INK-ESTIMATE incrementally estimates ridge leverage scores via a fixed-size sketch for sequential Nystrom approximation in kernel ridge regression, delivering single-pass computation and guarantees on matrix approximation error and statistical risk at any intermediate step.
Cambridge University Press
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Analysis of Nystrom method with sequential ridge leverage scores
INK-ESTIMATE incrementally estimates ridge leverage scores via a fixed-size sketch for sequential Nystrom approximation in kernel ridge regression, delivering single-pass computation and guarantees on matrix approximation error and statistical risk at any intermediate step.