nips nips2009 nips2009-81 nips2009-81-reference knowledge-graph by maker-knowledge-mining

81 nips-2009-Ensemble Nystrom Method


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Author: Sanjiv Kumar, Mehryar Mohri, Ameet Talwalkar

Abstract: A crucial technique for scaling kernel methods to very large data sets reaching or exceeding millions of instances is based on low-rank approximation of kernel matrices. We introduce a new family of algorithms based on mixtures of Nystr¨ m o approximations, ensemble Nystr¨ m algorithms, that yield more accurate low-rank o approximations than the standard Nystr¨ m method. We give a detailed study of o variants of these algorithms based on simple averaging, an exponential weight method, or regression-based methods. We also present a theoretical analysis of these algorithms, including novel error bounds guaranteeing a better convergence rate than the standard Nystr¨ m method. Finally, we report results of extensive o experiments with several data sets containing up to 1M points demonstrating the significant improvement over the standard Nystr¨ m approximation. o 1


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