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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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48 results for Random feature approximations

Orthogonal random features approximate a Bessel kernel, offering sharper bounds than random Fourier features.

problem Approximating Gaussian kernel efficiently for large datasets.
method Use of Haar orthogonal matrices to construct orthogonal random features and analyze their bias and variance.
result Orthogonal random features approximate a Bessel kernel, not the Gaussian kernel, with sharper bounds.

Random feature models approximate functions in Banach spaces efficiently.

problem Approximating functions in Banach spaces efficiently.
method Randomly initialized feature maps and linear readout training.
result Universal approximation in Bochner spaces for Banach space-valued models.

Improves efficiency of random feature approximations for dot product kernels.

problem Efficiency of random feature approximations for dot product kernels.
method Generalization of existing random feature approximations using complex-valued random features, theoretical analysis of variances, data-driven optimization approach.
result Complex-valued random features can significantly reduce the variances of approximations.

We study the approximation properties of random ReLU features through their reproducing kernel Hilbert space (RKHS). We first prove a universality theorem for the RKHS induced by random features whose feature maps are of the form of nodes in neural networks. The universality result implies that the random ReLU features…

2018-10-10abs ↗pdf ↗

We propose semi-random features for nonlinear function approximation. The flexibility of semi-random feature lies between the fully adjustable units in deep learning and the random features used in kernel methods. For one hidden layer models with semi-random features, we prove with no unrealistic assumptions that the m…

2017-02-28abs ↗pdf ↗

HARFE approximates sparse additive functions using random features and ridge regression.

problem Approximating high-dimensional sparse additive functions.
method Hard-ridge random feature expansion with sparse ridge regression and hard-thresholding pursuit.
result HARFE method converges with a given error bound and achieves lower error than other algorithms.

Random feature approximation speeds up spectral methods and improves learning rates.

problem Improving the efficiency and generalization of spectral methods in large-scale algorithms.
method Combining random feature approximation with spectral regularization methods.
result Optimal learning rates for estimators over various regularity classes, including those not in the RKHS.

Improved kernel ridge regression for large datasets using weighted random binning.

problem Efficiently approximating kernel matrices for large-scale datasets.
method Introduced weighted random binning features for locality sensitive hashing.
result Weighted random binning features generate Gaussian processes of any desired smoothness.

A novel model uses ODE-based random features to model nonlinear dynamical systems.

problem Modeling highly nonlinear dynamical systems with uncertainty quantification.
method Compositions of physics-informed random features derived from ODEs, combined with deep Gaussian processes and approximate Bayesian inference.
result The model effectively captures nonlinear behavior in real-world multivariate time series data and achieves comparable performance to other models on benchmark tasks.

New method improves Gaussian kernel approximations for high-frequency data.

problem Limited scalability of kernel-based models to large data sets.
method Local random feature approximations using Maclaurin expansions and polynomial sketches.
result Significant improvement in kernel approximations and downstream performance for high-frequency data.

Survey on random features for kernel approximation, focusing on algorithms, theory, and practical applications.

problem Efficiently approximating kernel methods for large-scale problems.
method Random features techniques to speed up kernel methods.
result Need for a high number of random features for good approximation quality.

Two ANOVA-based algorithms boost random Fourier feature models for function approximation.

problem Approximating high-dimensional functions with low-order interactions.
method Utilizes ANOVA decomposition to learn low-order functions and index sets of important variables.
result Significantly reduces approximation error compared to existing methods.

Kernel approximation using randomized feature maps has recently gained a lot of interest. In this work, we identify that previous approaches for polynomial kernel approximation create maps that are rank deficient, and therefore do not utilize the capacity of the projected feature space effectively. To address this chal…

2013-12-17abs ↗pdf ↗

New method reduces variance and bias in approximating indefinite kernels.

problem Approximating non-stationary indefinite kernels with low variance and bias.
method Generalized orthogonal random features (GORF)
result GORF achieves lower variance and approximation error compared to existing methods.

New RFs reduce kernel approximation variance and improve Transformer performance.

problem Efficient approximation of Gaussian and softmax kernels for kernel methods and Transformers.
method Parameterized, positive, non-trigonometric RFs optimized for variance reduction.
result Significant variance reduction in practice, outperforming previous methods.

RQMC improves kernel-based learning by reducing deterministic error and offering computational advantages.

problem Improving kernel-based learning methods to reduce deterministic error and computational complexity.
method Randomized quasi-Monte Carlo (RQMC) methods applied to random feature approximations.
result RQMC methods improve deterministic approximation error bound from OP(1/M)O_P(1/\sqrt{M}) to O(1/M)O(1/M), matching QMC methods.

We present an intriguing discovery related to Random Fourier Features: in Gaussian kernel approximation, replacing the random Gaussian matrix by a properly scaled random orthogonal matrix significantly decreases kernel approximation error. We call this technique Orthogonal Random Features (ORF), and provide theoretical…

2016-10-28abs ↗pdf ↗

Random feature method approximates operators with theoretical guarantees and reduced computation.

problem Approximating operators between infinite dimensional Banach spaces using machine learning.
method Random feature operator learning method with theoretical guarantees and error bounds.
result The random feature method can achieve similar or better test errors than kernel-based methods and neural networks with significantly reduced training times.

