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We introduce the Mondrian kernel, a fast random feature approximation to the Laplace kernel. It is suitable for both batch and online learning, and admits a fast kernel-width-selection procedure as the random features can be re-used…

Machine Learning · Statistics 2016-06-17 Matej Balog , Balaji Lakshminarayanan , Zoubin Ghahramani , Daniel M. Roy , Yee Whye Teh

We consider the problem of improving kernel approximation via randomized feature maps. These maps arise as Monte Carlo approximation to integral representations of kernel functions and scale up kernel methods for larger datasets. Based on…

Machine Learning · Computer Science 2018-10-31 Marina Munkhoeva , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

Approximating non-linear kernels using feature maps has gained a lot of interest in recent years due to applications in reducing training and testing times of SVM classifiers and other kernel based learning algorithms. We extend this line…

Machine Learning · Computer Science 2015-03-20 Purushottam Kar , Harish Karnick

Kernel approximation via nonlinear random feature maps is widely used in speeding up kernel machines. There are two main challenges for the conventional kernel approximation methods. First, before performing kernel approximation, a good…

Machine Learning · Statistics 2015-03-16 Felix X. Yu , Sanjiv Kumar , Henry Rowley , Shih-Fu Chang

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

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

We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to…

Machine Learning · Statistics 2015-08-11 Haim Avron , Vikas Sindhwani , Jiyan Yang , Michael Mahoney

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

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

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

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

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

Invariance to nuisance transformations is one of the desirable properties of effective representations. We consider transformations that form a \emph{group} and propose an approach based on kernel methods to derive local group invariant…

Machine Learning · Computer Science 2017-05-25 Anant Raj , Abhishek Kumar , Youssef Mroueh , P. Thomas Fletcher , Bernhard Schölkopf

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

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

Approximating kernel functions with random features (RFs)has been a successful application of random projections for nonparametric estimation. However, performing random projections presents computational challenges for large-scale…

Emerging Technologies · Computer Science 2020-06-23 Ruben Ohana , Jonas Wacker , Jonathan Dong , Sébastien Marmin , Florent Krzakala , Maurizio Filippone , Laurent Daudet

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

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

Kernel quadrature is widely used to approximate integrals of smooth functions, with worst-case error typically decaying at the minimax rate $n^{-\alpha/d}$ for smoothness $\alpha$ in dimension $d$. Existing rate-optimal methods often depend…

Computation · Statistics 2026-05-19 Edoardo Bandoni , Christian Robert , Julien Stoehr

Random features have been introduced to scale up kernel methods via randomization techniques. In particular, random Fourier features and orthogonal random features were used to approximate the popular Gaussian kernel. Random Fourier…

Machine Learning · Computer Science 2024-10-22 Nizar Demni , Hachem Kadri
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