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 and empirical justification for this behavior. Motivated by this discovery, we further propose Structured Orthogonal Random Features (SORF), which uses a class of structured discrete orthogonal matrices to speed up the computation. The method reduces the time cost from @math to @math , where @math is the data dimensionality, with almost no compromise in kernel approximation quality compared to ORF. Experiments on several datasets verify the effectiveness of ORF and SORF over the existing methods. We also provide discussions on using the same type of discrete orthogonal structure for a broader range of applications.
Explicit nonlinear random feature maps have been constructed for many types of kernels, such as intersection kernels @cite_15 , generalized RBF kernels @cite_5 , skewed multiplicative histogram kernels @cite_21 , additive kernels @cite_11 , and polynomial kernels @cite_14 @cite_29 . In this paper, we focus on approximating Gaussian kernels following the seminal Random Fourier Features (RFF) framework @cite_6 , which has been extensively studied both theoretically and empirically @cite_3 @cite_24 @cite_26 .
@cite_14 @cite_26 @cite_29 @cite_21 @cite_6 @cite_3 @cite_24 @cite_5 @cite_15 @cite_11
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Compact explicit feature maps provide a practical framework to scale kernel methods to large-scale learning, but deriving such maps for many types of kernels remains a challenging open problem. Among the commonly used kernels for nonlinear classification are polynomial kernels, for which low approximation error has thus far necessitated explicit feature maps of large dimensionality, especially for higher-order polynomials. Meanwhile, because polynomial kernels are unbounded, they are frequently applied to data that has been normalized to unit l2 norm. The question we address in this work is: if we know a priori that data is normalized, can we devise a more compact map? We show that a putative affirmative answer to this question based on Random Fourier Features is impossible in this setting, and introduce a new approximation paradigm, Spherical Random Fourier (SRF) features, which circumvents these issues and delivers a compact approximation to polynomial kernels for data on the unit sphere. Compared to prior work, SRF features are less rank-deficient, more compact, and achieve better kernel approximation, especially for higher-order polynomials. The resulting predictions have lower variance and typically yield better classification accuracy. With the goal of accelerating the training and testing complexity of nonlinear kernel methods, several recent papers have proposed explicit embeddings of the input data into low-dimensional feature spaces, where fast linear methods can instead be used to generate approximate solutions. Analogous to random Fourier feature maps to approximate shift-invariant kernels, such as the Gaussian kernel, on Rd, we develop a new randomized technique called random Laplace features, to approximate a family of kernel functions adapted to the semigroup structure of R+d. This is the natural algebraic structure on the set of histograms and other non-negative data representations. We provide theoretical results on the uniform convergence of random Laplace features. Empirical analyses on image classification and surveillance event detection tasks demonstrate the attractiveness of using random Laplace features relative to several other feature maps proposed in the literature. Kernel methods yield state-of-the-art performance in certain applications such as image classification and object detection. However, large scale problems require machine learning techniques of at most linear complexity and these are usually limited to linear kernels. This unfortunately rules out gold-standard kernels such as the generalized RBF kernels (e.g. exponential-c 2 ). Recently, Maji and Berg [13] and Vedaldi and Zisserman [20] proposed explicit feature maps to approximate the additive kernels (intersection, c 2 , etc.) by linear ones, thus enabling the use of fast machine learning technique in a non-linear context. An analogous technique was proposed by Rahimi and Recht [14] for the translation invariant RBF kernels. In this paper, we complete the construction and combine the two techniques to obtain explicit feature maps for the generalized RBF kernels. Furthermore, we investigate a learning method using l 1 regularization to encourage sparsity in the final vector representation, and thus reduce its dimension. We evaluate this technique on the VOC 2007 detection challenge, showing when it can improve on fast additive kernels, and the trade-offs in complexity and accuracy. Abstract Nonlinear dimensionality reduction embeddings computed from datasets do not provide a mechanism to compute the inverse map. In this paper, we address the problem of computing a stable inverse map to such a general bi-Lipschitz map. Our approach relies on radial basis functions (RBFs) to interpolate the inverse map everywhere on the low-dimensional image of the forward map. We demonstrate that the scale-free cubic RBF kernel performs better than the Gaussian kernel: it does not suffer from ill-conditioning, and does not require the choice of a scale. The proposed construction is shown to be similar to the Nystrom extension of the eigenvectors of the symmetric normalized graph Laplacian matrix. Based on this observation, we provide a new interpretation of the Nystrom extension with suggestions for improvement.