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Related papers: Error Estimation for Random Fourier Features

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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

Over the course of the past decade, a variety of randomized algorithms have been proposed for computing approximate least-squares (LS) solutions in large-scale settings. A longstanding practical issue is that, for any given input, the user…

Machine Learning · Statistics 2018-09-07 Miles E. Lopes , Shusen Wang , Michael W. Mahoney

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 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

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

This paper provides a comprehensive error analysis of learning with vector-valued random features (RF). The theory is developed for RF ridge regression in a fully general infinite-dimensional input-output setting, but nonetheless applies to…

Machine Learning · Statistics 2024-05-24 Samuel Lanthaler , Nicholas H. Nelsen

Kernel method has been developed as one of the standard approaches for nonlinear learning, which however, does not scale to large data set due to its quadratic complexity in the number of samples. A number of kernel approximation methods…

Machine Learning · Computer Science 2018-09-20 Lingfei Wu , Ian E. H. Yen , Jie Chen , Rui Yan

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

Kernel power $k$-means (KPKM) leverages a family of means to mitigate local minima issues in kernel $k$-means. However, KPKM faces two key limitations: (1) the computational burden of the full kernel matrix restricts its use on extensive…

Machine Learning · Computer Science 2025-11-14 Yixi Chen , Weixuan Liang , Tianrui Liu , Jun-Jie Huang , Ao Li , Xueling Zhu , Xinwang Liu

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

Approximation of scattered data is often a task in many engineering problems. The Radial Basis Function (RBF) approximation is appropriate for large scattered (unordered) datasets in d-dimensional space. This approach is useful for a higher…

Numerical Analysis · Computer Science 2018-06-21 Zuzana Majdisova , Vaclav Skala

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

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…

Machine Learning · Computer Science 2023-08-30 Mike Nguyen , Nicole Mücke

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

Operator learning is a data-driven approximation of mappings between infinite-dimensional function spaces, such as the solution operators of partial differential equations. Kernel-based operator learning can offer accurate, theoretically…

Machine Learning · Computer Science 2025-12-22 Xinyue Yu , Hayden Schaeffer

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…

Machine Learning · Computer Science 2022-04-14 Jinjie Zhang , Harish Kannan , Alexander Cloninger , Rayan Saab

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

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

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

Kernel methods offer the flexibility to learn complex relationships in modern, large data sets while enjoying strong theoretical guarantees on quality. Unfortunately, these methods typically require cubic running time in the data set size,…

Machine Learning · Statistics 2019-03-01 Raj Agrawal , Trevor Campbell , Jonathan H. Huggins , Tamara Broderick