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1. Accumulations of Projections—A Unified Framework for Random Sketches in Kernel Ridge Regression

   Chen, Yifan ; Yang, Yun. ( January 2021 , Proceedings of Machine Learning Research)

   null (Ed.)

   Building a sketch of an n-by-n empirical kernel matrix is a common approach to accelerate the computation of many kernel methods. In this paper, we propose a unified framework of constructing sketching methods in kernel ridge regression (KRR), which views the sketching matrix S as an accumulation of m rescaled sub-sampling matrices with independent columns. Our framework incorporates two commonly used sketching methods, sub-sampling sketches (known as the Nyström method) and sub-Gaussian sketches, as special cases with m=1 and m=infinity respectively. Under the new framework, we provide a unified error analysis of sketching approximation and show that our accumulation scheme improves the low accuracy of sub-sampling sketches when certain incoherence characteristic is high, and accelerates the more accurate but computationally heavier sub-Gaussian sketches. By optimally choosing the number m of accumulations, we show that a best trade-off between computational efficiency and statistical accuracy can be achieved. In practice, the sketching method can be as efficiently implemented as the sub-sampling sketches, as only minor extra matrix additions are needed. Our empirical evaluations also demonstrate that the proposed method may attain the accuracy close to sub-Gaussian sketches, while is as efficient as sub-sampling-based sketches. 

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2. Exploiting sparsity to improve the accuracy of Nyström-based large-scale spectral clustering

   https://doi.org/10.1109/IJCNN.2017.7965829  

   Mohan, Mohan ; Monteleoni, Claire ( May 2017 , 2017 International Joint Conference on Neural Networks (IJCNN))

   The Nyström method is a matrix approximation technique that has shown great promise in speeding up spectral clustering. However, when the input matrix is sparse, we show that the traditional Nyström method requires a prohibitively large number of samples to obtain a good approximation. We propose a novel sampling approach to select the landmark points used to compute the Nyström approximation. We show that the proposed sampling approach obeys the same error bound as in Bouneffouf and Birol (2015). To control sample complexity, we propose a selective densification step based on breadth-first traversal. We show that the proposed densification does not change the optimal clustering. Results on real world datasets show that by combining the proposed sampling and densification schemes, we can obtain better accuracy compared to other techniques used for the Nyström method while using significantly fewer samples. 

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3. Skyformer: Remodel Self-Attention with Gaussian Kernel and Nyström Method

   Chen, Yifan ; Zeng, Qi ; Ji, Heng ; Yang, Yun. ( January 2021 , Advances in neural information processing systems)

   null (Ed.)

   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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4. Gain with no Pain: Efficiency of Kernel-PCA by Nyström Sampling

   Sterge, N ; Sriperumbudur, B. K. ; Rosasco, L. ; and Rudi, A. ( August 2020 , Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics)

   In this paper, we analyze a Nyström based approach to efficient large scale kernel principal component analysis (PCA). The latter is a natural nonlinear extension of classical PCA based on considering a nonlinear feature map or the corresponding kernel. Like other kernel approaches, kernel PCA enjoys good mathematical and statistical properties but, numerically, it scales poorly with the sample size. Our analysis shows that Nyström sampling greatly improves computational efficiency without incurring any loss of statistical accuracy. While similar effects have been observed in supervised learning, this is the first such result for PCA. Our theoretical findings are based on a combination of analytic and concentration of measure techniques. Our study is more broadly motivated by the question of understanding the interplay between statistical and computational requirements for learning. 

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5. Data-dependent compression of random features for large-scale kernel approximation

   Agrawal, Raj ; Campbell, Trevor ; Huggins, Jonathan ; Broderick, Tamara ( April 2019 , Proceedings of Machine Learning Research)

   Kernel methods offer the flexibility to learn complex relationships in modern, large data sets while enjoying strong theoretical guarantees on quality. Unfortunately, these methods typically require cubic running time in the data set size, a prohibitive cost in the large-data setting. Random feature maps (RFMs) and the Nyström method both consider low-rank approximations to the kernel matrix as a potential solution. But, in order to achieve desirable theoretical guarantees, the former may require a prohibitively large number of features J+, and the latter may be prohibitively expensive for high-dimensional problems. We propose to combine the simplicity and generality of RFMs with a data-dependent feature selection scheme to achieve desirable theoretical approximation properties of Nyström with just O(\log J+) features. Our key insight is to begin with a large set of random features, then reduce them to a small number of weighted features in a data-dependent, computationally efficient way, while preserving the statistical guarantees of using the original large set of features. We demonstrate the efficacy of our method with theory and experiments-including on a data set with over 50 million observations. In particular, we show that our method achieves small kernel matrix approximation error and better test set accuracy with provably fewer random features than state-of-the-art methods. 

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