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Towards a Unified Quadrature Framework for Large-Scale Kernel Machines.
- Source :
-
IEEE Transactions on Pattern Analysis & Machine Intelligence . Nov2022, Vol. 44 Issue 11, p7975-7988. 14p. - Publication Year :
- 2022
-
Abstract
- In this paper, we develop a quadrature framework for large-scale kernel machines via a numerical integration representation. Considering that the integration domain and measure of typical kernels, e.g., Gaussian kernels, arc-cosine kernels, are fully symmetric, we leverage a numerical integration technique, deterministic fully symmetric interpolatory rules, to efficiently compute quadrature nodes and associated weights for kernel approximation. Thanks to the full symmetric property, the applied interpolatory rules are able to reduce the number of needed nodes while retaining a high approximation accuracy. Further, we randomize the above deterministic rules by the classical Monte-Carlo sampling and control variates techniques with two merits: 1) The proposed stochastic rules make the dimension of the feature mapping flexibly varying, such that we can control the discrepancy between the original and approximate kernels by tuning the dimnension. 2) Our stochastic rules have nice statistical properties of unbiasedness and variance reduction. In addition, we elucidate the relationship between our deterministic/stochastic interpolatory rules and current typical quadrature based rules for kernel approximation, thereby unifying these methods under our framework. Experimental results on several benchmark datasets show that our methods compare favorably with other representative kernel approximation based methods. [ABSTRACT FROM AUTHOR]
- Subjects :
- *NUMERICAL integration
*MONTE Carlo method
*MACHINERY
Subjects
Details
- Language :
- English
- ISSN :
- 01628828
- Volume :
- 44
- Issue :
- 11
- Database :
- Academic Search Index
- Journal :
- IEEE Transactions on Pattern Analysis & Machine Intelligence
- Publication Type :
- Academic Journal
- Accession number :
- 160650665
- Full Text :
- https://doi.org/10.1109/TPAMI.2021.3120183