Nyström Method

The theoretical elegance of Support Vector Machines (SVMs), grounded in statistical learning theory, establishes them as a reference for robust classification. However, in the era of Big Data, classical SVMs face two major bottlenecks: the prohibitive cubic complexity $\mathcal{O}(N^3)$ of training and the rigidity of static kernels. Traditional methodologies treat kernel selection as a discrete, "brute-force" GridSearch problem, effectively decoupling the learning of data representation from the optimization of the decision boundary. This paper proposes a paradigm shift with a so-called "Revisited SVM", a unified framework that recasts the learning process as a continuous %bi-level joint optimization problem. We derive a novel objective function $J(α, θ)$ that allows for the simultaneous optimization of dual Lagrange multipliers and kernel hyper-parameters. To solve this challenging non-convex problem efficiently, we introduce a hybrid Block Coordinate Ascent (BCA) algorithm, tightly integrated with Nyström-based low-rank approximation, which drastically reduces computational complexity to $\mathcal{O}(Nm)$. Extensive experiments conducted across four heterogeneous domains (Bioinformatics, Finance, Cybersecurity, and Computer Vision) demonstrate that our approach not only matches but often exceeds exhaustive GridSearch accuracy, while delivering training speedups of up to 100x. Notably, on the complex NSL-KDD intrusion detection dataset, our adaptive kernel approach achieves 96.25% accuracy compared to a mere 50% for standard baselines, proving its unique ability to model complex non-linear manifolds in high-dimensional spaces. We validate our results using rigorous statistical tests and provide a theoretical convergence analysis of the proposed algorithm.

Kernel Ridge Regression (KRR) is a theoretically sound algorithm for nonparametric learning, which is also often used to investigate properties of deep learning. However, the exact KRR formulation incurs time and memory costs preventing applicability to large datasets, motivating the development of approximate solvers. These algorithms rely on (i) iterative methods, to avoid the computational burden of direct solutions; (ii) sketching or batching, to reduce the problem size; and (iii) preconditioning, to accelerate convergence. While crucial for fast convergence, preconditioning incurs memory costs that can be managed by lowering the number of free parameters of the model, potentially at the expense of expressivity and hence accuracy. To address this challenge, we propose BLOKS, a Conjugate Gradient-based solver for Nyström-sketched KRR built around a novel preconditioner that combines a block Jacobi approximation with sketching. The BLOKS preconditioner has memory cost independent of both the dataset size and the number of parameters, allowing scaling to large models. We provide a memory-efficient, GPU-accelerated implementation and show that BLOKS achieves excellent accuracy while retaining favorable time/memory complexity. Indeed, on standard large-scale datasets used to benchmark kernel solvers, BLOKS achieves comparable or better performances than state-of-the-art methods.

Training large language models (LLMs) entails a fundamental trade-off: memory-efficient optimizers such as Adam discard cross-parameter curvature, whereas full-curvature methods such as SOAP can accelerate convergence at prohibitive memory costs. We introduce Clean, a memory-efficient and full-curvature optimizer designed to resolve this bottleneck. Clean leverages the randomized Nystrom method to accurately approximate the left and right preconditioners in SOAP, and to reduce the optimizer's memory complexity from quadratic to linear in terms of model dimensions. We subsequently reintegrate the off-subspace components to capture curvature information beyond the low-rank approximation, preserving rich curvature at minimal memory cost. We further propose Q-Clean, a low-precision variant that aggressively compresses optimizer states. Q-Clean reduces optimizer memory consumption by over 50% compared to Muon when pre-training a LLaMA-1.3B architecture, all while maintaining strong and competitive predictive performance. Notably, Clean operates with a smaller optimizer-state footprint than standard AdamW while reaching AdamW's final performance 26% faster in wall-clock time. Furthermore, our methods uniquely enable the pre-training of a 13B-parameter model on a single 80GB GPU, providing a scalable, efficient, and accessible approach to large-scale model optimization.

