English
Related papers

Related papers: Orthogonal Random Features: Explicit Forms and Sha…

200 papers

Kernel methods are powerful learning methodologies that allow to perform non-linear data analysis. Despite their popularity, they suffer from poor scalability in big data scenarios. Various approximation methods, including random feature…

Machine Learning · Statistics 2022-06-14 Bharath Sriperumbudur , Nicholas Sterge

Kernel mean embedding is a useful tool to represent and compare probability measures. Despite its usefulness, kernel mean embedding considers infinite-dimensional features, which are challenging to handle in the context of differentially…

Machine Learning · Computer Science 2022-06-24 Margarita Vinaroz , Mohammad-Amin Charusaie , Frederik Harder , Kamil Adamczewski , Mijung Park

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

Standard sparse pseudo-input approximations to the Gaussian process (GP) cannot handle complex functions well. Sparse spectrum alternatives attempt to answer this but are known to over-fit. We suggest the use of variational inference for…

Machine Learning · Statistics 2015-03-23 Yarin Gal , Richard Turner

Random orthogonal matrices play an important role in probability and statistics, arising in multivariate analysis, directional statistics, and models of physical systems, among other areas. Calculations involving random orthogonal matrices…

Statistics Theory · Mathematics 2018-10-09 Michael Jauch , Peter D. Hoff , David B. Dunson

The Boltzmann machine is one of the various applications using quantum annealer. We propose an application of the Boltzmann machine to the kernel matrix used in various machine-learning techniques. We focus on the fact that shift-invariant…

Quantum Physics · Physics 2023-04-21 Yasushi Hasegawa , Hiroki Oshiyama , Masayuki Ohzeki

Marginalising over families of Gaussian Process kernels produces flexible model classes with well-calibrated uncertainty estimates. Existing approaches require likelihood evaluations of many kernels, rendering them prohibitively expensive…

Machine Learning · Statistics 2023-03-16 Saad Hamid , Sebastian Schulze , Michael A. Osborne , Stephen J. Roberts

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

Data Structures and Algorithms · Computer Science 2020-07-15 David P. Woodruff , Amir Zandieh

In Bayesian nonparametric models, Gaussian processes provide a popular prior choice for regression function estimation. Existing literature on the theoretical investigation of the resulting posterior distribution almost exclusively assume a…

Statistics Theory · Mathematics 2015-03-06 Debdeep Pati , Anirban Bhattacharya , Guang Cheng

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Machine Learning · Computer Science 2015-02-19 Rafael Boloix-Tortosa , F. Javier Payán-Somet , Eva Arias-de-Reyna , Juan José Murillo-Fuentes

We introduce in this paper the mechanism of graph random features (GRFs). GRFs can be used to construct unbiased randomized estimators of several important kernels defined on graphs' nodes, in particular the regularized Laplacian kernel. As…

Machine Learning · Computer Science 2023-05-02 Krzysztof Choromanski

Despite their many appealing properties, kernel methods are heavily affected by the curse of dimensionality. For instance, in the case of inner product kernels in $\mathbb{R}^d$, the Reproducing Kernel Hilbert Space (RKHS) norm is often…

Machine Learning · Computer Science 2021-11-09 Michael Celentano , Theodor Misiakiewicz , Andrea Montanari

This paper presents a simple and efficient method to convolve an image with a Gaussian kernel. The computation is performed in a constant number of operations per pixel using running sums along the image rows and columns. We investigate the…

Computer Vision and Pattern Recognition · Computer Science 2011-07-26 Elhanan Elboher , Michael Werman

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

The rate of convergence of weighted kernel herding (WKH) and sequential Bayesian quadrature (SBQ), two kernel-based sampling algorithms for estimating integrals with respect to some target probability measure, is investigated. Under…

Machine Learning · Statistics 2021-11-02 Rajiv Khanna , Liam Hodgkinson , 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

Existing feature selection methods fail to properly account for interactions between features when evaluating feature subsets. In this paper, we attempt to remedy this issue by using orthogonal variance decomposition to evaluate features.…

Machine Learning · Computer Science 2019-10-23 Firuz Kamalov

There is currently a huge effort to understand the potential and limitations of variational quantum machine learning (QML) based on the optimization of parameterized quantum circuits. Recent proposals toward dequantizing variational QML…

Quantum Physics · Physics 2025-04-01 Ryan Sweke , Seongwook Shin , Elies Gil-Fuster

Gaussian process regression is a classical kernel method for function estimation and data interpolation. In large data applications, computational costs can be reduced using low-rank or sparse approximations of the kernel. This paper…

Numerical Analysis · Mathematics 2024-10-04 Daniel Sanz-Alonso , Ruiyi Yang