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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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85170255340 · Jun 202019922001200920172026
48 results for Nystrom Approximation

Stochastic gradient descent optimizes Nyström samples for kernel matrix approximation.

problem Optimizing Nyström samples for kernel matrix approximation.
method Stochastic gradient descent applied to multisets of landmark points (Nyström samples) using a surrogate criterion (radial SKD).
result Local minimization of the radial SKD yields improved Nyström approximation accuracy.

Improved Nyström approximation for kernel quadrature with theoretical guarantees.

problem Efficiently approximating positive definite kernels for large datasets.
method Refined sampling and subspace selection in Nyström approximation.
result Novel theoretical guarantees for non-i.i.d. landmark points in kernel quadrature.

Nyström KPCA balances computational efficiency and statistical accuracy.

problem Computational burden in large sample situations for kernel methods.
method Theoretical analysis of Nyström approximate kernel principal component analysis (KPCA).
result Nyström approximate KPCA matches statistical performance of non-approximate KPCA while being computationally beneficial.

This paper proposes a new Nystrom-based clustering algorithm for large-scale data.

problem Spectral clustering's high computational complexity for large-scale data.
method Centroid Minimum Sum of Squared Similarities (CMS3) sampling procedure with eigen spectrum shape heuristic.
result Competitive low-rank approximations in test datasets compared to state-of-the-art methods.

We give the first algorithm for kernel Nyström approximation that runs in *linear time in the number of training points* and is provably accurate for all kernel matrices, without dependence on regularity or incoherence conditions. The algorithm projects the kernel onto a set of ss landmark points sampled by their *rid…

2016-05-24abs ↗pdf ↗

Paper uses Koopman operator and Nyström method for efficient nonlinear control.

problem Control of nonlinear dynamical systems.
method Combines Koopman operator framework with Nyström approximation for kernel methods.
result Theoretical guarantees on the convergence rates of the approximated Riccati operator and regulator objective.

We develop an improved bound for the approximation error of the Nyström method under the assumption that there is a large eigengap in the spectrum of kernel matrix. This is based on the empirical observation that the eigengap has a significant impact on the approximation error of the Nyström method. Our approach is bas…

2012-08-30abs ↗pdf ↗

This paper improves spectral clustering for large datasets using the Nystrom method.

problem Spectral clustering's scalability issues with large datasets.
method A principled spectral clustering algorithm exploiting Nystrom approximation's spectral properties.
result Improved spectral clustering efficiency and accuracy compared to existing methods.

This paper tackles scalability issues in kernel logistic regression for large datasets.

problem Challenges in training large-scale kernel-based models for discrete choice modelling.
method Introduces Nyström approximation for Kernel Logistic Regression (KLR) on large datasets.
result The k-means Nyström KLR approach is a successful solution for large datasets, maintaining robust performance.

Diverse sampling improves kernel methods' performance in sparse regions.

problem Improving kernel methods' performance in sparse regions of datasets.
method Using Determinantal Point Processes (DPP) for sampling diverse landmarks in Nyström approximation.
result Nyström kernel regression with diverse landmarks increases accuracy in sparse regions of the dataset.

The Nystrom method has been popular for generating the low-rank approximation of kernel matrices that arise in many machine learning problems. The approximation quality of the Nystrom method depends crucially on the number of selected landmark points and the selection procedure. In this paper, we present a novel algori…

2016-12-20abs ↗pdf ↗

New approach interprets Nyström for kernel machines with geometric insight.

problem No comparative study over Nyström-based kernel machine approaches.
method Developed a new approach with geometric interpretation, showing equivalence to existing methods.
result Proposed approach offers insights into approximation errors and accuracy.

Incremental versions of batch algorithms are often desired, for increased time efficiency in the streaming data setting, or increased memory efficiency in general. In this paper we present a novel algorithm for incremental kernel PCA, based on rank one updates to the eigendecomposition of the kernel matrix, which is mo…

2018-01-31abs ↗pdf ↗

The Nystrom method is an efficient technique used to speed up large-scale learning applications by generating low-rank approximations. Crucial to the performance of this technique is the assumption that a matrix can be well approximated by working exclusively with a subset of its columns. In this work we relate this as…

2014-08-09abs ↗pdf ↗

Efficiently tests two distributions using Nyström approximation of MMD.

problem Testing whether two sets of data are from the same distribution in large-scale scenarios.
method Nyström approximation of maximum mean discrepancy (MMD) for scalable testing.
result Finite-sample bound on power of the test for sufficiently separated distributions.

