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We study fast algorithms for computing fundamental properties of a positive semidefinite kernel matrix $K \in \mathbb{R}^{n \times n}$ corresponding to $n$ points $x_1,\ldots,x_n \in \mathbb{R}^d$. In particular, we consider estimating the…

Data Structures and Algorithms · Computer Science 2021-06-21 Arturs Backurs , Piotr Indyk , Cameron Musco , Tal Wagner

In batch Kernel Density Estimation (KDE) for a kernel function $f$, we are given as input $2n$ points $x^{(1)}, \cdots, x^{(n)}, y^{(1)}, \cdots, y^{(n)}$ in dimension $m$, as well as a vector $v \in \mathbb{R}^n$. These inputs implicitly…

Data Structures and Algorithms · Computer Science 2024-07-03 Josh Alman , Yunfeng Guan

Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…

Machine Learning · Computer Science 2022-08-08 Joseph A. Gallego , Juan F. Osorio , Fabio A. González

Kernel density estimation (KDE) is integral to a range of generative and discriminative tasks in machine learning. Drawing upon tools from the multidimensional calculus of variations, we derive an optimal weight function that reduces bias…

Machine Learning · Computer Science 2023-11-07 Sangwoong Yoon , Frank C. Park , Gunsu S Yun , Iljung Kim , Yung-Kyun Noh

Kernel Density Estimation (KDE) is a nonparametric method for estimating the shape of a density function, given a set of samples from the distribution. Recently, locality-sensitive hashing, originally proposed as a tool for nearest neighbor…

Data Structures and Algorithms · Computer Science 2022-03-02 Matti Karppa , Martin Aumüller , Rasmus Pagh

Motivated by the problem of fast processing of attention matrices, we study fast algorithms for computing matrix-vector products for asymmetric Gaussian Kernel matrices $K\in \mathbb{R}^{n\times n}$. $K$'s columns are indexed by a set of…

Machine Learning · Computer Science 2025-08-01 Piotr Indyk , Michael Kapralov , Kshiteej Sheth , Tal Wagner

In this paper we revisit the kernel density estimation problem: given a kernel $K(x, y)$ and a dataset of $n$ points in high dimensional Euclidean space, prepare a data structure that can quickly output, given a query $q$, a…

Data Structures and Algorithms · Computer Science 2020-11-16 Moses Charikar , Michael Kapralov , Navid Nouri , Paris Siminelakis

Kernel density estimation (KDE) is a popular statistical technique for estimating the underlying density distribution with minimal assumptions. Although they can be shown to achieve asymptotic estimation optimality for any input…

Computation · Statistics 2011-02-15 Dongryeol Lee , Alexander G. Gray , Andrew W. Moore

In the kernel density estimation (KDE) problem, we are given a set $X$ of data points in $\mathbb{R}^d$, a kernel function $k: \mathbb{R}^d \times \mathbb{R}^d \rightarrow \mathbb{R}$, and a query point $\mathbf{q} \in \mathbb{R}^d$, and…

Data Structures and Algorithms · Computer Science 2025-07-03 Steinar Laenen , Peter Macgregor , He Sun

Kernel matrices, as well as weighted graphs represented by them, are ubiquitous objects in machine learning, statistics and other related fields. The main drawback of using kernel methods (learning and inference using kernel matrices) is…

Machine Learning · Computer Science 2022-12-02 Ainesh Bakshi , Piotr Indyk , Praneeth Kacham , Sandeep Silwal , Samson Zhou

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

In the kernel density estimation (KDE) problem one is given a kernel $K(x, y)$ and a dataset $P$ of points in a Euclidean space, and must prepare a data structure that can quickly answer density queries: given a point $q$, output a…

Data Structures and Algorithms · Computer Science 2024-01-08 Moses Charikar , Michael Kapralov , Erik Waingarten

Kernel density estimation (KDE) stands out as a challenging task in machine learning. The problem is defined in the following way: given a kernel function $f(x,y)$ and a set of points $\{x_1, x_2, \cdots, x_n \} \subset \mathbb{R}^d$, we…

Machine Learning · Computer Science 2024-02-15 Jiehao Liang , Zhao Song , Zhaozhuo Xu , Junze Yin , Danyang Zhuo

Dot-product attention mechanism plays a crucial role in modern deep architectures (e.g., Transformer) for sequence modeling, however, na\"ive exact computation of this model incurs quadratic time and memory complexities in sequence length,…

Machine Learning · Computer Science 2023-06-30 Amir Zandieh , Insu Han , Majid Daliri , Amin Karbasi

Machine learning models are increasingly used to predict material properties and accelerate atomistic simulations, but the reliability of their predictions depends on the representativeness of the training data. We present a scalable,…

Chemical Physics · Physics 2025-10-20 Daniel Willimetz , Lukáš Grajciar

The performance of multivariate kernel density estimation (KDE) depends strongly on the choice of bandwidth matrix. The high computational cost required for its estimation provides a big motivation to develop fast and accurate methods. One…

Computation · Statistics 2016-05-13 Artur Gramacki , Jarosław Gramacki

We consider bandwidth matrix selection for kernel density estimators (KDEs) of density level sets in $\mathbb{R}^d$, $d \ge 2$. We also consider estimation of highest density regions, which differs from estimating level sets in that one…

Methodology · Statistics 2018-10-26 Charles R. Doss , Guangwei Weng

With the rise of the Internet of Things, strategies for effectively processing big data are essential for discovering meaningul insights. The time series datasets produced by groups of interconnected devices contain valuable underlying…

Signal Processing · Electrical Eng. & Systems 2022-10-04 Turner Richmond , Namita Lokare , Qian Ge , Edgar Lobaton

Imbalanced data occurs in a wide range of scenarios. The skewed distribution of the target variable elicits bias in machine learning algorithms. One of the popular methods to combat imbalanced data is to artificially balance the data…

Machine Learning · Computer Science 2021-10-26 Firuz Kamalov , Ashraf Elnagar

This dissertation introduces measurement-based performance modeling and prediction techniques for dense linear algebra algorithms. As a core principle, these techniques avoid executions of such algorithms entirely, and instead predict their…

Performance · Computer Science 2017-06-06 Elmar Peise
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