Kernel matching pursuit for large datasets

  • Authors:
  • Vlad Popovici;Samy Bengio;Jean-Philippe Thiran

  • Affiliations:
  • Ecole Polytechnique Fédérale de Lausanne (EPFL), Signal Processing Institute, CH-1015 Lausanne, Switzerland;IDIAP Research Institute, CP 592 rue du Simplon 4, CH-1920 Martigny, Switzerland;Ecole Polytechnique Fédérale de Lausanne (EPFL), Signal Processing Institute, CH-1015 Lausanne, Switzerland

  • Venue:
  • Pattern Recognition
  • Year:
  • 2005

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Abstract

Kernel matching pursuit is a greedy algorithm for building an approximation of a discriminant function as a linear combination of some basis functions selected from a kernel-induced dictionary. Here we propose a modification of the kernel matching pursuit algorithm that aims at making the method practical for large datasets. Starting from an approximating algorithm, the weak greedy algorithm, we introduce a stochastic method for reducing the search space at each iteration. Then we study the implications of using an approximate algorithm and we show how one can control the trade-off between the accuracy and the need for resources. Finally, we present some experiments performed on a large dataset that support our approach and illustrate its applicability.