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Learning in Feature Spaces via Coupled Covariances: Asymmetric Kernel SVD and Nyström method

ICML 2024 · Learning theory and algorithms › Kernels and regression theory · approach: Kernel regression under shift · 0 citations (OpenAlex)

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Proposes a coupled covariance eigenproblem (CCE) that yields asymmetric kernel SVD (KSVD) with infinite-dimensional feature maps, plus an asymmetric Nyström method for speeding it up, evaluated on directed graphs, biclustering, and UCI tasks.

Problem

Existing asymmetric kernel SVD (KSVD) formulations only handle finite-dimensional feature maps, have unbounded variational objectives, and lack empirical evaluation; the Nyström method is also not formalized for asymmetric kernels.

Approach

Define a coupled covariance eigenproblem over two covariance operators in a shared feature space; its solution reduces to the SVD of an asymmetric kernel matrix, enabling infinite-dimensional maps. Derive an asymmetric Nyström approximation from the integral equations of adjoint singular functions.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use KSVD instead of the strongest listed baselineDirected-graph node classification · Cora, Citeseer, TwitchPT, and BlogCatalogMicro-F1: 0.787 -> 0.792; 0.675 -> 0.678; 0.694 -> 0.712; 0.687 -> 0.710Helped
Use KSVD instead of DiGAEDirected-graph node classification · PubmedMicro-F1: 0.781 -> 0.773Hurt
Use KSVD instead of the strongest listed baselineDocument clustering · ACM, DBLP, Pubmed, and WikiNMI: 0.59 -> 0.68; 0.27 -> 0.28; 0.29 -> 0.33; 0.46 -> 0.48Helped
Use asymmetric Nyström instead of RSVDKSVD solver · Cora, Citeseer, and PubMedruntime (s): 0.274 -> 0.160; 0.290 -> 0.136; 4.577 -> 0.141Helped
Use KSVD instead of KPCALarge-scale real-world classification · AmazonCat-13K, Avazu, and CriteoAUROC: 0.51 -> 0.55; 0.52 -> 0.67; 0.54 -> 0.63Helped
Use KSVD instead of SVD on degree-2 polynomial features (ablation)UCI downstream tasks · Diabetes, Ionosphere, and LiverAUROC: 0.6296 -> 0.7607; 0.7292 -> 0.8374; 0.7032 -> 0.7100Helped
Use KSVD instead of SVD on degree-2 polynomial features (ablation)UCI downstream tasks · Cholesterol, Yacht, and Physicochemical-proteinRMSE: 49.0867 -> 49.1592; 15.0002 -> 14.6489; 5.9517 -> 5.4583Mixed

Surprising findings

Limitations

Experimental setup

Datasets: Cora Citeseer Pubmed TwitchPT BlogCatalog ACM DBLP Wiki UCI datasets (Diabetes, Ionosphere, Liver, Cholesterol, Yacht, Physicochemical-protein) AmazonCat-13K Avazu Criteo

Benchmarks: Cora Citeseer Pubmed TwitchPT BlogCatalog ACM DBLP Wiki UCI regression/classification AmazonCat-13K Avazu Criteo

Metrics: Micro-F1 Macro-F1 graph reconstruction l1/l2 norms NMI Coherence ACC RMSE AUROC runtime and speedup

Baselines: PCA SVD KPCA DeepWalk HOPE DiGAE NERD EBC BCOT TSVD RSVD symmetric Nyström

Builds on: KPCA asymmetric kernel SVD (LSSVM-based) symmetric Nyström method SNE kernel

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