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Lorenzo RosascoUniversitá di Genova, IT
MIT, US
Efficient learning with random projections
Efficient learning with random projections

Despite stunning performances, state of the art machine learning approaches are often computational intensive and efficiency remains a challenge. Dimensionality reduction, if performed efficiently, provides a way to reduce the computational requirements of downstream tasks, but possibly at the expanses of the obtained accuracy. In this talk, we discuss the interplay between accuracy and efficiency when dimensionality reduction is performed by means of, possibly data dependent, random projections. The latter are related to discretization methods for integral operators, to sampling methods in randomized numerical linear algebra and to sketching methods. Our results show that there are number of different tasks and regimes where, using random projections and regularization, efficiency can be improved with no costs in accuracy. Theoretical results are used to derive scalable and fast kernel methods for datasets with millions of points.
video
slides
Michaël FanuelKU Leuven, BE
joint work with:Joachim Schreurs, Johan Suykens
Diversity sampling in kernel method
Diversity sampling in kernel method

A well-known technique for large scale kernel methods is the Nyström approximation. Based on a subset of landmarks, it gives a low rank approximation of the kernel matrix, and is known to provide a form of implicit regularization. We will discuss the impact of sampling diverse landmarks for constructing the Nyström approximation in supervised and unsupervised problems. In particular, three methods will be considered: uniform sampling, leverage score sampling and Determinantal Point Processes (DPP). The implicit regularization due the diversity of the landmarks will be made explicit by numerical simulations and analysed further in the case of DPP sampling by some theoretical results.
video
slides


Video Recordings

Lorenzo Rosasco: Efficient learning with random projections

Abstract: Despite stunning performances, state of the art machine learning approaches are often computational intensive and efficiency remains a challenge. Dimensionality reduction, if performed efficiently, provides a way to reduce the computational requirements of downstream tasks, but possibly at the expanses of the obtained accuracy. In this talk, we discuss the interplay between accuracy and efficiency when dimensionality reduction is performed by means of, possibly data dependent, random projections. The latter are related to discretization methods for integral operators, to sampling methods in randomized numerical linear algebra and to sketching methods. Our results show that there are number of different tasks and regimes where, using random projections and regularization, efficiency can be improved with no costs in accuracy. Theoretical results are used to derive scalable and fast kernel methods for datasets with millions of points.


Michaël Fanuel: Diversity sampling in kernel method

Abstract: A well-known technique for large scale kernel methods is the Nyström approximation. Based on a subset of landmarks, it gives a low rank approximation of the kernel matrix, and is known to provide a form of implicit regularization. We will discuss the impact of sampling diverse landmarks for constructing the Nyström approximation in supervised and unsupervised problems. In particular, three methods will be considered: uniform sampling, leverage score sampling and Determinantal Point Processes (DPP). The implicit regularization due the diversity of the landmarks will be made explicit by numerical simulations and analysed further in the case of DPP sampling by some theoretical results.