Not-So-Random FeaturesDownload PDF

15 Feb 2018, 21:29 (modified: 10 Feb 2022, 11:28)ICLR 2018 Conference Blind SubmissionReaders: Everyone
Keywords: kernel learning, random features, online learning
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.
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.
Code: [![github](/images/github_icon.svg) yz-ignescent/Not-So-Random-Features](
Data: [CIFAR-10](, [MNIST](
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