The Nystr " o m method is routinely used for out-of-sample extension of kernel matrices. We describe how this method can be applied to find the singular value decomposition (SVD) of general matrices and the eigenvalue decomposition (EVD) of square matrices. We take as an input a matrix @math , a user defined integer @math and @math , a matrix sampled from the columns and rows of @math . These are used to construct an approximate rank- @math SVD of @math in @math operations. If @math is square, the rank- @math EVD can be similarly constructed in @math operations. Thus, the matrix @math is a compressed version of @math . We discuss the choice of @math and propose an algorithm that selects a good initial sample for a pivoted version of @math . The proposed algorithm performs well for general matrices and kernel matrices whose spectra exhibit fast decay.
In @cite_12 , the -means clustering algorithm is used for selecting the sub-sample. The -means cluster centers are shown to minimize an error criterion related to the Nystr " o m approximation error. Finally, Incomplete Cholesky Decomposition (ICD) ( @cite_31 ) employs the pivoted Choleksy algorithm and uses a greedy stopping criterion to determine the required sample size for a given approximation accuracy.
@cite_31 @cite_12
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Given a set of points @math , the k-means clustering problem is to find a set of k centers @math , such that the objective function ? x?P e(x,C)2, where e(x,C) denotes the Euclidean distance between x and the closest center in C, is minimized. This is one of the most prominent objective functions that has been studied with respect to clustering. D 2-sampling (Arthur and Vassilvitskii, Proceedings of the Eighteenth Annual ACM-SIAM Symposium on Discrete Algorithms, SODA'07, pp. 1027---1035, SIAM, Philadelphia, 2007) is a simple non-uniform sampling technique for choosing points from a set of points. It works as follows: given a set of points @math , the first point is chosen uniformly at random from P. Subsequently, a point from P is chosen as the next sample with probability proportional to the square of the distance of this point to the nearest previously sampled point. D 2-sampling has been shown to have nice properties with respect to the k-means clustering problem. Arthur and Vassilvitskii (Proceedings of the Eighteenth Annual ACM-SIAM Symposium on Discrete Algorithms, SODA'07, pp. 1027---1035, SIAM, Philadelphia, 2007) show that k points chosen as centers from P using D 2-sampling give an O(logk) approximation in expectation. (NIPS, pp. 10---18, 2009) and (Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques, pp. 15---28, Springer, Berlin, 2009) extended results of Arthur and Vassilvitskii (Proceedings of the Eighteenth Annual ACM-SIAM Symposium on Discrete Algorithms, SODA'07, pp. 1027---1035, SIAM, Philadelphia, 2007) to show that O(k) points chosen as centers using D 2-sampling give an O(1) approximation to the k-means objective function with high probability. In this paper, we further demonstrate the power of D 2-sampling by giving a simple randomized (1+∈)-approximation algorithm that uses the D 2-sampling in its core. Abstract : We present new algorithms for the k-means clustering problem. They use the kd-tree data structure to reduce the large number of nearest-neighbor queries issued by the traditional algorithm. Sufficient statistics are stored in the nodes of the kd-tree. Then an analysis of the geometry of the current cluster centers results in great reduction of the work needed to update the centers. Our algorithms behave exactly as the traditional k-means algorithm. Proofs of correctness are included. The kd-tree can also be used to initialize the k-means starting centers efficiently. Our algorithms can be easily extended to provide fast ways of computing the error of a given cluster assignment regardless of the method in which those clusters were obtained. We also show how to use them in a setting which allows approximate clustering results, with the benefit of running faster. We have implemented and tested our algorithms on both real and simulated data. Results show a speedup factor of up to 170 on real astrophysical data, and superiority over the naive algorithm on simulated data in up to 5 dimensions. Our algorithms scale well with respect to the number of points and number of centers allowing for clustering with tens of thousands of centers. We present a new method for clustering based on compression. The method does not use subject-specific features or background knowledge, and works as follows: First, we determine a parameter-free, universal, similarity distance, the normalized compression distance or NCD, computed from the lengths of compressed data files (singly and in pairwise concatenation). Second, we apply a hierarchical clustering method. The NCD is not restricted to a specific application area, and works across application area boundaries. A theoretical precursor, the normalized information distance, co-developed by one of the authors, is provably optimal. However, the optimality comes at the price of using the noncomputable notion of Kolmogorov complexity. We propose axioms to capture the real-world setting, and show that the NCD approximates optimality. To extract a hierarchy of clusters from the distance matrix, we determine a dendrogram (ternary tree) by a new quartet method and a fast heuristic to implement it. The method is implemented and available as public software, and is robust under choice of different compressors. To substantiate our claims of universality and robustness, we report evidence of successful application in areas as diverse as genomics, virology, languages, literature, music, handwritten digits, astronomy, and combinations of objects from completely different domains, using statistical, dictionary, and block sorting compressors. In genomics, we presented new evidence for major questions in Mammalian evolution, based on whole-mitochondrial genomic analysis: the Eutherian orders and the Marsupionta hypothesis against the Theria hypothesis. The classical center based clustering problems such as k-means median center assume that the optimal clusters satisfy the locality property that the points in the same cluster are close to each other. A number of clustering problems arise in machine learning where the optimal clusters do not follow such a locality property. For instance, consider the r -gather clustering problem where there is an additional constraint that each of the clusters should have at least r points or the capacitated clustering problem where there is an upper bound on the cluster sizes. Consider a variant of the k-means problem that may be regarded as a general version of such problems. Here, the optimal clusters O 1, ..., O k are an arbitrary partition of the dataset and the goal is to output k-centers c 1, ..., c k such that the objective function ( _ i = 1 ^ k _ x O_ i ||x - c_ i ||^ 2 ) is minimized. It is not difficult to argue that any algorithm (without knowing the optimal clusters) that outputs a single set of k centers, will not behave well as far as optimizing the above objective function is concerned. However, this does not rule out the existence of algorithms that output a list of such k centers such that at least one of these k centers behaves well. Given an error parameter e > 0, let l denote the size of the smallest list of k-centers such that at least one of the k-centers gives a (1 + e) approximation w.r.t. the objective function above. In this paper, we show an upper bound on l by giving a randomized algorithm that outputs a list of (2^ O (k ) ) k-centers. We also give a closely matching lower bound of (2^ (k ) ). Moreover, our algorithm runs in time (O (n d 2^ O (k ) ) ). This is a significant improvement over the previous result of Ding and Xu (2015) who gave an algorithm with running time O(n d ⋅ (log n) k ⋅ 2 p o l y(k e)) and output a list of size O((log n) k ⋅ 2 p o l y(k e)). Our techniques generalize for the k-median problem and for many other settings where non-Euclidean distance measures are involved.