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Clustered Nyström Method for Large Scale Manifold Learning and Dimension Reduction

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2 Author(s)
Kai Zhang ; Life Sci. Div., Lawrence Berkeley Nat. Lab., Berkeley, CA, USA ; Kwok, J.T.

Kernel (or similarity) matrix plays a key role in many machine learning algorithms such as kernel methods, manifold learning, and dimension reduction. However, the cost of storing and manipulating the complete kernel matrix makes it infeasible for large problems. The Nyström method is a popular sampling-based low-rank approximation scheme for reducing the computational burdens in handling large kernel matrices. In this paper, we analyze how the approximating quality of the Nyström method depends on the choice of landmark points, and in particular the encoding powers of the landmark points in summarizing the data. Our (non-probabilistic) error analysis justifies a “clustered Nyström method” that uses the k-means clustering centers as landmark points. Our algorithm can be applied to scale up a wide variety of algorithms that depend on the eigenvalue decomposition of kernel matrix (or its variant), such as kernel principal component analysis, Laplacian eigenmap, spectral clustering, as well as those involving kernel matrix inverse such as least-squares support vector machine and Gaussian process regression. Extensive experiments demonstrate the competitive performance of our algorithm in both accuracy and efficiency.

Published in:

Neural Networks, IEEE Transactions on  (Volume:21 ,  Issue: 10 )

Date of Publication:

Oct. 2010

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