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Optimal Coreset for Gaussian Kernel Density Estimation

Author Wai Ming Tai

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Wai Ming Tai
  • University of Chicago, IL, USA

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Wai Ming Tai. Optimal Coreset for Gaussian Kernel Density Estimation. In 38th International Symposium on Computational Geometry (SoCG 2022). Leibniz International Proceedings in Informatics (LIPIcs), Volume 224, pp. 63:1-63:15, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2022) https://doi.org/10.4230/LIPIcs.SoCG.2022.63

Abstract

Given a point set P ⊂ ℝ^d, the kernel density estimate of P is defined as 
𝒢-_P(x) = 1/|P| ∑_{p ∈ P}e^{-∥x-p∥²}
for any x ∈ ℝ^d. We study how to construct a small subset Q of P such that the kernel density estimate of P is approximated by the kernel density estimate of Q. This subset Q is called a coreset. The main technique in this work is constructing a ± 1 coloring on the point set P by discrepancy theory and we leverage Banaszczyk’s Theorem. When d > 1 is a constant, our construction gives a coreset of size O(1/ε) as opposed to the best-known result of O(1/ε √{log 1/ε}). It is the first result to give a breakthrough on the barrier of √log factor even when d = 2.

Subject Classification

ACM Subject Classification
  • Theory of computation → Design and analysis of algorithms
Keywords
  • Discrepancy Theory
  • Kernel Density Estimation
  • Coreset

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