepsilon$-coreset is a weighted subset $S\subseteq X$ with weight function $w : S \rightarrow…

Data Structures and Algorithms · Computer Science 2018-08-21 Lingxiao Huang , Shaofeng H. -C. Jiang , Jian Li , Xuan Wu

This paper considers coresets for the robust $k$-medians problem with $m$ outliers, and new constructions in various metric spaces are obtained. Specifically, for metric spaces with a bounded VC or doubling dimension $d$, the coreset size…

Data Structures and Algorithms · Computer Science 2025-07-16 Lingxiao Huang , Zhenyu Jiang , Yi Li , Xuan Wu

Given a set of points $P\subset \mathbb{R}^{d}$ and a kernel $k$, the Kernel Density Estimate at a point $x\in\mathbb{R}^{d}$ is defined as $\mathrm{KDE}_{P}(x)=\frac{1}{|P|}\sum_{y\in P} k(x,y)$. We study the problem of designing a data…

Data Structures and Algorithms · Computer Science 2018-09-03 Moses Charikar , Paris Siminelakis

We study the worst case error of kernel density estimates via subset approximation. A kernel density estimate of a distribution is the convolution of that distribution with a fixed kernel (e.g. Gaussian kernel). Given a subset (i.e. a point…

Computational Geometry · Computer Science 2012-04-05 Jeff M. Phillips

We introduce the notion of an $\varepsilon$-cover for a kernel range space. A kernel range space concerns a set of points $X \subset \mathbb{R}^d$ and the space of all queries by a fixed kernel (e.g., a Gaussian kernel $K(p,\cdot) =…

Computational Geometry · Computer Science 2025-06-13 Jeff M. Phillips , Hasan Pourmahmood-Aghababa

We present an efficient coresets-based neural network compression algorithm that sparsifies the parameters of a trained fully-connected neural network in a manner that provably approximates the network's output. Our approach is based on an…

Machine Learning · Computer Science 2019-05-21 Cenk Baykal , Lucas Liebenwein , Igor Gilitschenski , Dan Feldman , Daniela Rus

Kernelization algorithms are polynomial-time reductions from a problem to itself that guarantee their output to have a size not exceeding some bound. For example, d-Set Matching for integers d>2 is the problem of finding a matching of size…

Data Structures and Algorithms · Computer Science 2018-12-10 Holger Dell , Dániel Marx

We consider the problem of estimating the Attention mechanism in small space, and prove the existence of coresets for it of nearly optimal size. Specifically, we show that for any set of unit-norm keys and values $(K,V)$ in $\mathbb{R}^d$,…

Data Structures and Algorithms · Computer Science 2026-05-08 Edo Liberty , Alexandr Andoni , Eldar Kleiner
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