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Neural Information Processing Systems

For [23] we refer to the paper pointed by you. 5. To Reviewer_25: the overall conceptual motivation for the paper is somewhat weak... Nystrom approximation can be used to approximate the kernel matrix and speed up kernel machines, and from Table 1 we can see that the performance is suboptimal even when rank=200 (see the 5-th column). In this case, it requires 200 inner product computations to make one prediction, which is too slow for many real-time systems (e.g., web applications, robotic applications ...). Therefore state-of-the-art Nystrom method is not good enough, and we reduce the prediction time to 10~20 inner products with a better classification accuracy, which is a big improvement. Also, as we mentioned in the point 1 above, although we want to optimize the prediction time, our method still has fast training time. We agree that the psuedo landmark point technique can be potentially applied to speed up the training time, and it is an interesting research direction.


Reviews: Recursive Sampling for the Nystrom Method

Neural Information Processing Systems

The authors provide an algorithm which learns a provably accurate low-rank approximation to a PSD matrix in sublinear time. Specifically, it learns an approximation that has low additive error with high probability by sampling columns from the matrix according to a certain importance measure, then forming a Nystrom approximation using these kernels. The importance measure used is an estimate of the ridge leverage scores, which are expensive to compute exactly ( O(n 3)). Their algorithm recursively estimates these leverage score by starting from a set of columns, using those to estimate the leverage scores, sampling a set of columns according to those probabilities, and repeating ... the authors show that when this process is done carefully, the leverage score estimates are accurate enough that they can be used to get almost as good an approximation as using the true ridge leverage scores. The cost of producing the final approximation is O(ns 2) computation time and O(ns) computations of entries in the PSD matrix.


Reviews: Efficient Second-Order Online Kernel Learning with Adaptive Embedding

Neural Information Processing Systems

The paper proposes an efficient second-order online kernel learning mainly by combining KONS and Nystrom method. NOVELTY The novelty is limited on both the methodological and theoretical contributions. The achieved results do not have profound implication for the advancement of theory and practice. WRITING QUALITY The English writing and organization of this paper are relatively good. The reviewer strongly suggests the authors arrange Table 2 in the main paper rather than in Appendix because the experimental results in Table 2 are the core material.



Ensemble Nystrom Method

Neural Information Processing Systems

A crucial technique for scaling kernel methods to very large data sets reaching or exceeding millions of instances is based on low-rank approximation of kernel matrices. We introduce a new family of algorithms based on mixtures of Nystrom approximations, ensemble Nystrom algorithms, that yield more accurate low-rank approximations than the standard Nystrom method. We give a detailed study of multiple variants of these algorithms based on simple averaging, an exponential weight method, or regression-based methods. We also present a theoretical analysis of these algorithms, including novel error bounds guaranteeing a better convergence rate than the standard Nystrom method. Finally, we report the results of extensive experiments with several data sets containing up to 1M points demonstrating the significant performance improvements gained over the standard Nystrom approximation.


Multidimensional Scaling, Sammon Mapping, and Isomap: Tutorial and Survey

Ghojogh, Benyamin, Ghodsi, Ali, Karray, Fakhri, Crowley, Mark

arXiv.org Machine Learning

Multidimensional Scaling (MDS) is one of the first fundamental manifold learning methods. It can be categorized into several methods, i.e., classical MDS, kernel classical MDS, metric MDS, and non-metric MDS. Sammon mapping and Isomap can be considered as special cases of metric MDS and kernel classical MDS, respectively. In this tutorial and survey paper, we review the theory of MDS, Sammon mapping, and Isomap in detail. We explain all the mentioned categories of MDS. Then, Sammon mapping, Isomap, and kernel Isomap are explained. Out-of-sample embedding for MDS and Isomap using eigenfunctions and kernel mapping are introduced. Then, Nystrom approximation and its use in landmark MDS and landmark Isomap are introduced for big data embedding. We also provide some simulations for illustrating the embedding by these methods.


Ensemble Nystrom Method

Kumar, Sanjiv, Mohri, Mehryar, Talwalkar, Ameet

Neural Information Processing Systems

A crucial technique for scaling kernel methods to very large data sets reaching or exceeding millions of instances is based on low-rank approximation of kernel matrices. We introduce a new family of algorithms based on mixtures of Nystrom approximations, ensemble Nystrom algorithms, that yield more accurate low-rank approximations than the standard Nystrom method. We give a detailed study of multiple variants of these algorithms based on simple averaging, an exponential weight method, or regression-based methods. We also present a theoretical analysis of these algorithms, including novel error bounds guaranteeing a better convergence rate than the standard Nystrom method. Finally, we report the results of extensive experiments with several data sets containing up to 1M points demonstrating the significant performance improvements gained over the standard Nystrom approximation.


Efficient Data-Driven Geologic Feature Detection from Pre-stack Seismic Measurements using Randomized Machine-Learning Algorithm

Lin, Youzuo, Wang, Shusen, Thiagarajan, Jayaraman, Guthrie, George, Coblentz, David

arXiv.org Machine Learning

Conventional seismic techniques for detecting the subsurface geologic features are challenged by limited data coverage, computational inefficiency, and subjective human factors. We developed a novel data-driven geological feature detection approach based on pre-stack seismic measurements. Our detection method employs an efficient and accurate machine-learning detection approach to extract useful subsurface geologic features automatically. Specifically, our method is based on kernel ridge regression model. The conventional kernel ridge regression can be computationally prohibited because of the large volume of seismic measurements. We employ a data reduction technique in combination with the conventional kernel ridge regression method to improve the computational efficiency and reduce memory usage. In particular, we utilize a randomized numerical linear algebra technique, named Nystr\"om method, to effectively reduce the dimensionality of the feature space without compromising the information content required for accurate detection. We provide thorough computational cost analysis to show efficiency of our new geological feature detection methods. We further validate the performance of our new subsurface geologic feature detection method using synthetic surface seismic data for 2D acoustic and elastic velocity models. Our numerical examples demonstrate that our new detection method significantly improves the computational efficiency while maintaining comparable accuracy. Interestingly, we show that our method yields a speed-up ratio on the order of $\sim10^2$ to $\sim 10^3$ in a multi-core computational environment.