Approximation of Eigenfunctions in Kernel-based Spaces

Kernel-based methods in Numerical Analysis have the advantage of yielding optimal recovery processes in the "native" Hilbert space \calh in which they are reproducing. Continuous kernels on compact domains have an expansion into eigenfunctions that are both $L_2$-orthonormal and orthogonal in \calh (Mercer expansion). This paper examines the corresponding eigenspaces and proves that they have optimality properties among all other subspaces of \calh. These results have strong connections to $n$-widths in Approximation Theory, and they establish that errors of optimal approximations are closely related to the decay of the eigenvalues. Though the eigenspaces and eigenvalues are not readily available, they can be well approximated using the standard $n$-dimensional subspaces spanned by translates of the kernel with respect to $n$ nodes or centers. We give error bounds for the numerical approximation of the eigensystem via such subspaces. A series of examples shows that our numerical technique via a greedy point selection strategy allows to calculate the eigensystems with good accuracy

Approximation Theory XV: San Antonio 2016

These proceedings are based on papers presented at the international conference Approximation Theory XV, which was held May 22\u201325, 2016 in San Antonio, Texas. The conference was the fifteenth in a series of meetings in Approximation Theory held at various locations in the United States, and was attended by 146 participants. The book contains longer survey papers by some of the invited speakers covering topics such as compressive sensing, isogeometric analysis, and scaling limits of polynomials and entire functions of exponential type. The book also includes papers on a variety of current topics in Approximation Theory drawn from areas such as advances in kernel approximation with applications, approximation theory and algebraic geometry, multivariate splines for applications, practical function approximation, approximation of PDEs, wavelets and framelets with applications, approximation theory in signal processing, compressive sensing, rational interpolation, spline approximation in isogeometric analysis, approximation of fractional differential equations, numerical integration formulas, and trigonometric polynomial approximation

Kernel Methods for Surrogate Modeling

This chapter deals with kernel methods as a special class of techniques for surrogate modeling. Kernel methods have proven to be efficient in machine learning, pattern recognition and signal analysis due to their flexibility, excellent experimental performance and elegant functional analytic background. These data-based techniques provide so called kernel expansions, i.e., linear combinations of kernel functions which are generated from given input-output point samples that may be arbitrarily scattered. In particular, these techniques are meshless, do not require or depend on a grid, hence are less prone to the curse of dimensionality, even for high-dimensional problems. In contrast to projection-based model reduction, we do not necessarily assume a high-dimensional model, but a general function that models input-output behavior within some simulation context. This could be some micro-model in a multiscale-simulation, some submodel in a coupled system, some initialization function for solvers, coefficient function in PDEs, etc. First, kernel surrogates can be useful if the input-output function is expensive to evaluate, e.g. is a result of a finite element simulation. Here, acceleration can be obtained by sparse kernel expansions. Second, if a function is available only via measurements or a few function evaluation samples, kernel approximation techniques can provide function surrogates that allow global evaluation. We present some important kernel approximation techniques, which are kernel interpolation, greedy kernel approximation and support vector regression. Pseudo-code is provided for ease of reproducibility. In order to illustrate the main features, commonalities and differences, we compare these techniques on a real-world application. The experiments clearly indicate the enormous acceleration potentia

RBF approximation of large datasets by partition of unity and local stabilization

We present an algorithm to approximate large dataset by Radial Basis Function (RBF) techniques. The method couples a fast domain decomposition procedure with a localized stabilization method. The resulting algorithm can efficiently deal with large problems and it is robust with respect to the typical instability of kernel methods

Analysis of target data-dependent greedy kernel algorithms: Convergence rates for ff-, f⋅Pf \cdot P- and f/Pf/P-greedy

Data-dependent greedy algorithms in kernel spaces are known to provide fast converging interpolants, while being extremely easy to implement and efficient to run. Despite this experimental evidence, no detailed theory has yet been presented. This situation is unsatisfactory especially when compared to the case of the data-independent $P$-greedy algorithm, for which optimal convergence rates are available, despite its performances being usually inferior to the ones of target data-dependent algorithms. In this work we fill this gap by first defining a new scale of greedy algorithms for interpolation that comprises all the existing ones in a unique analysis, where the degree of dependency of the selection criterion on the functional data is quantified by a real parameter. We then prove new convergence rates where this degree is taken into account and we show that, possibly up to a logarithmic factor, target data-dependent selection strategies provide faster convergence. In particular, for the first time we obtain convergence rates for target data adaptive interpolation that are faster than the ones given by uniform points, without the need of any special assumption on the target function. The rates are confirmed by a number of examples. These results are made possible by a new analysis of greedy algorithms in general Hilbert spaces

Kernel-Based Models for Influence Maximization on Graphs based on Gaussian Process Variance Minimization

The inference of novel knowledge, the discovery of hidden patterns, and the uncovering of insights from large amounts of data from a multitude of sources make Data Science (DS) to an art rather than just a mere scientific discipline. The study and design of mathematical models able to analyze information represents a central research topic in DS. In this work, we introduce and investigate a novel model for influence maximization (IM) on graphs using ideas from kernel-based approximation, Gaussian process regression, and the minimization of a corresponding variance term. Data-driven approaches can be applied to determine proper kernels for this IM model and machine learning methodologies are adopted to tune the model parameters. Compared to stochastic models in this field that rely on costly Monte-Carlo simulations, our model allows for a simple and cost-efficient update strategy to compute optimal influencing nodes on a graph. In several numerical experiments, we show the properties and benefits of this new model