FALKON: An Optimal Large Scale Kernel Method
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Abstract (arXiv)
Kernel methods provide a principled way to perform non linear, nonparametric learning. They rely on solid functional analytic foundations and enjoy optimal statistical properties. However, at least in their basic form, they have limited applicability in large scale scenarios because of stringent computational requirements in terms of time and especially memory. In this paper, we take a substantial step in scaling up kernel methods, proposing FALKON, a novel algorithm that allows to efficiently process millions of points. FALKON is derived combining several algorithmic principles, namely stochastic subsampling, iterative solvers and preconditioning. Our theoretical analysis shows that optimal statistical accuracy is achieved requiring essentially O(n) memory and O(n√n) time. An extensive experimental analysis on large scale datasets shows that, even with a single machine, FALKON outperforms previous state of the art solutions, which exploit parallel/distributed architectures.
Key facts. Cited by 84 papers in the map (data through 14 Oct 2026). First posted on arXiv 31 May 2017.
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Citing papers per year: 2021: 18; 2022: 18; 2023: 13; 2024: 16; 2025: 10; 2026: 9.
84 papers.
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- 2023Reinforcement Learning with Function Approximation: From Linear to Nonlinear20 Feb 2023
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- 2024Challenges in Training PINNs: A Loss Landscape Perspectivecited by 113
- 2021Neural Fields as Learnable Kernels for 3D Reconstructioncited by 58
- 2022Unbalanced Optimal Transport, from Theory to Numericscited by 46
- 2021Conditional Distributional Treatment Effect with Kernel Conditional Mean Embeddings and U-Statistic Regressioncited by 40
- 2022Randomly pivoted Cholesky: Practical approximation of a kernel matrix with few entry evaluationscited by 32
- 2022A Fast, Well-Founded Approximation to the Empirical Neural Tangent Kernelcited by 30
- 2022Making Look-Ahead Active Learning Strategies Feasible with Neural Tangent Kernelscited by 25
- 2021An Extensible Benchmark Suite for Learning to Simulate Physical Systemscited by 24
- 2021A Witness Two-Sample Testcited by 23
- 2021Interpolating Classifiers Make Few Mistakescited by 22
- 2022Learning new physics efficiently with nonparametric methodscited by 21
- 2021Connections and Equivalences between the Nystr"om Method and Sparse Variational Gaussian Processescited by 17
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- 2026BLOKS: Scaling Kernel Solvers with Sketched Block Preconditioning9 Oct 2026
- 2026GPU-Enabled Large-Scale Optimization Using Randomized Linear Algebra8 Sep 2026
- 2026Adaptive Regularization for Random Features: A Neighboring Early-Stopping Rule with Oracle-Rate Guarantees26 Aug 2026
- 2026GNet: A scalable and flexible Gaussian process network with nonparametric neurons12 Jul 2026
- 2026Extrapolating from Regularised Solutions for Solving Ill-Conditioned Linear Systems in Machine Learning29 Jun 2026
- 2026Scalable Pairwise Kernel Learning with Stochastic Vec Trick15 Jun 2026
- 2026Smooth Multi-Policy Causal Effect Estimation in Longitudinal Settings14 May 2026
- 2026Unbiased Approximate Vector-Jacobian Products for Efficient Backpropagation16 Feb 2026
- 2025On the Generalization Properties of Learning the Random Feature Models with Learnable Activation Functions17 Oct 2025
- 2025Interpretable Self-Supervised Learning via Representer Landmarks and Nystr"om Approximation29 Sep 2025
- 2025Learning functions, operators and dynamical systems with kernels22 Sep 2025
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