Askit: approximate skeletonization kernel-independent treecode in high dimensions ∗
TLDR
In this article, a fast algorithm for kernel summation in high dimensions is presented, based on a kernel function that is a pair potential defined on a dataset of points in a high-dimensional Euclidean space.Abstract:
We present a fast algorithm for kernel summation problems in high dimensions. Such problems appear in computational physics, numerical approximation, nonparametric statistics, and machine learning. In our context, the sums depend on a kernel function that is a pair potential defined on a dataset of points in a high-dimensional Euclidean space. A direct evaluation of the sum scales quadratically with the number of points. Fast kernel summation methods can reduce this cost to linear complexity, but the constants involved do not scale well with the dimensionality of the dataset. The main algorithmic components of fast kernel summation algorithms are the separation of the kernel sum between near and far field (which is the basis for pruning) and the efficient and accurate approximation of the far field. We introduce novel methods for pruning and for approximating the far field. Our far field approximation requires only kernel evaluations and does not use analytic expansions. Pruning is not done using bounding...read more
Citations
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Journal ArticleDOI
Randomized numerical linear algebra: Foundations and algorithms
TL;DR: This survey describes probabilistic algorithms for linear algebraic computations, such as factorizing matrices and solving linear systems, that have a proven track record for real-world problems and treats both the theoretical foundations of the subject and practical computational issues.
Posted Content
Hashing-Based-Estimators for Kernel Density in High Dimensions.
Moses Charikar,Paris Siminelakis +1 more
TL;DR: In this article, the authors study the problem of designing a data structure that given a data set $P$ and a kernel function, returns *approximations to the kernel density* of a query point in *sublinear time.
Posted Content
Randomized Numerical Linear Algebra: Foundations & Algorithms.
TL;DR: This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems, that have a proven track record for real-world problem instances and treats both the theoretical foundations and the practical computational issues.
Proceedings ArticleDOI
Hashing-Based-Estimators for Kernel Density in High Dimensions
Moses Charikar,Paris Siminelakis +1 more
TL;DR: This work introduces a class of unbiased estimators for kernel density implemented through locality-sensitive hashing, and gives general theorems bounding the variance of such estimators.
Proceedings Article
Space and Time Efficient Kernel Density Estimation in High Dimensions
TL;DR: This work instantiate their framework with the Laplacian and Exponential kernels, two popular kernels which possess the aforementioned property, and presents an improvement to their framework that retains the same query time, while requiring only linear space and linear preprocessing time.
References
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Density estimation for statistics and data analysis
TL;DR: The Kernel Method for Multivariate Data: Three Important Methods and Density Estimation in Action.
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Pattern Recognition and Machine Learning (Information Science and Statistics)
TL;DR: Looking for competent reading resources?
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Least Squares Support Vector Machine Classifiers
TL;DR: A least squares version for support vector machine (SVM) classifiers that follows from solving a set of linear equations, instead of quadratic programming for classical SVM's.
Journal ArticleDOI
A fast algorithm for particle simulations
TL;DR: An algorithm is presented for the rapid evaluation of the potential and force fields in systems involving large numbers of particles whose interactions are Coulombic or gravitational in nature, making it considerably more practical for large-scale problems encountered in plasma physics, fluid dynamics, molecular dynamics, and celestial mechanics.