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Computing low-rank approximations of kernel matrices is an important problem with many applications in scientific computing and data science. We propose methods to efficiently approximate and store low-rank approximations to kernel matrices…

Numerical Analysis · Mathematics 2025-03-14 Abraham Khan , Arvind K. Saibaba

The multiplication of matrices is an important arithmetic operation in computational mathematics. In the context of hierarchical matrices, this operation can be realized by the multiplication of structured block-wise low-rank matrices,…

Numerical Analysis · Mathematics 2018-05-24 Jürgen Dölz , Helmut Harbrecht , Michael D. Multerer

We propose a novel class of kernels to alleviate the high computational cost of large-scale nonparametric learning with kernel methods. The proposed kernel is defined based on a hierarchical partitioning of the underlying data domain, where…

Machine Learning · Computer Science 2017-08-15 Jie Chen , Haim Avron , Vikas Sindhwani

With the emergence of Artificial Intelligence, numerical algorithms are moving towards more approximate approaches. For methods such as PCA or diffusion maps, it is necessary to compute eigenvalues of a large matrix, which may also be dense…

Numerical Analysis · Mathematics 2023-11-17 Keerthi Gaddameedi , Severin Reiz , Tobias Neckel , Hans-Joachim Bungartz

We propose a new technique for constructing low-rank approximations of matrices that arise in kernel methods for machine learning. Our approach pairs a novel automatically constructed analytic expansion of the underlying kernel function…

Machine Learning · Computer Science 2022-02-09 John Paul Ryan , Anil Damle

Hierarchical matrices can be used to construct efficient preconditioners for partial differential and integral equations by taking advantage of low-rank structures in triangular factorizations and inverses of the corresponding stiffness…

Numerical Analysis · Mathematics 2019-06-13 Steffen Börm

Hierarchical matrices are data-sparse approximations of dense matrices that are widely used for fast matrix computations. Hierarchical matrices are built using a tree data structure, with low-rank blocks identified by various admissibility…

Numerical Analysis · Mathematics 2026-04-13 Ritesh Khan , Erin Carson

We present memory-efficient and scalable algorithms for kernel methods used in machine learning. Using hierarchical matrix approximations for the kernel matrix the memory requirements, the number of floating point operations, and the…

Machine Learning · Computer Science 2018-03-29 Elizaveta Rebrova , Gustavo Chavez , Yang Liu , Pieter Ghysels , Xiaoye Sherry Li

Kernel spectral clustering corresponds to a weighted kernel principal component analysis problem in a constrained optimization framework. The primal formulation leads to an eigen-decomposition of a centered Laplacian matrix at the dual…

Social and Information Networks · Computer Science 2014-12-03 Raghvendra Mall , Rocco Langone , Johan A. K. Suykens

Hierarchical matrices are space and time efficient representations of dense matrices that exploit the low rank structure of matrix blocks at different levels of granularity. The hierarchically low rank block partitioning produces…

Data Structures and Algorithms · Computer Science 2019-02-06 Wajih Halim Boukaram , George Turkiyyah , David E. Keyes

Matrices are typically considered over fields or rings. Motivated by applications in parametric differential equations and data-driven modeling, we suggest to study matrices with entries from a Hilbert space and present an elementary theory…

Numerical Analysis · Mathematics 2025-05-09 Stanislav Budzinskiy

A well-recognized limitation of kernel learning is the requirement to handle a kernel matrix, whose size is quadratic in the number of training examples. Many methods have been proposed to reduce this computational cost, mostly by using a…

Machine Learning · Computer Science 2014-11-06 Nicolò Cesa-Bianchi , Yishay Mansour , Ohad Shamir

Kernel-based methods enjoy powerful generalization capabilities in handling a variety of learning tasks. When such methods are provided with sufficient training data, broadly-applicable classes of nonlinear functions can be approximated…

Machine Learning · Statistics 2017-12-29 Fatemeh Sheikholeslami , Dimitris Berberidis , Georgios B. Giannakis

In this paper, we propose a hierarchical random compression method (HRCM) for kernel matrices in fast kernel summations. The HRCM combines the hierarchical framework of the H-matrix and a randomized sampling technique of the column and row…

Numerical Analysis · Mathematics 2018-03-15 Duan Chen , Wei Cai

Any applied mathematical model contains parameters. The paper proposes to use kernel learning for the parametric analysis of the model. The approach consists in setting a distribution on the parameter space, obtaining a finite training…

Optimization and Control · Mathematics 2025-01-27 Vladimir Norkin , Alois Pichler

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

A general, {\em rectangular} kernel matrix may be defined as $K_{ij} = \kappa(x_i,y_j)$ where $\kappa(x,y)$ is a kernel function and where $X=\{x_i\}_{i=1}^m$ and $Y=\{y_i\}_{i=1}^n$ are two sets of points. In this paper, we seek a low-rank…

Numerical Analysis · Mathematics 2023-06-30 Difeng Cai , Edmond Chow , Yuanzhe Xi

Using tools from topology and functional analysis, we provide a framework where artificial neural networks, and their architectures, can be formally described. We define the notion of machine in a general topological context and show how…

Machine Learning · Computer Science 2022-11-30 Pietro Vertechi , Mattia G. Bergomi

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

Hierarchical matrices provide a powerful representation for significantly reducing the computational complexity associated with dense kernel matrices. For general kernel functions, interpolation-based methods are widely used for the…

Numerical Analysis · Mathematics 2022-06-07 Difeng Cai , Hua Huang , Edmond Chow , Yuanzhe Xi
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