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Questions tagged [random-fourier-features]

Random Fourier features, (also known as "random kitchen sinks") are a technique to create an approximate factorization of a kernel matrix.

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How to use random kitchen sinks for $\sigma \neq 1$?

The RBF kernel is given by $$ k(x,y) = \exp\left(-\frac{\| x - y \|_2^2}{2 \sigma^2}\right) $$ where $\sigma$ is the length-scale parameter. I want to use the random kitchen sinks method to create a ...
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Rescaling matrix W in Random Fourier Features

I came across this beautiful idea of Random Fourier Features by Rahimi and Recht while working on optimising my GP model using Predictive Entropy Search. I understand the overall idea of approximating ...
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Non-stationary Random Fourier Features

Random Fourier Features (RFFs) were introduced by A. Rahimi and B. Recht in their 2007 publication Random Features for Large-Scale Kernel Machines. RFFs are based on Bochner's theorem, which applies ...
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A question about linear inference in random Fourier feature kernels [duplicate]

In Ali Rahimi's and Ben Recht's paper "Random Features for Large-Scale Kernel Machines," there is a line near the bottom of the introduction which I can not reason about... In addition to ...
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Periodicity of random kitchen sink feature mappings

In various papers, e.g. Random Features for Large-Scale Kernel Machines, Rahimi and Recht introduce the now popular methodology wherein a "low rank" approximation to a stationary, PSD, ...
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Why are random Fourier features efficient?

I am trying to understand Random Features for Large-Scale Kernel Machines. In particular, I don't follow the following logic: kernel methods can be viewed as optimizing the coefficients in a weighted ...
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Random fourier features and Bochner's Theorem

The paper, Random Fourier Features for Large-Scale Kernel Machines by Ali Rahimi and Ben Recht , makes use of Bochner's theorem which says that the Fourier transform $p(w) $ of shift-invariant ...
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random kitchen sinks as approximation to kernel machine

In the paper Rahimi, Ali, and Benjamin Recht. "Random features for large-scale kernel machines." Advances in neural information processing systems. 2008. the author introduces a way to ...
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How does a random kitchen sink work?

Last year at NIPS 2017 Ali Rahimi and Ben Recht won the test of time award for their paper "Random Features for Large-Scale Kernel Machines" where they introduced random features, later codified as ...
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Applying an RBF kernel first and then train using a Linear Classifier

I will start off by saying that I don't have a concrete understanding of what's under the hood of a SVM classifier. I am interested in using an SVM with the RBF kernel to train a two class ...
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