Kernel Matching Pursuit for Large Datasets. Popovici, V., Bengio, S., & Thiran, J. Pattern Recognition, 38(12):2385–2390, 2005.
Kernel Matching Pursuit for Large Datasets [link]Paper  abstract   bibtex   
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 aim s 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.
@article{popovici:2005:pr,
  author = {V. Popovici and S. Bengio and J.-P. Thiran},
  title = {Kernel Matching Pursuit for Large Datasets},
  journal = {Pattern Recognition},
  volume = 38,
  number = 12,
  pages = {2385--2390},
  year = 2005,
  url = {publications/ps/popovici_2005_pr.ps.gz},
  pdf = {publications/pdf/popovici_2005_pr.pdf},
  djvu = {publications/djvu/popovici_2005_pr.djvu},
  original= {2005/matching_pursuit_pr},
  topics = {kernel},
  web = {http://dx.doi.org/10.1016/j.patcog.2005.01.021},
  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 aim s 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.},
  categorie = {A},
}

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