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Distributed Nystr\"{o}m Kernel Learning with Communications
Rong Yin · Weiping Wang · Dan Meng
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 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 time and memory with relaxing the restriction on in expectation, where 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.
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