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Clustered Nyström Method for Large Scale Manifold Learning and Dimension Reduction

Clustered Nyström Method for Large Scale Manifold Learning and Dimension Reduction

Kernel (or similarity) matrix plays a key role in many machine learning algorithms such as kernel methods, manifold learning, and dimension reduction. However, the cost of storing and manipulating the complete kernel matrix makes it infeasible for large problems. The Nyström method is a popular sampling-based low-rank approximation scheme for …