The Nystr "om methods have been popular techniques for scalable kernel based learning. They approximate explicit, low-dimensional feature mappings for kernel functions from the pairwise comparisons with the training data. However, Nystr "om methods are generally applied without the supervision provided by the training labels in the classification regression problems. This leads to pairwise comparisons with randomly chosen training samples in the model. Conversely, this work studies a supervised Nystr "om method that chooses the critical subsets of samples for the success of the Machine Learning model. Particularly, we select the Nystr "om support vectors via the negative margin criterion, and create explicit feature maps that are more suitable for the classification task on the data. Experimental results on six datasets show that, without increasing the complexity over unsupervised techniques, our method can significantly improve the classification performance achieved via kernel approximation methods and reduce the number of features needed to reach or exceed the performance of the full-dimensional kernel machines.
The Standard Nystr " o m algorithm can be viewed as the application of KPCA to a small, randomly chosen subset of training samples @cite_33 . Various works have altered this method to achieve better approximations with less memory computation. Zhang use k-means centroids to perform KPCA, instead of a random subset of the data @cite_25 . Kumar combine multiple smaller scale KPCAs @cite_39 . Li utilize randomized SVD to speed up KPCA for the Nystr " o m algorithms @cite_5 . Additionally, non-uniform sampling schemes have been explored to improve the performance of Nystr " o m @cite_29 @cite_9 @cite_15 . Though, these require at least one pass over the whole kernel matrix, resulting in @math complexity. For linear and RBF kernels, uniform sampling has been shown to work well @cite_4 and results in no additional complexity.
@cite_4 @cite_33 @cite_29 @cite_9 @cite_39 @cite_5 @cite_15 @cite_25
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In recent years, kernel principal component analysis (KPCA) has been suggested for various image processing tasks requiring an image model such as, e.g., denoising or compression. The original form of KPCA, however, can be only applied to strongly restricted image classes due to the limited number of training examples that can be processed. We therefore propose a new iterative method for performing KPCA, the kernel Hebbian algorithm, which iteratively estimates the kernel principal components with only linear order memory complexity. In our experiments, we compute models for complex image classes such as faces and natural images which require a large number of training examples. The resulting image models are tested in single-frame super-resolution and denoising applications. The KPCA model is not specifically tailored to these tasks; in fact, the same model can be used in super-resolution with variable input resolution, or denoising with unknown noise characteristics, in spite of this, both super-resolution and denoising performance are comparable to existing methods. The kernel principal component analysis (KPCA) has been applied in numerous image-related machine learning applications and it has exhibited superior performance over previous approaches, such as PCA. However, the standard implementation of KPCA scales badly with the problem size, making computations for large problems infeasible. Also, the "batch" nature of the standard KPCA computation method does not allow for applications that require online processing. This has somewhat restricted the domains in which KPCA can potentially be applied. This paper introduces an incremental computation algorithm for KPCA to address these two problems. The basis of the proposed solution lies in computing incremental linear PCA in the kernel induced feature space, and constructing reduced-set expansions to maintain constant update speed and memory usage. We also provide experimental results which demonstrate the effectiveness of the approach Modern learning problems in computer vision, natural language processing, computational biology, and other areas are often based on large data sets of tens of thousands to millions of training instances. However, several standard learning algorithms, such as kernel-based algorithms, e.g., Support Vector Machines, Kernel Ridge Regression, Kernel PCA, do not easily scale to such orders of magnitude. This thesis focuses on sampling-based matrix approximation techniques that help scale kernel-based algorithms to large-scale datasets. We address several fundamental theoretical and empirical questions including: (1) What approximation should be used? We discuss two common sampling-based methods, providing novel theoretical insights regarding their suitability for various applications and experimental results motivated by this theory. Our results show that one of these methods, the Nystrom method, is superior in the context of large-scale learning. (2) Do these approximations work in practice? We show the effectiveness of approximation techniques on a variety of problems. In the largest study to-date for manifold learning, we use the Nystrom method to extract low-dimensional structure from high-dimensional data to effectively cluster face images. We also report good empirical results for Kernel Ridge Regression and Kernel Logistic Regression. (3) How should we sample columns? A key aspect of sampling-based algorithms is the distribution according to which columns are sampled. We study both fixed and adaptive sampling schemes as well as a promising ensemble technique that can be easily parallelized and generates superior approximations, both in theory and in practice. (4) How well do these approximations work in theory? We provide theoretical analyses of the Nystrom method to understand when this technique should be used. We present guarantees on approximation accuracy based on various matrix properties and analyze the effect of matrix approximation on actual kernel-based algorithms. This work has important consequences for the machine learning community since it extends to large-scale applications the benefits of kernel-based algorithms. The crucial aspect of this research, involving low-rank matrix approximation, is of independent interest within the field of linear algebra. We give the first algorithm for kernel Nystrom approximation that runs in linear time in the number of training points and is provably accurate for all kernel matrices, without dependence on regularity or incoherence conditions. The algorithm projects the kernel onto a set of s landmark points sampled by their ridge leverage scores, requiring just O(ns) kernel evaluations and O(ns^2) additional runtime. While leverage score sampling has long been known to give strong theoretical guarantees for Nystrom approximation, by employing a fast recursive sampling scheme, our algorithm is the first to make the approach scalable. Empirically we show that it finds more accurate kernel approximations in less time than popular techniques such as classic Nystrom approximation and the random Fourier features method.