GPUML: Graphical processors for speeding up kernel machines

Algorithms based on kernel methods play a central role in statistical machine learning. At their core are a number of linear algebra operations on matrices of kernel functions which take as arguments the training and testing data. These range from the simple matrix-vector product, to more complex matrix decompositions, and iterative formulations of these. Often the algorithms scale quadratically or cubically, both in memory and operational complexity, and as data sizes increase, kernel methods scale poorly. We use parallelized approaches on a multi-core graphical processor (GPU) to partially address this lack of scalability. GPUs are used to scale three different classes of problems, a simple kernelmatrix-vector product, iterative solution of linear systems of kernel function and QR and Cholesky decomposition of kernel matrices. Application of these accelerated approaches in scaling several kernel based learning approaches are shown, and in each case substantial speedups are obtained. The core software is released as an open source package, GPUML.