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We present an intriguing discovery related to Random Fourier Features: in Gaussian kernel approximation, replacing the random Gaussian matrix by a properly scaled random orthogonal matrix significantly decreases kernel approximation error.…

Machine Learning · Computer Science 2016-10-31 Felix X. Yu , Ananda Theertha Suresh , Krzysztof Choromanski , Daniel Holtmann-Rice , Sanjiv Kumar

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

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

Random Fourier features is one of the most popular techniques for scaling up kernel methods, such as kernel ridge regression. However, despite impressive empirical results, the statistical properties of random Fourier features are still not…

Machine Learning · Computer Science 2018-05-22 Haim Avron , Michael Kapralov , Cameron Musco , Christopher Musco , Ameya Velingker , Amir Zandieh

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

A fundamental drawback of kernel-based statistical models is their limited scalability to large data sets, which requires resorting to approximations. In this work, we focus on the popular Gaussian kernel and on techniques to linearize…

Machine Learning · Statistics 2022-04-13 Jonas Wacker , Maurizio Filippone

In this note we extend kernel function approximation results for neural networks with Gaussian-distributed weights to single-layer networks initialized using Haar-distributed random orthogonal matrices (with possible rescaling). This is…

Machine Learning · Computer Science 2021-04-14 James Martens

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

We investigate training and using Gaussian kernel SVMs by approximating the kernel with an explicit finite- dimensional polynomial feature representation based on the Taylor expansion of the exponential. Although not as efficient as the…

Artificial Intelligence · Computer Science 2011-09-22 Andrew Cotter , Joseph Keshet , Nathan Srebro

Devoted to multi-task learning and structured output learning, operator-valued kernels provide a flexible tool to build vector-valued functions in the context of Reproducing Kernel Hilbert Spaces. To scale up these methods, we extend the…

Machine Learning · Computer Science 2018-05-25 Romain Brault , Florence d'Alché-Buc , Markus Heinonen

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

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

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

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

Recent applications of kernel methods in machine learning have seen a renewed interest in the Laplacian kernel, due to its stability to the bandwidth hyperparameter in comparison to the Gaussian kernel, as well as its expressivity being…

Machine Learning · Statistics 2025-02-24 Sudhendu Ahir , Parthe Pandit

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 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

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

We present a new paradigm for creating random features to approximate bi-variate functions (in particular, kernels) defined on general manifolds. This new mechanism of Manifold Random Features (MRFs) leverages discretization of the manifold…

Machine Learning · Computer Science 2026-05-19 Ananya Parashar , Derek Long , Dwaipayan Saha , Krzysztof Choromanski
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