On kernel derivative approximation with random fourier features

Zoltán Szabó, Bharath K. Sriperumbudur

Research output: Contribution to conferencePaperpeer-review

2 Scopus citations

Abstract

Random Fourier features (RFF) represent one of the most popular and wide-spread techniques in machine learning to scale up kernel algorithms. Despite the numerous successful applications of RFFs, unfortunately, quite little is understood theoretically on their optimality and limitations of their performance. Only recently, precise statistical-computational trade-offs have been established for RFFs in the approximation of kernel values, kernel ridge regression, kernel PCA and SVM classification. Our goal is to spark the investigation of optimality of RFF-based approximations in tasks involving not only function values but derivatives, which naturally lead to optimization problems with kernel derivatives. Particularly, in this paper, we focus on the approximation quality of RFFs for kernel derivatives and prove that the existing finite-sample guarantees can be improved exponentially in terms of the domain where they hold, using recent tools from unbounded empirical process theory. Our result implies that the same approximation guarantee is attainable for kernel derivatives using RFF as achieved for kernel values.

Original languageEnglish (US)
StatePublished - 2020
Event22nd International Conference on Artificial Intelligence and Statistics, AISTATS 2019 - Naha, Japan
Duration: Apr 16 2019Apr 18 2019

Conference

Conference22nd International Conference on Artificial Intelligence and Statistics, AISTATS 2019
CountryJapan
CityNaha
Period4/16/194/18/19

All Science Journal Classification (ASJC) codes

  • Artificial Intelligence
  • Statistics and Probability

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