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A Model-Agnostic Randomized Learning Framework based on Random Hypothesis Subspace Sampling

ICML 2022 · Learning theory and algorithms › Kernels and regression theory · approach: RKHS kernel methods

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use random hypothesis subspace sampling (RHSS) with a linear least squares combination of k sampled hypotheseskernel ridge regression · Crime and CommunityRMSENo clear effect
Use random tree sampling (extra-tree style on bootstrap samples) with optimal linear weightsdecision tree · Adult / COMPAS / Crime and CommunityRMSEHelped
Random projection as preprocessing before RHSS-KRR (ablation)kernel ridge regression · Crime and Communitytraining timeHurt
Change hypothesis sampling distribution (Gaussian, uniform, Laplace, Bernoulli) for RHSS-KRR (ablation)RHSS-KRR · Crime and CommunityRMSENo clear effect
Increase number of hidden neurons for RHSS-MLP with k fixed at 100 (ablation)RHSS-MLP · Crime and CommunityRMSENo clear effect

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