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Super-Samples from Kernel Herding
Proceedings of the 26th Conference on Uncertainty in Artificial Intelligence, PMLR R8:117-124, 2010.
Abstract
We extend the herding algorithm to continuous spaces by using the kernel trick. The resulting “kernel herding” algorithm is an infinite mem- ory deterministic process that learns to approx- imate a PDF with a collection of samples. We show that kernel herding decreases the error of expectations of functions in the Hilbert space at a rate O(1/T ) which is much faster than the usual O(1/ $\sqrt{}$ T) for iid random samples. We illustrate kernel herding by approximating Bayesian pre- dictive distributions.