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Paper · 2204.05667 · 2022

Local Random Feature Approximations of the Gaussian Kernel

arXiv · PDF · Open in the Atlas

Code that ran

We lifted 6 functions out of this paper's own repositories and ran 6 of them in a sandbox. "Ran" means the function executed on a synthesized input and returned a value. It is not a reproduction of the paper's results.

RepositoryRoleRan
joneswack/dp-rfs canonical 6 of 6
FunctionStatusWhere it lives
extract_random_patches Ran joneswack/dp-rfs/models/bilinear_cnn.py
code served (permissive licence) · get_code("81692ad1d55bf076")
gaussian_kernel_coefs Ran joneswack/dp-rfs/plot_variance_vs_degree.py
code served (permissive licence) · get_code("bea87559d618f4fa")
makeDefaultTransforms Ran joneswack/dp-rfs/run_fine_grained.py
code served (permissive licence) · get_code("59f610ce680efe6e")
mmd2 Ran joneswack/dp-rfs/run_kid.py
code served (permissive licence) · get_code("848427a8f7d31ad0")
polynomial_kernel Ran joneswack/dp-rfs/run_kid.py
code served (permissive licence) · get_code("9fd38816b29f5ee2")
polynomial_mmd Ran joneswack/dp-rfs/run_kid.py
code served (permissive licence) · get_code("2bd52c58c78f510e")

Repositories linked to this paper

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Abstract

A fundamental drawback of kernel-based statistical models is their limited scalability to large data sets, which requires resorting to approximations. In this work, we focus on the popular Gaussian kernel and on techniques to linearize kernel-based models by means of random feature approximations. In particular, we do so by studying a less explored random feature approximation based on Maclaurin expansions and polynomial sketches. We show that such approaches yield poor results when modelling high-frequency data, and we propose a novel localization scheme that improves kernel approximations and downstream performance significantly in this regime. We demonstrate these gains on a number of experiments involving the application of Gaussian process regression to synthetic and real-world data of different data sizes and dimensions.

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