Sampling Criteria for Nyström Method
نویسندگان
چکیده
Kernel related algorithms, including spectral techniques, have found their use in a variety of fields. However, the construction and eigendecomposition of the Gram matrix necessitate efforts to reduce the computational overhead. One particular interesting approach used for this purpose is Nyström method. In this paper, we study the sampling problem for Nyström method. To measure the quality of a sampling set, we consider two related but different criteria: the difference between the original and the reconstructed Gram matrix, and the difference between the accurate and the approximate eigenvectors of the Gram matrix, each of which leads to an objective function. Based on these two objective functions, two greedy sampling schemes are proposed and their effectiveness are verified empirically.
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