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• W2147118250 abstract "We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to integral representations of shift-invariant kernel functions (e.g., Gaussian kernel). In this paper, we propose to use Quasi-Monte Carlo (QMC) approximations instead, where the relevant integrands are evaluated on a low-discrepancy sequence of points as opposed to random point sets as in the Monte Carlo approach. We derive a new discrepancy measure called box discrepancy based on theoretical characterizations of the integration error with respect to a given sequence. We then propose to learn QMC sequences adapted to our setting based on explicit box discrepancy minimization. Our theoretical analyses are complemented with empirical results that demonstrate the effectiveness of classical and adaptive QMC techniques for this problem." @default.
• W2147118250 created "2016-06-24" @default.
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• W2147118250 date "2014-12-29" @default.
• W2147118250 modified "2023-09-27" @default.
• W2147118250 title "Quasi-Monte Carlo Feature Maps for Shift-Invariant Kernels" @default.
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• W2147118250 hasPublicationYear "2014" @default.
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