• Medientyp: Sonstige Veröffentlichung; Elektronischer Konferenzbericht; E-Artikel
  • Titel: The GaussianSketch for Almost Relative Error Kernel Distance
  • Beteiligte: Phillips, Jeff M. [VerfasserIn]; Tai, Wai Ming [VerfasserIn]
  • Erschienen: Schloss Dagstuhl – Leibniz-Zentrum für Informatik, 2020
  • Sprache: Englisch
  • DOI: https://doi.org/10.4230/LIPIcs.APPROX/RANDOM.2020.12
  • Schlagwörter: Kernel Density Estimation ; Sketching ; Kernel Distance
  • Entstehung:
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  • Beschreibung: We introduce two versions of a new sketch for approximately embedding the Gaussian kernel into Euclidean inner product space. These work by truncating infinite expansions of the Gaussian kernel, and carefully invoking the RecursiveTensorSketch [Ahle et al. SODA 2020]. After providing concentration and approximation properties of these sketches, we use them to approximate the kernel distance between points sets. These sketches yield almost (1+ε)-relative error, but with a small additive α term. In the first variants the dependence on 1/α is poly-logarithmic, but has higher degree of polynomial dependence on the original dimension d. In the second variant, the dependence on 1/α is still poly-logarithmic, but the dependence on d is linear.
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