Practical Coreset Constructions for Machine Learning

Understand

We investigate coresets - succinct, small summaries of large data sets - so that solutions found on the summary are provably competitive with solution found on the full data set.

• We provide an overview over the state-of-the-art in coreset construction for machine learning.
• In Section 2, we present both the intuition behind and a theoretically sound framework to construct coresets for general problems and apply it to $k$-means clustering.
• In Section 3 we summarize existing coreset construction algorithms for a variety of machine learning problems such as maximum likelihood estimation of mixture models, Bayesian non-parametric models, principal component analysis, regression and general empirical risk minimization.