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Random Fourier Features via Fast Surrogate Leverage Weighted Sampling

AAAI 2020 · Learning theory and algorithms › Kernels and regression theory · approach: Random feature approximation · 16 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use surrogate leverage weighted sampling instead of leverage-RFFRFF for kernel ridge regression · EEGclassification accuracy (%): 90.01±0.27 -> 91.02±0.32Helped
Use surrogate leverage weighted sampling instead of leverage-RFFRFF for kernel ridge regression · cod-RNAclassification accuracy (%): 93.66±0.03 -> 93.48±0.04No clear effect
Use surrogate leverage weighted sampling instead of leverage-RFFRFF for kernel ridge regression · covtypeclassification accuracy (%): 82.90±0.12 -> 82.18±0.10Hurt
Use surrogate leverage weighted sampling instead of leverage-RFFRFF for kernel ridge regression · magic04classification accuracy (%): 82.59±0.29 -> 82.55±0.55No clear effect
Replace leverage-RFF sampling with surrogate leverage weighted samplingRFF feature generation · EEGtime cost for generating random features (sec.): 3.91±0.09 -> 0.96±0.03Helped
Replace leverage-RFF sampling with surrogate leverage weighted samplingRFF feature generation · cod-RNAtime cost for generating random features (sec.): 13.3±0.23 -> 7.78±0.09Helped
Replace leverage-RFF sampling with surrogate leverage weighted samplingRFF feature generation · covtypetime cost for generating random features (sec.): 46.5±2.20 -> 28.6±1.58Helped
Replace leverage-RFF sampling with surrogate leverage weighted samplingRFF feature generation · magic04time cost for generating random features (sec.): 2.61±0.15 -> 0.87±0.02Helped
Use data-dependent leverage-weighted sampling rather than RFF or QMCRandom Fourier features · EEGclassification accuracy (%): At 128d, Ours 91.02±0.32; RFF 79.79±0.49; QMC 79.51±0.47Helped
Use data-dependent leverage-weighted sampling rather than RFF or QMCRandom Fourier features · cod-RNAclassification accuracy (%): At 64d, Ours 93.99±0.06; RFF 87.30±0.03; QMC 87.32±0.00Helped
Use data-dependent leverage-weighted sampling rather than RFF or QMCRandom Fourier features · covtypeclassification accuracy (%): At 16d: Ours 82.18±0.10; RFF 82.42±0.10; QMC 82.37±0.07No clear effect
Use data-dependent leverage-weighted sampling rather than RFF or QMCRandom Fourier features · magic04classification accuracy (%): At 128d, Ours 82.55±0.55; RFF 81.10±0.37; QMC 81.08±0.29Helped

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