Poster

Distributed Nystr\"{o}m Kernel Learning with Communications

Rong Yin · Weiping Wang · Dan Meng

Virtual

Keywords: [ Algorithms ]

[ Abstract ]
[ Slides
[ Paper ]
[ Visit Poster at Spot D3 in Virtual World ]
Wed 21 Jul 9 a.m. PDT — 11 a.m. PDT
 
Spotlight presentation: Optimization and Algorithms 3
Wed 21 Jul 6 a.m. PDT — 7 a.m. PDT

Abstract: We study the statistical performance for distributed kernel ridge regression with Nystr\"{o}m (DKRR-NY) and with Nystr\"{o}m and iterative solvers (DKRR-NY-PCG) and successfully derive the optimal learning rates, which can improve the ranges of the number of local processors $p$ to the optimal in existing state-of-art bounds. More precisely, our theoretical analysis show that DKRR-NY and DKRR-NY-PCG achieve the same learning rates as the exact KRR requiring essentially $\mathcal{O}(|D|^{1.5})$ time and $\mathcal{O}(|D|)$ memory with relaxing the restriction on $p$ in expectation, where $|D|$ is the number of data, which exhibits the average effectiveness of multiple trials. Furthermore, for showing the generalization performance in a single trial, we deduce the learning rates for DKRR-NY and DKRR-NY-PCG in probability. Finally, we propose a novel algorithm DKRR-NY-CM based on DKRR-NY, which employs a communication strategy to further improve the learning performance, whose effectiveness of communications is validated in theoretical and experimental analysis.

Chat is not available.