Computer Science > Machine Learning
[Submitted on 27 Oct 2017 (v1), last revised 27 Feb 2018 (this version, v2)]
Title:Not-So-Random Features
View PDFAbstract: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.
Submission history
From: Cyril Zhang [view email][v1] Fri, 27 Oct 2017 16:28:06 UTC (2,924 KB)
[v2] Tue, 27 Feb 2018 00:50:27 UTC (7,388 KB)
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