Related papers: Random Fourier Features via Fast Surrogate Leverag…
Gaussian processes provide a powerful probabilistic kernel learning framework, which allows learning high quality nonparametric regression models via methods such as Gaussian process regression. Nevertheless, the learning phase of Gaussian…
Kernel ridge regression (KRR) is a standard method for performing non-parametric regression over reproducing kernel Hilbert spaces. Given $n$ samples, the time and space complexity of computing the KRR estimate scale as $\mathcal{O}(n^3)$…
We propose the use of low bit-depth Sigma-Delta and distributed noise-shaping methods for quantizing the Random Fourier features (RFFs) associated with shift-invariant kernels. We prove that our quantized RFFs -- even in the case of $1$-bit…
The approximation of nonlinear kernels via linear feature maps has recently gained interest due to their applications in reducing the training and testing time of kernel-based learning algorithms. Current random projection methods avoid the…
Estimates of the generalization error are proved for a residual neural network with $L$ random Fourier features layers $\bar z_{\ell+1}=\bar z_\ell + \mathrm{Re}\sum_{k=1}^K\bar b_{\ell k}e^{\mathrm{i}\omega_{\ell k}\bar z_\ell}+…
Symmetric Nonnegative Matrix Factorization (SymNMF) is a technique in data analysis and machine learning that approximates a symmetric matrix with a product of a nonnegative, low-rank matrix and its transpose. To design faster and more…
We introduce a Fourier-based fast algorithm for Gaussian process regression in low dimensions. It approximates a translationally-invariant covariance kernel by complex exponentials on an equispaced Cartesian frequency grid of $M$ nodes.…
We propose a new prediction method for multivariate linear regression problems where the number of features is less than the sample size but the number of outcomes is extremely large. Many popular procedures, such as penalized regression…
Shuffled linear regression (SLR) seeks to estimate latent features through a linear transformation, complicated by unknown permutations in the measurement dimensions. This problem extends traditional least-squares (LS) and Least Absolute…
Local Polynomial Regression (LPR) is a widely used nonparametric method for modeling complex relationships due to its flexibility and simplicity. It estimates a regression function by fitting low-degree polynomials to localized subsets of…
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…
Low-rank tensor decomposition generalizes low-rank matrix approximation and is a powerful technique for discovering low-dimensional structure in high-dimensional data. In this paper, we study Tucker decompositions and use tools from…
Commonly, machine learning models minimize an empirical expectation. As a result, the trained models typically perform well for the majority of the data but the performance may deteriorate in less dense regions of the dataset. This issue…
In this paper, we propose RFF-GP-HSMM, a fast unsupervised time-series segmentation method that incorporates random Fourier features (RFF) to address the high computational cost of the Gaussian process hidden semi-Markov model (GP-HSMM).…
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…
Random feature approximation is arguably one of the most popular techniques to speed up kernel methods in large scale algorithms and provides a theoretical approach to the analysis of deep neural networks. We analyze generalization…
In this work we consider the problem of numerical integration, i.e., approximating integrals with respect to a target probability measure using only pointwise evaluations of the integrand. We focus on the setting in which the target…
We develop a general framework for estimating the $L_\infty(\mathbb{T}^d)$ error for the approximation of multivariate periodic functions belonging to specific reproducing kernel Hilbert spaces (RHKS) using approximants that are…
Classification is a common task in machine learning. Random features (RFs) stand as a central technique for scalable learning algorithms based on kernel methods, and more recently proposed optimized random features, sampled depending on the…
We introduce a fast iterative non-local shrinkage algorithm to recover MRI data from undersampled Fourier measurements. This approach is enabled by the reformulation of current non-local schemes as an alternating algorithm to minimize a…