Revisiting Thinning Methods for Kernel Learning Problems

Kernel methods are widely used because of their strong theoretical guarantees and empirical performance. However, their high computational cost limits their applicability to large-scale datasets. To address this shortcoming, several approaches use Maximum Mean Discrepancy to construct representative subsets that preserve the properties of the full dataset in a Reproducing Kernel Hilbert Space. We introduce Backward Kernel Herding, an algorithm that addresses this problem by iteratively removing points from the dataset, achieving results comparable to current state-of-the-art approaches while accelerating the subsampling process in realistic scenarios where the reduced size is less than half of the dataset. Moreover, we overcome a limitation of Kernel Thinning by proposing an extension that enables the construction of subsets of arbitrary size rather that restricting to successive halvings. Finally, we conduct an extensive experimental comparison focusing on the most relevant kernel learning procedures: Gaussian Processes and Kernel Support Vector Machines. The results show that Backward Kernel Herding consistently achieves competitive performance with the most favorable training-time efficiency, while the proposed Flexible Kernel Thinning frequently achieves the best predictive performance. These gains become especially pronounced for moderate compression ratios, highlighting the benefits of incorporating supervised information into the thinning process. In terms of memory consumption, Flexible Kernel Thinning is also competitive, whereas Backward Kernel Herding remains an alternative when computational efficiency is the primary objective. Overall, no single method dominates across all scenarios, underscoring the importance of selecting the reduction strategy according to the desired trade-off between predictive performance, training cost, and memory requirements.