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arXiv 1608.00860cs.LGstat.ML
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Hierarchically Compositional Kernels for Scalable Nonparametric Learning

IBM Thomas J. Watson Research Center(IBM托马斯·J·沃森研究中心);Tel Aviv University(特拉维夫大学);Google Brain, NYC(谷歌大脑(纽约))

Jie Chen, Haim Avron, Vikas Sindhwani

英文摘要:

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 the Nyström method (a globally low-rank approximation) is married with a locally lossless approximation in a hierarchical fashion. The kernel maintains (strict) positive-definiteness. The corresponding kernel matrix admits a recursively off-diagonal low-rank structure, which allows for fast linear algebra computations. Suppressing the factor of data dimension, the memory and arithmetic complexities for training a regression or a classifier are reduced from $O(n^2)$ and $O(n^3)$ to $O(nr)$ and $O(nr^2)$, respectively, where $n$ is the number of training examples and $r$ is the rank on each level of the hierarchy. Although other randomized approximate kernels entail a similar complexity, empirical results show that the proposed kernel achieves a matching performance with a smaller $r$. We demonstrate comprehensive experiments to show the effective use of the proposed kernel on data sizes up to the order of millions.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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