Scaling up Kernel Ridge Regression via Locality Sensitive Hashing

Amir Zandieh, Navid Nouri, Ameya Velingker, Michael Kapralov, Ilya P. Razenshteyn

Abstract: Random binning features, introduced in the seminal paper of Rahimi and Recht ’07, are an efficient method for approximating a kernel matrix using locality sensitive hashing. Random binning features...