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math.NA2025
Numerical Stability of the Nyström Method
Alberto Bucci, Yuji Nakatsukasa, Taejun Park
The Nyström method is a widely used technique for improving the scalability of kernel-based algorithms, including kernel ridge regression, spectral clustering, and Gaussian process…
math.NA2025
IterativeCUR: Large Rank-Adaptive Approximation From a Small Recycled Sketch
Nathaniel Pritchard, Taejun Park, Yuji Nakatsukasa +1
The computation of accurate low-rank matrix approximations is central to improving the scalability of various techniques in machine learning, uncertainty quantification, and contro…