Sparse Approximation of a Kernel Mean

TL;DR

This paper introduces a fast, linear-time method for creating sparse approximations of kernel means, improving scalability in machine learning tasks like distribution embedding, class estimation, and clustering.

Contribution

It presents a novel incoherence-based bound and a $k$-center problem solution for efficient sparse kernel mean approximation with automatic sparsity selection.

Findings

Achieves linear time construction of sparse kernel means

Demonstrates computational gains in distribution embedding, class estimation, and clustering

Provides an automatic scheme for selecting sparsity level

Abstract

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.