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Quadrature-based features for kernel approximation
Marina Munkhoeva · Yermek Kapushev · Evgeny Burnaev · Ivan Oseledets

Thu Dec 06 06:55 AM -- 07:00 AM (PST) @ Room 220 CD

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 an efficient numerical integration technique, we propose a unifying approach that reinterprets the previous random features methods and extends to better estimates of the kernel approximation. We derive the convergence behavior and conduct an extensive empirical study that supports our hypothesis.

Author Information

Marina Munkhoeva (Skoltech / Skolkovo Institute of Science and Technology)
Yermek Kapushev (Skolkovo Institute of Science and Technology)
Evgeny Burnaev (Skoltech)

Evgeny Burnaev obtained his MSc in Applied Physics and Mathematics from the Moscow Institute of Physics and Technology in 2006. After successfully defending his PhD thesis in Foundations of Computer Science at the Institute for Information Transmission Problem RAS (IITP RAS) in 2008, Evgeny stayed with the Institute as a head of IITP Data Analysis and Predictive Modeling Lab. Since 2007 Evgeny Burnaev carried out a number of successful industrial projects with Airbus, SAFT, IHI, and Sahara Force India Formula 1 team among others. The corresponding data analysis algorithms, developed by Evgeny Burnaev and his scientific group, formed a core of the algorithmic software library for metamodeling and optimization. Thanks to the developed functionality, engineers can construct fast mathematical approximations to long running computer codes (realizing physical models) based on available data and perform design space exploration for trade-off studies. The software library passed the final Technology Readiness Level 6 certification in Airbus. According to Airbus experts, application of the library “provides the reduction of up to 10% of lead time and cost in several areas of the aircraft design process”. Nowadays a spin-off company Datadvance develops a Software platform for Design Space Exploration with GUI based on this algorithmic core. Since 2016 Evgeny Burnaev works as Associate Professor of Skoltech and manages his research group for Advanced Data Analytics in Science and Engineering For his scientific achievements in the year 2017 Evgeny Burnaev was honored with the Moscow Government Prize for Young Scientists in the category for the Transmission, Storage, Processing and Protection of Information for leading the project “The development of methods for predictive analytics for processing industrial, biomedical and financial data.”

Ivan Oseledets (Skoltech)

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