An adaptive factorized Nyström preconditioner for regularized kernel matrices

DOI10.1137/23M1565139zbMATH Open1543.65033MaRDI QIDQ6575352FDOQ6575352

Authors: Shifan Zhao, Tianshi Xu, Hua Huang, Edmond Chow, Yuanzhe Xi 

Publication date: 19 July 2024

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

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zbMATH Keywords

Gaussian process regressionpreconditioningkernel matricesfarthest point samplingsparse approximate inverseNyström approximation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Preconditioners for iterative methods (65F08) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

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Cited In (1)

• Fast and Accurate Gaussian Kernel Ridge Regression Using Matrix Decompositions for Preconditioning

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