Hyperdimensional computing (HDC) is an approach from the cognitive science literature for solving information processing tasks using data represented as high-dimensional random vectors. The technique has a rigorous mathematical backing, and is easy to implement in energy-efficient and highly parallel hardware like FPGAs and "processing-in-memory" architectures. The effectiveness of HDC in machine learning largely depends on how raw data is mapped to high-dimensional space. In this work, we propose NysHD, a new method for constructing this mapping that is based on the Nyström method from the literature on kernel approximation. Our approach provides a simple recipe to turn any user-defined positive-semidefinite similarity function into an equivalent mapping in HDC. There is a vast literature on the design of such functions for learning problems. Our approach provides a mechanism to import them into the HDC setting, expanding the types of problems that can be tackled using HDC. Empirical evaluation against existing HDC encoding methods shows that NysHD can achieve, on average, 11% and 17% better classification accuracy on graph and string datasets respectively.

This paper investigates convergence properties of regularized Nyström subsampling applied to the unsupervised domain adaptation problem under covariate shift. We focus on the low-smoothness (misspecified) case where the target function lies outside the reproducing kernel Hilbert space. By combining Tikhonov regularization with Nyström projection onto a subsampled subspace, we obtain upper bounds on the excess risk that hold with high probability and are expressed in terms of the source condition, the effective dimension, and the sample sizes. We further extend the analysis to the setting where the Radon-Nikodym derivative between the target and source marginal distributions is unknown and must be approximated, and we identify the minimal additional sample sizes required to maintain the same convergence rate as in the oracle case.

Two recent results have reshaped quantum Gaussian processes (QGPs). On the one hand, \citet{lowe2025assessing} rule out the exponential speedups claimed by HHL-based QGP regression in the typical, well-conditioned regime; on the other, an independent line of work shows that highly expressive quantum kernels suffer posterior pathologies that break Bayesian optimization. We show that these seemingly unrelated phenomena are governed by the same quantity: the normalized spectral entropy $S(K)/\log n$ of the kernel Gram matrix. We prove a Cauchy--Schwarz tail bound on Nyström approximation error, a finite-sample variance-contraction identity in terms of Bach's degrees of freedom $d_σ(K)$, and a characterization of the target-dependent optimal entropy via the intrinsic dimension of the target in the kernel eigenbasis. Empirically, the diagnostic is kernel-agnostic: hardware-efficient, matchgate, IQP and RBF/Matérn/RFF/deep-kernel families all collapse onto identical $S/\log n$ curves on dequantization, ECE, and variance-contraction panels. The NLL sweet spot lives at high entropy for smooth targets and at low entropy for band-limited quantum-data targets. The diagnostic transfers from simulator to IBM Heron hardware with median absolute error $3.2\%$ and mean $5.2\%$ in $S/\log n$ across $24$ configurations at $n_q = 4$, with matchgate and IQP within $5\%$ mean and a single HE configuration returning a $30\%$ outlier that drops to $0.5\%$ on rerun (attributed to calibration drift); the same diagnostic transfers to a second Heron backend (mean error $2.7\%$) and to a $n_q = 6$ scale-up on the original backend (mean error $1.7\%$). No error mitigation is applied throughout.

Kernel Stein discrepancy (KSD) is among the most popular goodness-of-fit (GoF) measures on general domains with a large number of successful deployments. One of the main applications of KSD is in constructing powerful GoF tests. However, tests relying on the classical U-/V-statistic-based KSD estimators have two major drawbacks. (i) Their runtime scales quadratically in the number of samples. (ii) Their asymptotic null distribution is computationally intractable in most cases, typically handled by bootstrapping. While it is known that the Nyström method permits accelerating KSD estimation with no loss of statistical accuracy under mild conditions, to the best of our knowledge, the fundamental question of its impact on bootstrap-based GoF testing is open; resolving this question is the focus of the current paper. In particular, we prove that the key properties of the quadratic-time bootstrapped KSD-based GoF test (asymptotic level and local consistency) are preserved by its Nyström acceleration. We numerically demonstrate the efficiency of the accelerated KSD estimator and bootstrap in the context of GoF testing of spherical and functional data. Our numerical results show that the Nyström-accelerated method performs statistically on-par with the quadratic-time approach, while requiring substantially smaller runtime.

