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This paper studies a Nystr\"om type subsampling approach to large kernel learning methods in the misspecified case, where the target function is not assumed to belong to the reproducing kernel Hilbert space generated by the underlying…

Machine Learning · Statistics 2018-06-05 Shuai Lu , Peter Mathé , Sergiy Pereverzyev

This paper develops a scalable new algorithm, called NysADMM, to minimize a smooth convex loss function with a convex regularizer. NysADMM accelerates the inexact Alternating Direction Method of Multipliers (ADMM) by constructing a…

Optimization and Control · Mathematics 2022-07-05 Shipu Zhao , Zachary Frangella , Madeleine Udell

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

The CUR matrix decomposition and the Nystr\"{o}m approximation are two important low-rank matrix approximation techniques. The Nystr\"{o}m method approximates a symmetric positive semidefinite matrix in terms of a small number of its…

Machine Learning · Computer Science 2013-10-02 Shusen Wang , Zhihua Zhang

In this paper, we study the Nystr{\"o}m type subsampling for large scale kernel methods to reduce the computational complexities of big data. We discuss the multi-penalty regularization scheme based on Nystr{\"o}m type subsampling which is…

Machine Learning · Statistics 2024-04-09 Abhishake Rastogi , Sivananthan Sampath

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 provide the first mathematically complete derivation of the Nystr\"om method for low-rank approximation of indefinite kernels and propose an efficient method for finding an approximate eigendecomposition of such kernel matrices. Building…

Machine Learning · Statistics 2019-06-03 Dino Oglic , Thomas Gärtner

The Sinkhorn "distance", a variant of the Wasserstein distance with entropic regularization, is an increasingly popular tool in machine learning and statistical inference. However, the time and memory requirements of standard algorithms for…

Machine Learning · Statistics 2021-11-16 Jason Altschuler , Francis Bach , Alessandro Rudi , Jonathan Niles-Weed

Motivated by the needs of estimating the proximity clustering with partial distance measurements from vantage points or landmarks for remote networked systems, we show that the proximity clustering problem can be effectively formulated as…

Machine Learning · Computer Science 2020-08-11 Yongquan Fu

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

Advanced optimization algorithms such as Newton method and AdaGrad benefit from second order derivative or second order statistics to achieve better descent directions and faster convergence rates. At their heart, such algorithms need to…

Machine Learning · Computer Science 2022-08-31 Yao Lu , Mehrtash Harandi , Richard Hartley , Razvan Pascanu

A high-order accurate, explicit kernel-split, panel-based, Fourier-Nystr\"om discretization scheme is developed for integral equations associated with the Helmholtz equation in axially symmetric domains. Extensive incorporation of analytic…

Numerical Analysis · Mathematics 2016-10-12 Johan Helsing , Anders Karlsson

Transformers are expensive to train due to the quadratic time and space complexity in the self-attention mechanism. On the other hand, although kernel machines suffer from the same computation bottleneck in pairwise dot products, several…

Machine Learning · Computer Science 2021-11-02 Yifan Chen , Qi Zeng , Heng Ji , Yun Yang

We present a sequential version of the multilinear Nystr\"om algorithm which is suitable for the low-rank Tucker approximation of tensors given in a streaming format. Accessing the tensor $\mathcal{A}$ exclusively through random sketches of…

Numerical Analysis · Mathematics 2024-08-22 Alberto Bucci , Behnam Hashemi

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

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 machines have sustained continuous progress in the field of quantum chemistry. In particular, they have proven to be successful in the low-data regime of force field reconstruction. This is because many equivariances and invariances…

Chemical Physics · Physics 2023-07-12 Stefan Blücher , Klaus-Robert Müller , Stefan Chmiela

In this work, we present the tree tensor network Nystr\"om (TTNN), an algorithm that extends recent research on streamable tensor approximation, such as for Tucker and tensor-train formats, to the more general tree tensor network format,…

Numerical Analysis · Mathematics 2024-12-10 Alberto Bucci , Gianfranco Verzella

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

Second-order optimization methods are among the most widely used optimization approaches for convex optimization problems, and have recently been used to optimize non-convex optimization problems such as deep learning models. The widely…

Optimization and Control · Mathematics 2022-02-01 Dinesh Singh , Hardik Tankaria , Makoto Yamada