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Related papers: Random Fourier Features for Asymmetric Kernels

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We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…

Machine Learning · Computer Science 2015-11-10 Francis Bach

We investigate the application of randomized quasi-Monte Carlo (RQMC) methods in random feature approximations for kernel-based learning. Compared to the classical Monte Carlo (MC) approach \citep{rahimi2007random}, RQMC improves the…

Methodology · Statistics 2025-09-09 Yian Huang , Zhen Huang

Many applications of quantum computing in the near term rely on variational quantum circuits (VQCs). They have been showcased as a promising model for reaching a quantum advantage in machine learning with current noisy intermediate scale…

Quantum Physics · Physics 2022-10-25 Jonas Landman , Slimane Thabet , Constantin Dalyac , Hela Mhiri , Elham Kashefi

Dot product kernels, such as polynomial and exponential (softmax) kernels, are among the most widely used kernels in machine learning, as they enable modeling the interactions between input features, which is crucial in applications like…

Machine Learning · Statistics 2024-08-14 Jonas Wacker , Motonobu Kanagawa , Maurizio Filippone

One of the main computational bottlenecks when working with kernel based learning is dealing with the large and typically dense kernel matrix. Techniques dealing with fast approximations of the matrix vector product for these kernel…

Machine Learning · Computer Science 2024-04-29 Theresa Wagner , Franziska Nestler , Martin Stoll

This paper presents an enhanced adaptive random Fourier features (ARFF) training algorithm for shallow neural networks, building upon the work introduced in "Adaptive Random Fourier Features with Metropolis Sampling", Kammonen et al.,…

Machine Learning · Computer Science 2025-05-01 Aku Kammonen , Anamika Pandey , Erik von Schwerin , Raúl Tempone

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

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

Computation · Statistics 2025-07-31 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

Flexible modelling of the autocovariance function (ACF) is central to time-series, spatial, and spatio-temporal analysis. Modern applications often demand flexibility beyond classical parametric models, motivating non-parametric…

Methodology · Statistics 2025-06-30 Lachlan Astfalck

A fast simulation framework for stochastic Volterra processes based on Random Fourier Features (RFF) approximation of the kernel is developed. After recalling the main properties of Volterra processes and reviewing existing numerical…

Mathematical Finance · Quantitative Finance 2026-05-26 Othmane Zarhali , Nicolas Langrené

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

Reproducing Kernel Hilbert Space (RKHS) embedding of probability distributions has proved to be an effective approach, via MMD (maximum mean discrepancy), for nonparametric hypothesis testing problems involving distributions defined over…

Statistics Theory · Mathematics 2025-10-17 Soumya Mukherjee , Bharath K. Sriperumbudur

This paper introduces a novel approach for multi-task regression that connects Kernel Machines (KMs) and Extreme Learning Machines (ELMs) through the exploitation of the Random Fourier Features (RFFs) approximation of the RBF kernel. In…

Quantum kernel methods are a promising branch of quantum machine learning, yet their effectiveness on diverse, high-dimensional, real-world data remains unverified. Current research has largely been limited to low-dimensional or synthetic…

Machine Learning · Computer Science 2026-02-19 Jiang Yuhan , Matthew Otten

Fourier feature approximations have been successfully applied in the literature for scalable Gaussian Process (GP) regression. In particular, Quadrature Fourier Features (QFF) derived from Gaussian quadrature rules have gained popularity in…

Machine Learning · Statistics 2023-10-24 Kevin Li , Max Balakirsky , Simon Mak

Time series data analytics has been a problem of substantial interests for decades, and Dynamic Time Warping (DTW) has been the most widely adopted technique to measure dissimilarity between time series. A number of global-alignment kernels…

Machine Learning · Computer Science 2018-09-17 Lingfei Wu , Ian En-Hsu Yen , Jinfeng Yi , Fangli Xu , Qi Lei , Michael Witbrock

Kernel methods are widespread in machine learning; however, they are limited by the quadratic complexity of the construction, application, and storage of kernel matrices. Low-rank matrix approximation algorithms are widely used to address…

Machine Learning · Statistics 2021-05-05 Ruoxi Wang , Yingzhou Li , Michael W. Mahoney , Eric Darve

Radial Basis Function (RBF), or Gaussian, kernels are among the most widely used parametric kernels in machine learning, particularly in methods such as Support Vector Machines (SVM) and kernel-based subspace approaches. The kernel…

General Mathematics · Mathematics 2026-04-03 Lakhdar Remaki

We introduce a Banach space-valued extension of random feature learning, a data-driven supervised machine learning technique for large-scale kernel approximation. By randomly initializing the feature maps, only the linear readout needs to…

Machine Learning · Computer Science 2026-04-28 Ariel Neufeld , Philipp Schmocker

Quantum computing holds significant promise for scientific computing due to its potential for polynomial to even exponential speedups over classical methods, which are often hindered by the curse of dimensionality. While neural networks…

Quantum Physics · Physics 2025-10-10 Junpeng Hu , Shi Jin , Nana Liu , Lei Zhang