Density-Weighted Nyström Method for Computing Large Kernel Eigensystems
نویسندگان
چکیده
منابع مشابه
Density-Weighted Nyström Method for Computing Large Kernel Eigensystems
The Nyström method is a well-known sampling-based technique for approximating the eigensystem of large kernel matrices. However, the chosen samples in the Nyström method are all assumed to be of equal importance, which deviates from the integral equation that defines the kernel eigenfunctions. Motivated by this observation, we extend the Nyström method to a more general, density-weighted versio...
متن کاملKernel Nyström method for light transport
We propose a kernel Nyström method for reconstructing the light transport matrix from a relatively small number of acquired images. Our work is based on the generalized Nyström method for low rank matrices. We introduce the light transport kernel and incorporate it into the Nyström method to exploit the nonlinear coherence of the light transport matrix. We also develop an adaptive scheme for ef...
متن کاملIncremental kernel PCA and the Nyström method
Incremental versions of batch algorithms are often desired, for increased time efficiency in the streaming data setting, or increased memory efficiency in general. In this paper we present a novel algorithm for incremental kernel PCA, based on rank one updates to the eigendecomposition of the kernel matrix, which is more computationally efficient than comparable existing algorithms. We extend o...
متن کاملBandwidth Selection for Weighted Kernel Density Estimation
Abstract: In the this paper, the authors propose to estimate the density of a targeted population with a weighted kernel density estimator (wKDE) based on a weighted sample. Bandwidth selection for wKDE is discussed. Three mean integrated squared error based bandwidth estimators are introduced and their performance is illustrated via Monte Carlo simulation. The least-squares cross-validation me...
متن کاملLarge-Scale Nyström Kernel Matrix Approximation Using Randomized SVD
The Nyström method is an efficient technique for the eigenvalue decomposition of large kernel matrices. However, to ensure an accurate approximation, a sufficient number of columns have to be sampled. On very large data sets, the singular value decomposition (SVD) step on the resultant data submatrix can quickly dominate the computations and become prohibitive. In this paper, we propose an accu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Neural Computation
سال: 2009
ISSN: 0899-7667,1530-888X
DOI: 10.1162/neco.2009.11-07-651