This issue is to keep track of the goals to implement fast kernel matrix methods. In particular, - [] [SKI](https://arxiv.org/abs/1802.08903) - [] Nystrom method - [] [GRIEF](https://arxiv.org/pdf/1807.02125.pdf) - [] [Fast Food + Random Kitchen Sinks](http://www.argmin.net/2017/12/05/kitchen-sinks/) - [] [Hierarchical matrix factorization](https://arxiv.org/abs/1403.6015)