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Related papers: On the Error of Random Fourier Features

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This article characterizes the exact asymptotics of random Fourier feature (RFF) regression, in the realistic setting where the number of data samples $n$, their dimension $p$, and the dimension of feature space $N$ are all large and…

Machine Learning · Statistics 2022-01-11 Zhenyu Liao , Romain Couillet , Michael W. Mahoney

Random features (RFs) are a popular technique to scale up kernel methods in machine learning, replacing exact kernel evaluations with stochastic Monte Carlo estimates. They underpin models as diverse as efficient transformers (by…

Machine Learning · Statistics 2024-10-04 Isaac Reid , Stratis Markou , Krzysztof Choromanski , Richard E. Turner , Adrian Weller

Despite their many appealing properties, kernel methods are heavily affected by the curse of dimensionality. For instance, in the case of inner product kernels in $\mathbb{R}^d$, the Reproducing Kernel Hilbert Space (RKHS) norm is often…

Machine Learning · Computer Science 2021-11-09 Michael Celentano , Theodor Misiakiewicz , Andrea Montanari

Devoted to multi-task learning and structured output learning, operator-valued kernels provide a flexible tool to build vector-valued functions in the context of Reproducing Kernel Hilbert Spaces. To scale up these methods, we extend the…

Machine Learning · Computer Science 2018-05-25 Romain Brault , Florence d'Alché-Buc , Markus Heinonen

Random binning features, introduced in the seminal paper of Rahimi and Recht (2007), are an efficient method for approximating a kernel matrix using locality sensitive hashing. Random binning features provide a very simple and efficient way…

Machine Learning · Statistics 2020-03-24 Michael Kapralov , Navid Nouri , Ilya Razenshteyn , Ameya Velingker , Amir Zandieh

We show that the error probability of reconstructing kernel matrices from Random Fourier Features for the Gaussian kernel function is at most $\mathcal{O}(R^{2/3} \exp(-D))$, where $D$ is the number of random features and $R$ is the…

Machine Learning · Computer Science 2021-11-09 Jean Honorio , Yu-Jun Li

Kernel methods provide a flexible and theoretically grounded approach to nonlinear and nonparametric learning. While memory and run-time requirements hinder their applicability to large datasets, many low-rank kernel approximations, such as…

Machine Learning · Statistics 2024-04-15 Mateus P. Otto , Rafael Izbicki

Random Fourier features (RFFs) provide a promising way for kernel learning in a spectral case. Current RFFs-based kernel learning methods usually work in a two-stage way. In the first-stage process, learning the optimal feature map is often…

Machine Learning · Computer Science 2024-01-17 Kun Fang , Fanghui Liu , Xiaolin Huang , Jie Yang

We propose a Gradient Boosting algorithm for learning an ensemble of kernel functions adapted to the task at hand. Unlike state-of-the-art Multiple Kernel Learning techniques that make use of a pre-computed dictionary of kernel functions to…

Machine Learning · Statistics 2019-06-17 Léo Gautheron , Pascal Germain , Amaury Habrard , Emilie Morvant , Marc Sebban , Valentina Zantedeschi

The method of "random Fourier features (RFF)" has become a popular tool for approximating the "radial basis function (RBF)" kernel. The variance of RFF is actually large. Interestingly, the variance can be substantially reduced by a simple…

Machine Learning · Computer Science 2017-02-22 Ping Li

Random feature approximation is arguably one of the most widely used techniques for kernel methods in large-scale learning algorithms. In this work, we analyze the generalization properties of random feature methods, extending previous…

Machine Learning · Statistics 2025-06-23 Mike Nguyen , Nicole Mücke

Kernel methods have recently attracted resurgent interest, showing performance competitive with deep neural networks in tasks such as speech recognition. The random Fourier features map is a technique commonly used to scale up kernel…

Machine Learning · Computer Science 2018-02-01 Tri Dao , Christopher De Sa , Christopher Ré

The random feature (RF) approach is a well-established and efficient tool for scalable kernel methods, but existing literature has primarily focused on kernel ridge regression with random features (KRR-RF), which has limitations in handling…

Machine Learning · Statistics 2025-03-18 Caixing Wang , Xingdong Feng

A reproducing kernel can define an embedding of a data point into an infinite dimensional reproducing kernel Hilbert space (RKHS). The norm in this space describes a distance, which we call the kernel distance. The random Fourier features…

Machine Learning · Computer Science 2026-03-24 Di Chen , Jeff M. Phillips

We propose a principled method for kernel learning, which relies on a Fourier-analytic characterization of translation-invariant or rotation-invariant kernels. Our method produces a sequence of feature maps, iteratively refining the SVM…

Machine Learning · Computer Science 2018-02-28 Brian Bullins , Cyril Zhang , Yi Zhang

Kernel methods form a powerful, versatile, and theoretically-grounded unifying framework to solve nonlinear problems in signal processing and machine learning. The standard approach relies on the kernel trick to perform pairwise evaluations…

Machine Learning · Computer Science 2019-12-11 Kan Li , Jose C. Principe

We revisit Rahimi and Recht (2007)'s kernel random Fourier features (RFF) method through the lens of the PAC-Bayesian theory. While the primary goal of RFF is to approximate a kernel, we look at the Fourier transform as a prior distribution…

Machine Learning · Statistics 2019-03-28 Gaël Letarte , Emilie Morvant , Pascal Germain

Random Fourier features provide a way to tackle large-scale machine learning problems with kernel methods. Their slow Monte Carlo convergence rate has motivated the research of deterministic Fourier features whose approximation error can…

Machine Learning · Computer Science 2021-10-20 Frederiek Wesel , Kim Batselier

Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…

Statistics Theory · Mathematics 2025-09-23 Xin Bing , Xin He , Chao Wang

There is currently a huge effort to understand the potential and limitations of variational quantum machine learning (QML) based on the optimization of parameterized quantum circuits. Recent proposals toward dequantizing variational QML…

Quantum Physics · Physics 2025-04-01 Ryan Sweke , Seongwook Shin , Elies Gil-Fuster