论文标题

基于NyStröm的内核机和错误分析的几何解释

Geometric Interpretation of Running Nyström-Based Kernel Machines and Error Analysis

论文作者

Li, Weida, Liu, Mingxia, Zhang, Daoqiang

论文摘要

最近,NyStröm方法在凭经验和理论上证明了它的突出性,可以加快内核机器的训练,同时保持令人满意的性能和准确性。到目前为止,提出了几种不同的方法来利用NyStröm方法来扩展内核机器。但是,对这些方法没有比较研究,并且对它们进行了特定类型的内核机器的分析。因此,这仍然是一个问题:当它扩展到其他内核机时,哪种方法的哲学更有希望。在这项工作中,以革兰氏矩阵的列包容性属性的启发,我们开发了一种新方法,并针对运行基于NyStröm的内核机进行了清晰的几何解释。我们表明,其他两种经过深思熟虑的方法可以等效地转化为我们提出的一种方法。因此,为拟议方法建立的分析也适用于这两者。特别是,我们提出的方法可以在一般环境中出现近似错误。此外,我们的分析还体现了上述两种方法和另一种天真的关系之间的关系。首先,相应的近似解决方案的分析形式仅与一个术语矛盾。其次,可以通过与他人共享相同的培训程序来有效地实施幼稚的方法。这些分析结果导致猜想是,与其他两种复杂的方法相比,天真的方法可以提供更准确的近似解决方案。由于我们的分析还提供了计算这些近似解决方案准确性的方法,因此我们通过分类任务进行实验以确认我们的猜想。

Recently, Nyström method has proved its prominence empirically and theoretically in speeding up the training of kernel machines while retaining satisfactory performances and accuracy. So far, there are several different approaches proposed to exploit Nyström method in scaling up kernel machines. However, there is no comparative study over these approaches, and they were individually analyzed for specific types of kernel machines. Therefore, it remains a question that the philosophy of which approach is more promising when it extends to other kernel machines. In this work, motivated by the column inclusion property of Gram matrices, we develop a new approach with a clear geometric interpretation for running Nyström-based kernel machines. We show that the other two well-studied approaches can be equivalently transformed to be our proposed one. Consequently, analysis established for the proposed approach also works for these two. Particularly, our proposed approach makes it possible to develop approximation errors in a general setting. Besides, our analysis also manifests the relations among the aforementioned two approaches and another naive one. First, the analytical forms of the corresponding approximate solutions are only at odds with one term. Second, the naive approach can be implemented efficiently by sharing the same training procedure with others. These analytical results lead to the conjecture that the naive approach can provide more accurate approximate solutions than the other two sophisticated approaches. Since our analysis also offers ways for computing the accuracy of these approximate solutions, we run experiments with classification tasks to confirm our conjecture.

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