Random Feature Maps for Dot Product Kernels

Details Random Feature Maps for Dot Product Kernels Random Feature Maps for Dot Product Kernels

2012-01-31

arxiv.org/abs/1201.6530v3

Journal of Machine Learning Research, W&CP 22 (2012) 583-591

Computer Science

Learning

To appear in the proceedings of the 15th International Conference on Artificial Intelligence and Statistics (AISTATS 2012). Th

Scientific paper

Approximating non-linear kernels using feature maps has gained a lot of interest in recent years due to applications in reducing training and testing times of SVM classifiers and other kernel based learning algorithms. We extend this line of work and present low distortion embeddings for dot product kernels into linear Euclidean spaces. We base our results on a classical result in harmonic analysis characterizing all dot product kernels and use it to define randomized feature maps into explicit low dimensional Euclidean spaces in which the native dot product provides an approximation to the dot product kernel with high confidence.

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