• Corpus ID: 231934118

Faster Kernel Matrix Algebra via Density Estimation

  title={Faster Kernel Matrix Algebra via Density Estimation},
  author={Arturs Backurs and Piotr Indyk and Cameron Musco and Tal Wagner},
We study fast algorithms for computing fundamental properties of a positive semidefinite kernel matrix K ∈ Rn×n corresponding to n points x1, . . . , xn ∈ R. In particular, we consider estimating the sum of kernel matrix entries, along with its top eigenvalue and eigenvector. We show that the sum of matrix entries can be estimated to 1 + relative error in time sublinear in n and linear in d for many popular kernels, including the Gaussian, exponential, and rational quadratic. For these kernels… 

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