Diversity sampling is an implicit regularization for kernel methods

20 Feb 2020Michaël FanuelJoachim SchreursJohan A. K. Suykens

Kernel methods have achieved very good performance on large scale regression and classification problems, by using the Nystr\"om method and preconditioning techniques. The Nystr\"om approximation -- based on a subset of landmarks -- gives a low rank approximation of the kernel matrix, and is known to provide a form of implicit regularization... (read more)

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