2015/03/01 by Efrén Cruz Cortés, Clayton Scott, Cortés, E. Cruz +1
Computer Science · Engineering · #Domain Adaptation and Few-Shot Learning #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and ELM #Sparse and Compressive Sensing Techniques
paper · pdf · doi:10.48550/arxiv.1503.00323
openalex publication_date 2015/03/01 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28
Kernel means are frequently used to represent probability distributions in machine learning problems. In particular, the well known kernel density estimator and the kernel mean embedding both have the form of a kernel mean. Unfortunately, kernel means are faced with scalability issues. A single point evaluation of the kernel density estimator, for example, requires a computation time linear in the training sample size. To address this challenge, we present a method to efficiently construct a sparse approximation of a kernel mean. We do so by first establishing an incoherence-based bound on the approximation error, and then noticing that, for the case of radial kernels, the bound can be minimized by solving the k-center problem. The outcome is a linear time construction of a sparse kernel mean, which also lends itself naturally to an automatic sparsity selection scheme. We show the computational gains of our method by looking at three problems involving kernel means: Euclidean embedding of distributions, class proportion estimation, and clustering using the mean-shift algorithm.