Not-So-Random Features

October 27, 2017 ยท Declared Dead ยท ๐Ÿ› International Conference on Learning Representations

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Authors Brian Bullins, Cyril Zhang, Yi Zhang arXiv ID 1710.10230 Category cs.LG: Machine Learning Cross-listed stat.ML Citations 22 Venue International Conference on Learning Representations Last Checked 5 months ago
Abstract
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 margin. We provide rigorous guarantees for optimality and generalization, interpreting our algorithm as online equilibrium-finding dynamics in a certain two-player min-max game. Evaluations on synthetic and real-world datasets demonstrate scalability and consistent improvements over related random features-based methods.
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