We consider the problem of improving kernel approximation via randomized feature maps. These maps arise as Monte Carlo approximation to integral representations of kernel functions and scale up kernel methods for larger datasets. Based on an efficient numerical integration technique, we propose a unifying approach that…

2018-02-11abs ↗pdf ↗

Devoted to multi-task learning and structured output learning, operator-valued kernels provide a flexible tool to build vector-valued functions in the context of Reproducing Kernel Hilbert Spaces. To scale up these methods, we extend the celebrated Random Fourier Feature methodology to get an approximation of operator-…

2016-05-09abs ↗pdf ↗

SRF improves kernel approximation and GP regression performance.

problem Efficient kernel approximation and Bayesian kernel learning in large-scale regression problems.
method Stein variational gradient descent to generate high-quality random features and approximate spectral measure posteriors.
result SRF outperforms traditional approaches in kernel approximation and GP regression.

Poor approximators found in neural networks and random feature models.

problem Understanding why certain neural networks and models perform poorly in approximating functions.
method Established a scale separation of Kolmogorov width type and applied it to neural networks and random feature models.
result Reproducing kernel Hilbert spaces and two-layer neural networks are poor L2L^2-approximators for certain functions.

New random feature maps for Laplacian and related kernels.

problem Challenges in approximating the Laplacian kernel and its generalizations.
method Developed random feature maps for Laplacian and related kernels, providing efficient sampling schemes.
result Demonstrated the efficacy of these random feature maps on real datasets.

Extends random feature analysis to spectral methods and improves learning rates.

problem Improving generalization properties of spectral methods in large-scale learning.
method Extends random feature analysis to a broad class of spectral regularization techniques, including gradient descent and Nesterov method.
result Obtains optimal learning rates for regularity classes, including those not in the RKHS.

Hermite polynomials improve private data generation by reducing feature count.

problem Infinite-dimensional features in kernel mean embedding are impractical for private data generation.
method Replace random features with Hermite polynomial features, leveraging their ordered nature.
result Hermite polynomial features yield a more accurate approximation of kernel mean embedding with fewer features.

Random features and KRR generalize similarly when N is large enough.

problem Understanding the generalization error of random features and KRR methods.
method Analyzing spectral conditions and hypercontractivity on kernel eigenfunctions.
result The test error of random features is larger than KRR when N is small, but they achieve the same error when N is large.

This paper surveys various methods for dimensionality reduction and nearest neighbor search.

problem Efficiently reducing high-dimensional data to lower dimensions while preserving essential information.
method Linear and nonlinear random projections, including sparse random projections, random Fourier Features, and Random Kitchen Sinks.
result Various methods for dimensionality reduction and nearest neighbor search are explained and compared.

Random features approach has been widely used for kernel approximation in large-scale machine learning. A number of recent studies have explored data-dependent sampling of features, modifying the stochastic oracle from which random features are sampled. While proposed techniques in this realm improve the approximation,…

2019-10-11abs ↗pdf ↗

New quantization methods improve accuracy of Random Fourier Features.

problem Improving accuracy of Random Fourier Features for machine learning.
method Sigma-Delta and distributed noise-shaping quantization methods for 1-bit and low bit-depth quantization.
result Quantized RFFs allow high accuracy approximation of underlying kernels with polynomial error decay.

Large-scale kernel approximation is an important problem in machine learning research. Approaches using random Fourier features have become increasingly popular [Rahimi and Recht, 2007], where kernel approximation is treated as empirical mean estimation via Monte Carlo (MC) or Quasi-Monte Carlo (QMC) integration [Yang …

2017-05-23abs ↗pdf ↗

New method approximates complex kernel norms with random features, making learning tractable.

problem Complexity of learning with kernel methods in high dimensions.
method Random features approximations to Fp\mathcal{F}_p norms, focusing on p>1p>1.
result For p>1p>1, the number of random features required is polynomial in the sample size, making learning tractable.

Random features are improved by variance-reducing couplings, enhancing machine learning models.

problem Improving the efficiency and accuracy of random features in machine learning.
method Using optimal transport theory to find couplings that reduce variance in random features.
result Theoretical and practical gains in efficiency and accuracy for various machine learning models.

We find a deterministic equivalent for random feature regression's test error, independent of feature map dimension.

problem Understanding the generalization performance of random feature ridge regression.
method We derive a deterministic equivalent for the test error of RFRR under a concentration property, showing it can be approximated by a closed-form expression dependent on feature map eigenvalues.
result Our approximation guarantee is non-asymptotic, multiplicative, and independent of the feature map dimension, providing a tight result for the smallest number of features achieving optimal minimax error rate.

SRMD uses random features for efficient time-frequency analysis.

problem Efficiently analyzing time-series data with low computational cost.
method Sparse Random Mode Decomposition (SRMD) constructs a sparse approximation to the spectrogram.
result SRMD outperforms other methods in signal representation, outlier removal, and mode decomposition.

Graph neural networks (GNNs) are powerful machine learning models for various graph learning tasks. Recently, the limitations of the expressive power of various GNN models have been revealed. For example, GNNs cannot distinguish some non-isomorphic graphs and they cannot learn efficient graph algorithms. In this paper,…

2020-02-08abs ↗pdf ↗

We prove that, under low noise assumptions, the support vector machine with NmN\ll m random features (RFSVM) can achieve the learning rate faster than O(1/m)O(1/\sqrt{m}) on a training set with mm samples when an optimized feature map is used. Our work extends the previous fast rate analysis of random features method from…

2018-09-12abs ↗pdf ↗