Exploratory analysis of high-dimensional data rarely stops at a single embedding. In practice, analysts rerun dimensionality reduction after changing preprocessing, subsets, or hyperparameters, and standard nonlinear methods can quickly become the bottleneck. We introduce FastUMAP (Bipartite Manifold Approximation and Projection), a landmark-based method designed for this repeated-use setting. FastUMAP builds a sparse point-landmark fuzzy graph, computes a Nystrom spectral warm start from the induced landmark affinity, and then refines all sample coordinates with a UMAP-style objective on the bipartite graph. The landmark ratio r = m/n provides a direct way to trade runtime against fidelity. On 9 benchmark datasets spanning 178 to 70,000 samples, FastUMAP has the lowest runtime on 7 datasets in our reported default-implementation comparison on one workstation. On MNIST and Fashion-MNIST (n=70000), it runs in about 4.6 seconds, compared with about 73--75 seconds for Barnes--Hut t-SNE, while reaching 91.4% mean kNN accuracy versus 94.6% for the strongest accuracy baseline. FastUMAP is therefore best viewed as a fast option for repeated exploratory embedding, rather than as a replacement for accuracy-first methods.

This paper studies kernelized bandits (also known as Gaussian process bandits) in an adversarial environment, where the reward functions in a known reproducing kernel Hilbert space (RKHS) may be adversarially chosen at each round. We show that the exponential-weight algorithm achieves $\tilde{O}(\sqrt{T γ_T})$ adversarial regret, where $T$ and $γ_T$ denote the number of total rounds and the maximum information gain, respectively. For squared exponential (SE) and $ν$-Matérn kernels, we also show algorithm-independent lower bounds that guarantee the optimality of our algorithm up to polylogarithmic factors. Furthermore, we present a computationally efficient variant of our algorithm using Nyström approximation while maintaining nearly optimal regret guarantees.

The power method is one of the most fundamental tools for extracting top principal components from data through low-rank matrix approximation. Yet, when the target rank is large, the cost of matrix multiplication associated with this procedure becomes a major bottleneck. We develop an algorithmic and theoretical framework for accelerating the power method using fast sketching, which is a popular paradigm in randomized linear algebra. Our framework leads to simple and provably efficient methods for singular value decomposition, low-rank factorization, and Nyström approximation, which attain strong numerical performance on benchmark problems. The key novelty in our analysis is the use of regularized spectral approximation, a property of fast sketching methods which proves more flexible in generalizing power method guarantees than traditional arguments.

One of the major limits of kernel ridge regression (KRR) is that storing and manipulating the kernel matrix K_n for n samples requires O(n^2) space, which rapidly becomes unfeasible for large n. Nystrom approximations reduce the space complexity to O(nm) by sampling m columns from K_n. Uniform sampling preserves KRR accuracy (up to epsilon) only when m is proportional to the maximum degree of freedom of K_n, which may require O(n) columns for datasets with high coherence. Sampling columns according to their ridge leverage scores (RLS) gives accurate Nystrom approximations with m proportional to the effective dimension, but computing exact RLS also requires O(n^2) space. (Calandriello et al. 2016) propose INK-Estimate, an algorithm that processes the dataset incrementally and updates RLS, effective dimension, and Nystrom approximations on-the-fly. Its space complexity scales with the effective dimension but introduces a dependency on the largest eigenvalue of K_n, which in the worst case is O(n). In this paper we introduce SQUEAK, a new algorithm that builds on INK-Estimate but uses unnormalized RLS. As a consequence, the algorithm is simpler, does not need to estimate the effective dimension for normalization, and achieves a space complexity that is only a constant factor worse than exact RLS sampling.

