Software

EigenPro

GPU-enabled fast and scalable solver for training kernel machines

EigenPro [1-4] is a GPU-enabled fast and scalable solver for training kernel machines. It applies a projected stochastic gradient method with dual preconditioning to enable major speed-ups. It is currently based on a PyTorch backend.

Highlights

Fast: EigenPro is the fastest kernel method at large scale.
Plug-and-play: Our method learns a quality model with little hyper-parameter tuning in most cases.
Scalable: The training time of one epoch is nearly linear in both model size and data size. This is the first kernel method that achieves such scalability without any compromise on testing performance.

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