Faster Gaussian Summation: Theory and Experiment

نویسندگان

  • Dongryeol Lee
  • Alexander G. Gray
چکیده

We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions an O(D) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error control scheme integrating any arbitrary approximation method within the best discretealgorithmic framework using adaptive hierarchical data structures. We rigorously evaluate these techniques empirically in the context of optimal bandwidth selection in kernel density estimation, revealing the strengths and weaknesses of current state-of-the-art approaches for the first time. Our results demonstrate that the new error control scheme yields improved performance, whereas the series expansion approach is only effective in low dimensions (five or less). 1 Fast Gaussian Summation Kernel summations occur ubiquitously in both old and new machine learning algorithms, including kernel density estimation, kernel regression, radial basis function networks, spectral clustering, and kernel PCA (Gray & Moore, 2001; de Freitas et al., 2006). This paper will focus on the most common form

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عنوان ژورنال:
  • CoRR

دوره abs/1206.6857  شماره 

صفحات  -

تاریخ انتشار 2006