核心概念
Kernel exchange algorithms (KEA) can further improve the accuracy of greedy kernel models without increasing the computational complexity.
要約
The paper introduces kernel exchange algorithms (KEA) as a method to finetune greedy kernel models obtained through either greedy insertion or greedy removal algorithms.
Key highlights:
- Greedy insertion and removal algorithms are reviewed, which provide computationally efficient but only locally optimal solutions for selecting a subset of centers from a larger base set.
- The KEA algorithm is proposed, which performs an exchange of centers by inserting a new center and removing an existing center in each step. This allows for further optimization of the kernel model without increasing the number of centers.
- Numerical experiments on low and high-dimensional function approximation tasks show that KEA can improve the accuracy of greedy kernel models by up to 86.4% (17.2% on average) compared to the original greedy models.
- The improvements are more pronounced for smoother kernel functions, as the greedy algorithms introduce larger prefactors in the error bounds, which can be reduced through the KEA optimization.
統計
The paper reports improvements in the approximation error on test sets of up to 86.4% when using the KEA algorithm compared to the original greedy kernel models.
引用
"While one might be tempted to think about a global optimization of the centers and a decoupling of centers and function values (as in unsymmetric collocation [14]), this would likely require costly gradient descent techniques while also loosing the theoretical access based on the well-known kernel representer theorem [7,25]."
"By using an initial set of greedily selected centers – obtained either via insertion or removal strategies – and a subsequent exchange steps of these centers, we are able to finetune greedy kernel models."