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Random Features for Large-Scale Kernel Machines
ali rahimi · Benjamin Recht

Tue Dec 04 03:20 PM -- 03:30 PM (PST) @ None

To accelerate the training of kernel machines, we propose to map the input data to a randomized low-dimensional feature space and then apply existing fast linear methods. The features are designed so that the inner products of the transformed data are approximately equal to those in the feature space of a user specified shift-invariant kernel. We explore two sets of random features, provide convergence bounds on their ability to approximate various radial basis kernels, and show that in large-scale classification and regression tasks linear machine learning algorithms applied to these features outperform state-of-the-art large-scale kernel machines.

Author Information

ali rahimi (Intel)
Benjamin Recht (California Institute of Technology)

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