Kernel methods provide an elegant framework for developing nonlinear learning algorithms from simple linear methods. Though these methods have superior empirical performance in several real data applications, their usefulness is inhibited by the significant computational burden incurred in large sample situations. Various approximation schemes have been proposed in the literature to alleviate these computational issues, and the approximate kernel machines are shown to retain the empirical performance. However, the theoretical properties of these approximate kernel machines are less well understood. In this work, we theoretically study the trade-off between computational complexity and statistical accuracy in Nystrom approximate kernel principal component analysis (KPCA), wherein we show that the Nystrom approximate KPCA matches the statistical performance of (non-approximate) KPCA while remaining computationally beneficial. Additionally, we show that Nystrom approximate KPCA outperforms the statistical behavior of another popular approximation scheme, the random feature approximation, when applied to KPCA.
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Skyformer: Remodel Self-Attention with Gaussian Kernel and Nyström Method
Transformers are expensive to train due to the quadratic time and space complexity
in the self-attention mechanism. On the other hand, although kernel machines
suffer from the same computation bottleneck in pairwise dot products, several
approximation schemes have been successfully incorporated to considerably reduce
their computational cost without sacrificing too much accuracy. In this work,
we leverage the computation methods for kernel machines to alleviate the high
computational cost and introduce Skyformer, which replaces the softmax structure
with a Gaussian kernel to stabilize the model training and adapts the Nyström
method to a non-positive semidefinite matrix to accelerate the computation. We
further conduct theoretical analysis by showing that the matrix approximation
error of our proposed method is small in the spectral norm. Experiments on Long
Range Arena benchmark show that the proposed method is sufficient in getting
comparable or even better performance than the full self-attention while requiring
fewer computation resources.
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- Award ID(s):
- 1907316
- PAR ID:
- 10302077
- Date Published:
- Journal Name:
- Advances in neural information processing systems
- ISSN:
- 1049-5258
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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