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In this paper, we develop a quadrature framework for large-scale kernel machines via a numerical integration representation. Considering that the integration domain and measure of typical kernels, e.g., Gaussian kernels, arc-cosine kernels,…

机器学习 · 计算机科学 2021-06-14 Fanghui Liu , Xiaolin Huang , Yudong Chen , Johan A. K. Suykens

Fourier feature approximations have been successfully applied in the literature for scalable Gaussian Process (GP) regression. In particular, Quadrature Fourier Features (QFF) derived from Gaussian quadrature rules have gained popularity in…

机器学习 · 统计学 2023-10-24 Kevin Li , Max Balakirsky , Simon Mak

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…

机器学习 · 计算机科学 2018-02-01 Tri Dao , Christopher De Sa , Christopher Ré

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…

机器学习 · 计算机科学 2018-05-22 Haim Avron , Michael Kapralov , Cameron Musco , Christopher Musco , Ameya Velingker , Amir Zandieh

We introduce a new type of quadrature, known as approximate Gaussian quadrature (AGQ) rules using {\epsilon}-quasiorthogonality, for the approximation of integrals of the form \int f(x)d \alpha(x). The measure {\alpha}(\cdot) can be…

数值分析 · 数学 2018-11-13 Pierre-David Létourneau , Eric Darve

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…

人工智能 · 计算机科学 2011-09-22 Andrew Cotter , Joseph Keshet , Nathan Srebro

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…

统计理论 · 数学 2015-11-06 Bharath K. Sriperumbudur , Zoltan Szabo

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…

计算机视觉与模式识别 · 计算机科学 2012-03-08 Eduard Gabriel Băzăvan , Fuxin Li , Cristian Sminchisescu

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…

机器学习 · 计算机科学 2024-10-22 Nizar Demni , Hachem Kadri

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…

机器学习 · 计算机科学 2018-10-31 Marina Munkhoeva , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

Random Fourier features (RFF) represent one of the most popular and wide-spread techniques in machine learning to scale up kernel algorithms. Despite the numerous successful applications of RFFs, unfortunately, quite little is understood…

机器学习 · 统计学 2019-02-12 Zoltan Szabo , Bharath K. Sriperumbudur

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…

机器学习 · 计算机科学 2021-04-08 Danica J. Sutherland , Jeff Schneider

Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…

机器学习 · 统计学 2026-02-27 Arsalan Jawaid , Abdullah Karatas , Jörg Seewig

We present a generic scheme to construct corrected trapezoidal rules with spectral accuracy for integral operators with weakly singular kernels in arbitrary dimensions. We assume that the kernel factorization of the form,…

数值分析 · 数学 2012-11-27 Jae-Seok Huh , George Fann

Gaussian processes provide a powerful probabilistic kernel learning framework, which allows learning high quality nonparametric regression models via methods such as Gaussian process regression. Nevertheless, the learning phase of Gaussian…

数值分析 · 数学 2021-01-06 Paz Fink Shustin , Haim Avron

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…

机器学习 · 统计学 2022-04-13 Jonas Wacker , Maurizio Filippone

A scheme for approximating the kernel $w$ of the fractional $\alpha$-integral by a linear combination of exponentials is proposed and studied. The scheme is based on the application of a composite Gauss-Jacobi quadrature rule to an integral…

数值分析 · 数学 2018-10-12 Daniel Baffet

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…

机器学习 · 计算机科学 2015-11-10 Francis Bach

We consider the problem of approximating a truncated Gaussian kernel using Fourier (trigonometric) functions. The computation-intensive bilateral filter can be expressed using fast convolutions by applying such an approximation to its range…

图像与视频处理 · 电气工程与系统科学 2018-11-07 Sanjay Ghosh , Pravin Nair , Kunal N. Chaudhury

It was demonstrated in earlier work that, by approximating its range kernel using shiftable functions, the non-linear bilateral filter can be computed using a series of fast convolutions. Previous approaches based on shiftable approximation…

计算机视觉与模式识别 · 计算机科学 2016-04-20 Sanjay Ghosh , Kunal N. Chaudhury
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