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2017 | OriginalPaper | Buchkapitel

Nyström Sketches

verfasst von : Daniel J. Perry, Braxton Osting, Ross T. Whitaker

Erschienen in: Machine Learning and Knowledge Discovery in Databases

Verlag: Springer International Publishing

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Abstract

Despite prolific success, kernel methods become difficult to use in many large scale unsupervised problems because of the evaluation and storage of the full Gram matrix. Here we overcome this difficulty by proposing a novel approach: compute the optimal small, out-of-sample Nyström sketch which allows for fast approximation of the Gram matrix via the Nyström method. We demonstrate and compare several methods for computing the optimal Nyström sketch and show how this approach outperforms previous state-of-the-art Nyström coreset methods of similar size. We further demonstrate how this method can be used in an online setting and explore a simple extension to make the method robust to outliers in the training data.

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Metadaten
Titel
Nyström Sketches
verfasst von
Daniel J. Perry
Braxton Osting
Ross T. Whitaker
Copyright-Jahr
2017
DOI
https://doi.org/10.1007/978-3-319-71249-9_26