Double Nyström Method: An Efficient and Accurate Nyström Scheme for Large-Scale Data Sets

author: Woosang Lim, KAIST - Korea Advanced Institute of Science and Technology
published: Sept. 27, 2015,   recorded: July 2015,   views: 1593
Categories

See Also:

Download slides icon Download slides: icml2015_lim_large_scale_data_sets_01.pdf (1.4 MB)


Help icon Streaming Video Help

Related Open Educational Resources

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Bibliography

Description

The Nyström method has been one of the most effective techniques for kernel-based approach that scales well to large data sets. Since its introduction, there has been a large body of work that improves the approximation accuracy while maintaining computational efficiency. In this paper, we present a novel Nyström method that improves both accuracy and efficiency based on a new theoretical analysis. We first provide a generalized sampling scheme, CAPS, that minimizes a novel error bound based on the subspace distance. We then present our double Nyström method that reduces the size of the decomposition in two stages. We show that our method is highly efficient and accurate compared to other state-of-the-art Nyström methods by evaluating them on a number of real data sets.

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: