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Approximate dynamic programming has been used successfully in a large variety of domains, but it relies on a small set of provided approximation features to calculate solutions reliably. Large and rich sets of features can cause existing…

Artificial Intelligence · Computer Science 2015-03-17 Marek Petrik , Gavin Taylor , Ron Parr , Shlomo Zilberstein

We discuss the problem of estimating Radon-Nikodym derivatives. This problem appears in various applications, such as covariate shift adaptation, likelihood-ratio testing, mutual information estimation, and conditional probability…

Statistics Theory · Mathematics 2023-08-16 Duc Hoan Nguyen , Werner Zellinger , Sergei V. Pereverzyev

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

Deep neural networks (NN) have achieved great success in many applications. However, why do deep neural networks obtain good generalization at an over-parameterization regime is still unclear. To better understand deep NN, we establish the…

Machine Learning · Statistics 2021-12-02 Yueming Lyu , Ivor Tsang

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

The Grassmannian manifold G(k, n) serves as a fundamental tool in signal processing, computer vision, and machine learning, where problems often involve classifying, clustering, or comparing subspaces. In this work, we propose a…

Signal Processing · Electrical Eng. & Systems 2025-05-01 Rémi Delogne , Laurent Jacques

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

We study large-scale kernel methods for acoustic modeling in speech recognition and compare their performance to deep neural networks (DNNs). We perform experiments on four speech recognition datasets, including the TIMIT and Broadcast News…

Kernel ridge regression (KRR) is a well-known and popular nonparametric regression approach with many desirable properties, including minimax rate-optimality in estimating functions that belong to common reproducing kernel Hilbert spaces…

Machine Learning · Statistics 2019-10-15 Arash A. Amini

We review machine learning methods employing positive definite kernels. These methods formulate learning and estimation problems in a reproducing kernel Hilbert space (RKHS) of functions defined on the data domain, expanded in terms of a…

Statistics Theory · Mathematics 2009-09-29 Thomas Hofmann , Bernhard Schölkopf , Alexander J. Smola

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

Kernel methods provide a principled approach to nonparametric learning. While their basic implementations scale poorly to large problems, recent advances showed that approximate solvers can efficiently handle massive datasets. A shortcoming…

Machine Learning · Computer Science 2022-01-19 Giacomo Meanti , Luigi Carratino , Ernesto De Vito , Lorenzo Rosasco

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

Kernel approximation methods create explicit, low-dimensional kernel feature maps to deal with the high computational and memory complexity of standard techniques. This work studies a supervised kernel learning methodology to optimize such…

Machine Learning · Computer Science 2020-02-17 Mert Al , Zejiang Hou , Sun-Yuan Kung

In this paper, we consider the nonparametric least square regression in a Reproducing Kernel Hilbert Space (RKHS). We propose a new randomized algorithm that has optimal generalization error bounds with respect to the square loss, closing a…

Machine Learning · Computer Science 2019-05-28 Kwang-Sung Jun , Ashok Cutkosky , Francesco Orabona

The strength of machine learning models stems from their ability to learn complex function approximations from data; however, this strength also makes training deep neural networks challenging. Notably, the complex models tend to memorize…

Computer Vision and Pattern Recognition · Computer Science 2023-04-17 Mofassir ul Islam Arif , Mohsan Jameel , Josif Grabocka , Lars Schmidt-Thieme

Random feature maps are used to decrease the computational cost of kernel machines in large-scale problems. The Mondrian kernel is one such example of a fast random feature approximation of the Laplace kernel, generated by a computationally…

Machine Learning · Computer Science 2025-03-13 Calvin Osborne , Eliza O'Reilly

The method of random projection (RP) is the standard technique in machine learning and many other areas, for dimensionality reduction, approximate near neighbor search, compressed sensing, etc. Basically, RP provides a simple and effective…

Machine Learning · Statistics 2021-02-26 Xiaoyun Li , Ping Li

Kernel methods are among the most popular techniques in machine learning. From a frequentist/discriminative perspective they play a central role in regularization theory as they provide a natural choice for the hypotheses space and the…

Machine Learning · Statistics 2012-04-17 Mauricio A. Alvarez , Lorenzo Rosasco , Neil D. Lawrence

Kernel approximation using randomized feature maps has recently gained a lot of interest. In this work, we identify that previous approaches for polynomial kernel approximation create maps that are rank deficient, and therefore do not…

Machine Learning · Statistics 2013-12-18 Raffay Hamid , Ying Xiao , Alex Gittens , Dennis DeCoste
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