This paper describes a new method for low rank kernel approximation called IKA. The main advantage of IKA is that it produces a function ψ(x)ψ(x) defined as a linear combination of arbitrarily chosen functions. In contrast the approximation produced by Nyström method is a linear combination of kernel evaluations. The pro…

2018-09-05abs ↗pdf ↗

The Nyström method improves learning efficiency for convex losses.

problem Improving computational efficiency in empirical risk minimization.
method Using random subspaces to approximate hypothesis spaces in convex loss functions.
result Computational gains can be achieved without sacrificing learning performance for general convex Lipschitz losses.

Improved guarantees and multiple-descent curve for data approximations.

problem Improving the effectiveness of small low-rank approximations of large datasets.
method Spectral properties of the data matrix to obtain improved approximation guarantees.
result Revealed a multiple-descent curve in approximation factor as a function of k.

Proposes a new method for optimizing large-scale models using Nyström approximation of the Hessian.

problem Optimizing non-convex functions like deep learning models using second-order methods.
method Nyström-approximated curvature for stochastic optimization of large-scale empirical risk minimization.
result The proposed method achieves performance competitive with state-of-the-art first-order and stochastic quasi-Newton methods.

Efficiently approximates statistical leverage scores for faster KRR.

problem Accurately estimating statistical leverage scores for fast KRR.
method Analytic formula for statistical leverage scores, leveraging kernel spectral density.
result Linear time approximation with theoretical guarantees, significantly faster than existing methods.

Skyformer uses Gaussian kernel and Nyström method to speed up self-attention in transformers.

problem High computational cost of self-attention in transformers.
method Replaces softmax with Gaussian kernel and applies Nyström method for matrix approximation.
result Skyformer achieves comparable or better performance with fewer computation resources.

New methods improve efficiency of sampling algorithms for complex systems.

problem Efficiently sampling from complex, high-dimensional probability distributions.
method Randomized Runge-Kutta-Nyström methods tailored for Hamiltonian flows.
result Quantitative 5/25/2-order L2L^2-accuracy in approximating Hamiltonian flows.

Paper presents a deterministic method for diverse subset selection.

problem Diverse subset selection problems in recommendation, summarization, and search.
method Greedy deterministic adaptation of k-DPP for low-rank approximations and image search.
result The method yields low-rank approximations of kernel matrices and demonstrates effectiveness in image search.

Two log-linear approximations speed up optimal transport for deep learning applications.

problem Computing optimal transport in high dimensions is computationally expensive.
method Locality-sensitive hashing (LSH) and Nyström approximation with LSH-based sparse corrections.
result Log-linear time algorithms for entropy-regularized OT perform well in high-dimensional spaces.

We accelerate the power method for strong low-rank approximation using fast sketching.

problem Efficiency bottleneck in power method for large target ranks.
method Developed an algorithmic and theoretical framework for accelerating the power method using fast sketching.
result Simple and provably efficient methods for singular value decomposition, low-rank factorization, and Nyström approximation.

Simulating the time-evolution of quantum mechanical systems is BQP-hard and expected to be one of the foremost applications of quantum computers. We consider classical algorithms for the approximation of Hamiltonian dynamics using subsampling methods from randomized numerical linear algebra. We derive a simulation tech…

2018-04-06abs ↗pdf ↗

New method speeds up kernel-based machine learning for force field reconstruction.

problem Scalability issues in kernel-based machine learning for force field reconstruction.
method Nyström-type methods to construct preconditioners based on low-rank approximations of the kernel matrix.
result Effective preconditioners lead to super-linear convergence in kernel-based machine learning.

Diffusion maps are an emerging data-driven technique for non-linear dimensionality reduction, which are especially useful for the analysis of coherent structures and nonlinear embeddings of dynamical systems. However, the computational complexity of the diffusion maps algorithm scales with the number of observations. T…

2018-02-23abs ↗pdf ↗

The GMM (generalized min-max) kernel was recently proposed (Li, 2016) as a measure of data similarity and was demonstrated effective in machine learning tasks. In order to use the GMM kernel for large-scale datasets, the prior work resorted to the (generalized) consistent weighted sampling (GCWS) to convert the GMM ker…

2016-07-12abs ↗pdf ↗

This work connects BNNs to GPs, providing scalable inference and identifying key properties.

problem Scaling and inference challenges in Bayesian neural networks.
method General convergence from BNNs to GPs, new covariance function, and scalable Nyström approximation.
result Established a scalable maximum a posterior (MAP) training and prediction procedure.

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 computing this distance grow quadratically with the size of the data, making th…

2018-12-12abs ↗pdf ↗