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Brian Bullins, Cyril Zhang, Yi Zhang
Feb 15, 2018 (modified: Feb 23, 2018)ICLR 2018 Conference Blind Submissionreaders: everyoneShow Bibtex
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.
TL;DR:A simple and practical algorithm for learning a margin-maximizing translation-invariant or spherically symmetric kernel from training data, using tools from Fourier analysis and regret minimization.
Keywords:kernel learning, random features, online learning
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