The quadratic complexity of softmax attention presents a major obstacle for scaling Transformers to high-resolution vision tasks. Existing linear attention variants often replace the softmax with Gaussian kernels to reduce complexity, but such approximations lack theoretical grounding and tend to oversuppress mid-range token interactions. We propose LaplacianFormer, a Transformer variant that employs a Laplacian kernel as a principled alternative to softmax, motivated by empirical observations and theoretical analysis. To address expressiveness degradation under low-rank approximations, we introduce a provably injective feature map that retains fine-grained token information. For efficient computation, we adopt a Nyström approximation of the kernel matrix and solve the resulting system using Newton--Schulz iteration, avoiding costly matrix inversion and SVD. We further develop custom CUDA implementations for both the kernel and solver, enabling high-throughput forward and backward passes suitable for edge deployment. Experiments on ImageNet show that LaplacianFormer achieves strong performance-efficiency trade-offs while improving attention expressiveness.

Large-scale kernel ridge regression (KRR) is limited by the need to store a large kernel matrix K_t. To avoid storing the entire matrix K_t, Nystrom methods subsample a subset of columns of the kernel matrix, and efficiently find an approximate KRR solution on the reconstructed matrix. The chosen subsampling distribution in turn affects the statistical and computational tradeoffs. For KRR problems, recent works show that a sampling distribution proportional to the ridge leverage scores (RLSs) provides strong reconstruction guarantees for the approximation. While exact RLSs are as difficult to compute as a KRR solution, we may be able to approximate them well enough. In this paper, we study KRR problems in a sequential setting and introduce the INK-ESTIMATE algorithm, that incrementally computes the RLSs estimates. INK-ESTIMATE maintains a small sketch of K_t, that at each step is used to compute an intermediate estimate of the RLSs. First, our sketch update does not require access to previously seen columns, and therefore a single pass over the kernel matrix is sufficient. Second, the algorithm requires a fixed, small space budget to run dependent only on the effective dimension of the kernel matrix. Finally, our sketch provides strong approximation guarantees on the distance between the true kernel matrix and its approximation, and on the statistical risk of the approximate KRR solution at any time, because all our guarantees hold at any intermediate step.

Learning from structured multi-way data, represented as higher-order tensors, requires capturing complex interactions across tensor modes while remaining computationally efficient. We introduce Uncertainty-driven Kernel Tensor Learning (UKTL), a novel kernel framework for $M$-mode tensors that compares mode-wise subspaces derived from tensor unfoldings, enabling expressive and robust similarity measure. To handle large-scale tensor data, we propose a scalable Nyström kernel linearization with dynamically learned pivot tensors obtained via soft $k$-means clustering. A key innovation of UKTL is its uncertainty-aware subspace weighting, which adaptively down-weights unreliable mode components based on estimated confidence, improving robustness and interpretability in comparisons between input and pivot tensors. Our framework is fully end-to-end trainable and naturally incorporates both multi-way and multi-mode interactions through structured kernel compositions. Extensive evaluations on action recognition benchmarks (NTU-60, NTU-120, Kinetics-Skeleton) show that UKTL achieves state-of-the-art performance, superior generalization, and meaningful mode-wise insights. This work establishes a principled, scalable, and interpretable kernel learning paradigm for structured multi-way and multi-modal tensor sequences.

In this work, we study scaling limits of shallow Bayesian neural networks (BNNs) via their connection to Gaussian processes (GPs), with an emphasis on statistical modeling, identifiability, and scalable inference. We first establish a general convergence result from BNNs to GPs by relaxing assumptions used in prior formulations, and we compare alternative parameterizations of the limiting GP model. Building on this theory, we propose a new covariance function defined as a convex mixture of components induced by four widely used activation functions, and we characterize key properties including positive definiteness and both strict and practical identifiability under different input designs. For computation, we develop a scalable maximum a posterior (MAP) training and prediction procedure using a Nyström approximation, and we show how the Nyström rank and anchor selection control the cost-accuracy trade-off. Experiments on controlled simulations and real-world tabular datasets demonstrate stable hyperparameter estimates and competitive predictive performance at realistic computational cost.