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Random Fourier features (RFF) represent one of the most popular and wide-spread techniques in machine learning to scale up kernel algorithms. Despite the numerous successful applications of RFFs, unfortunately, quite little is understood…

Machine Learning · Statistics 2019-02-12 Zoltan Szabo , Bharath K. Sriperumbudur

Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…

Statistics Theory · Mathematics 2015-11-06 Bharath K. Sriperumbudur , Zoltan Szabo

Kernel methods give powerful, flexible, and theoretically grounded approaches to solving many problems in machine learning. The standard approach, however, requires pairwise evaluations of a kernel function, which can lead to scalability…

Machine Learning · Computer Science 2021-04-08 Danica J. Sutherland , Jeff Schneider

Random Fourier features is a widely used, simple, and effective technique for scaling up kernel methods. The existing theoretical analysis of the approach, however, remains focused on specific learning tasks and typically gives pessimistic…

Machine Learning · Statistics 2021-02-08 Zhu Li , Jean-Francois Ton , Dino Oglic , Dino Sejdinovic

Kernel methods are powerful and flexible approach to solve many problems in machine learning. Due to the pairwise evaluations in kernel methods, the complexity of kernel computation grows as the data size increases; thus the applicability…

Machine Learning · Computer Science 2017-11-28 Bharath Bhushan Damodaran , Nicolas Courty , Philippe-Henri Gosselin

In large-scale regression problems, random Fourier features (RFFs) have significantly enhanced the computational scalability and flexibility of Gaussian processes (GPs) by defining kernels through their spectral density, from which a finite…

Machine Learning · Computer Science 2024-06-05 Houston Warren , Rafael Oliveira , Fabio Ramos

The random Fourier features (RFFs) method is a powerful and popular technique in kernel approximation for scalability of kernel methods. The theoretical foundation of RFFs is based on the Bochner theorem that relates symmetric, positive…

Machine Learning · Computer Science 2022-09-20 Mingzhen He , Fan He , Fanghui Liu , Xiaolin Huang

Random Fourier Features (RFF) is among the most popular and broadly applicable approaches for scaling up kernel methods. In essence, RFF allows the user to avoid costly computations on a large kernel matrix via a fast randomized…

Machine Learning · Statistics 2023-02-23 Junwen Yao , N. Benjamin Erichson , Miles E. Lopes

Random Fourier Features (RFF) demonstrate wellappreciated performance in kernel approximation for largescale situations but restrict kernels to be stationary and positive definite. And for non-stationary kernels, the corresponding RFF could…

Machine Learning · Statistics 2021-04-15 Qin Luo , Kun Fang , Jie Yang , Xiaolin Huang

Approximations based on random Fourier features have recently emerged as an efficient and formally consistent methodology to design large-scale kernel machines. By expressing the kernel as a Fourier expansion, features are generated based…

Computer Vision and Pattern Recognition · Computer Science 2012-03-08 Eduard Gabriel Băzăvan , Fuxin Li , Cristian Sminchisescu

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

Random features is one of the most popular techniques to speed up kernel methods in large-scale problems. Related works have been recognized by the NeurIPS Test-of-Time award in 2017 and the ICML Best Paper Finalist in 2019. The body of…

Machine Learning · Statistics 2021-07-13 Fanghui Liu , Xiaolin Huang , Yudong Chen , Johan A. K. Suykens

Random features have been introduced to scale up kernel methods via randomization techniques. In particular, random Fourier features and orthogonal random features were used to approximate the popular Gaussian kernel. Random Fourier…

Machine Learning · Computer Science 2024-10-22 Nizar Demni , Hachem Kadri

Tensor algebras give rise to one of the most powerful measures of similarity for sequences of arbitrary length called the signature kernel accompanied with attractive theoretical guarantees from stochastic analysis. Previous algorithms to…

Machine Learning · Statistics 2024-11-25 Csaba Toth , Harald Oberhauser , Zoltan Szabo

Random Feature (RF) models are used as efficient parametric approximations of kernel methods. We investigate, by means of random matrix theory, the connection between Gaussian RF models and Kernel Ridge Regression (KRR). For a Gaussian RF…

Machine Learning · Statistics 2020-09-24 Arthur Jacot , Berfin Şimşek , Francesco Spadaro , Clément Hongler , Franck Gabriel

Random feature mapping (RFM) is a popular method for speeding up kernel methods at the cost of losing a little accuracy. We study kernel ridge regression with random feature mapping (RFM-KRR) and establish novel out-of-sample error upper…

Machine Learning · Statistics 2019-09-26 Shusen Wang

Approximation using Fourier features is a popular technique for scaling kernel methods to large-scale problems, with myriad applications in machine learning and statistics. This method replaces the integral representation of a…

Machine Learning · Statistics 2024-08-26 Ayoub Belhadji , Qianyu Julie Zhu , Youssef Marzouk

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

In this paper, we propose a fast surrogate leverage weighted sampling strategy to generate refined random Fourier features for kernel approximation. Compared to the current state-of-the-art method that uses the leverage weighted scheme…

Machine Learning · Computer Science 2019-11-22 Fanghui Liu , Xiaolin Huang , Yudong Chen , Jie Yang , Johan A. K. Suykens

Kernel Ridge Regression (KRR) is a simple yet powerful technique for non-parametric regression whose computation amounts to solving a linear system. This system is usually dense and highly ill-conditioned. In addition, the dimensions of the…

Numerical Analysis · Computer Science 2017-07-18 Haim Avron , Kenneth L. Clarkson , David P. Woodruff
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