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arXiv 1702.03644cs.LGcs.DS
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核回归的核心集

Coresets for Kernel Regression

University of Utah(犹他大学)

Yan Zheng, Jeff M. Phillips

摘要:

核回归是非参数数据分析的一个基本和普遍的工具,特别是在时间序列和空间数据中。然而,执行多次的中央操作,在数据集上评估内核,需要线性时间。这对于现代大型数据集是不切实际的。在本文中,我们描述核回归的核心集:压缩的数据集,可以作为原始数据的代理,并有可证明的有界最坏情况下的错误。核心集的大小与数据点的原始数量无关,而只取决于误差保证,在某些情况下还取决于域的大小和平滑量。我们评估我们的方法非常大的时间序列和空间数据,并证明,它们产生的误差可以忽略不计,可以非常有效地构建,并允许巨大的计算收益。

英文摘要:

Kernel regression is an essential and ubiquitous tool for non-parametric data analysis, particularly popular among time series and spatial data. However, the central operation which is performed many times, evaluating a kernel on the data set, takes linear time. This is impractical for modern large data sets. In this paper we describe coresets for kernel regression: compressed data sets which can be used as proxy for the original data and have provably bounded worst case error. The size of the coresets are independent of the raw number of data points, rather they only depend on the error guarantee, and in some cases the size of domain and amount of smoothing. We evaluate our methods on very large time series and spatial data, and demonstrate that they incur negligible error, can be constructed extremely efficiently, and allow for great computational gains.

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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