scikit-learn/scikit-learn — pull request #1410 by amueller (2012-11-25 20:51:59+00:00)
Title: WIP Nystroem kernel approxmation

Implements the Nystroem method for kernel approximation.
This method is pretty simple and basically works for all kernels.
I wanted to do this for some time now. There is a new NIPS paper that shows why this method is awesome.

Missing: Docs, tests.

Also, documentation in the example.
Here is the plot:
![nystrom method comparison](http://i.imgur.com/8TnwO.png)