We study the construction of coresets for kernel density estimates. That is we show how to approximate the kernel density estimate described by a large point set with another kernel density estimate with a much smaller point set. For characteristic kernels (including Gaussian and Laplace kernels), our approximation preserves the $L_infty$ error between kernel density estimates within error $epsilon$, with coreset size $2/epsilon^2$, but no other aspects of the data, including the dimension, the diameter of the point set, or the bandwidth of the kernel common to other approximations. When the dimension is unrestricted, we show this bound is tight for these kernels as well as a much broader set. This work provides a careful analysis of the iterative Frank-Wolfe algorithm adapted to this context, an algorithm called emph{kernel herding}. This analysis unites a broad line of work that spans statistics, machine learning, and geometry. When the dimension $d$ is constant, we demonstrate much tighter bounds on the size of the coreset specifically for Gaussian kernels, showing that it is bounded by the size of the coreset for axis-aligned rectangles. Currently the best known constructive bound is $O(frac{1}{epsilon} log^d frac{1}{epsilon})$, and non-constructively, this can be improved by $sqrt{log frac{1}{epsilon}}$. This improves the best constant dimension bounds polynomially for $d geq 3$.
We construct near-optimal coresets for kernel density estimates for points in $mathbb{R}^d$ when the kernel is positive definite. Specifically we show a polynomial time construction for a coreset of size $O(sqrt{d}/varepsiloncdot sqrt{log 1/varepsilon} )$, and we show a near-matching lower bound of size $Omega(min{sqrt{d}/varepsilon, 1/varepsilon^2})$. When $dgeq 1/varepsilon^2$, it is known that the size of coreset can be $O(1/varepsilon^2)$. The upper bound is a polynomial-in-$(1/varepsilon)$ improvement when $d in [3,1/varepsilon^2)$ and the lower bound is the first known lower bound to depend on $d$ for this problem. Moreover, the upper bound restriction that the kernel is positive definite is significant in that it applies to a wide-variety of kernels, specifically those most important for machine learning. This includes kernels for information distances and the sinc kernel which can be negative.
Generative models dealing with modeling a~joint data distribution are generally either autoencoder or GAN based. Both have their pros and cons, generating blurry images or being unstable in training or prone to mode collapse phenomenon, respectively. The objective of this paper is to construct a~model situated between above architectures, one that does not inherit their main weaknesses. The proposed LCW generator (Latent Cramer-Wold generator) resembles a classical GAN in transforming Gaussian noise into data space. What is of utmost importance, instead of a~discriminator, LCW generator uses kernel distance. No adversarial training is utilized, hence the name generator. It is trained in two phases. First, an autoencoder based architecture, using kernel measures, is built to model a manifold of data. We propose a Latent Trick mapping a Gaussian to latent in order to get the final model. This results in very competitive FID values.
Learning a kernel matrix from relative comparison human feedback is an important problem with applications in collaborative filtering, object retrieval, and search. For learning a kernel over a large number of objects, existing methods face significant scalability issues inhibiting the application of these methods to settings where a kernel is learned in an online and timely fashion. In this paper we propose a novel framework called Efficient online Relative comparison Kernel LEarning (ERKLE), for efficiently learning the similarity of a large set of objects in an online manner. We learn a kernel from relative comparisons via stochastic gradient descent, one query response at a time, by taking advantage of the sparse and low-rank properties of the gradient to efficiently restrict the kernel to lie in the space of positive semidefinite matrices. In addition, we derive a passive-aggressive online update for minimally satisfying new relative comparisons as to not disrupt the influence of previously obtained comparisons. Experimentally, we demonstrate a considerable improvement in speed while obtaining improved or comparable accuracy compared to current methods in the online learning setting.
In this work we consider the problem of learning a positive semidefinite kernel matrix from relative comparisons of the form: object A is more similar to object B than it is to C, where comparisons are given by humans. Existing solutions to this problem assume many comparisons are provided to learn a high quality kernel. However, this can be considered unrealistic for many real-world tasks since relative assessments require human input, which is often costly or difficult to obtain. Because of this, only a limited number of these comparisons may be provided. In this work, we explore methods for aiding the process of learning a kernel with the help of auxiliary kernels built from more easily extractable information regarding the relationships among objects. We propose a new kernel learning approach in which the target kernel is defined as a conic combination of auxiliary kernels and a kernel whose elements are learned directly. We formulate a convex optimization to solve for this target kernel that adds only minor overhead to methods that use no auxiliary information. Empirical results show that in the presence of few training relative comparisons, our method can learn kernels that generalize to more out-of-sample comparisons than methods that do not utilize auxiliary information, as well as similar methods that learn metrics over objects.