Quasi-Monte Carlo Feature Maps for Gaussian Kernel
Matlab
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README.md
demo.m
qmc_feature_maps_complex.m

README.md

QMC Feature Maps

Codes for quasi-Monte Carlo feature maps for Gaussian kernels in MATLAB.

About

Given any pair of points x and y, compute a feature map z(x) and z(y) such that k(x,y) is approximated by the inner product between z(x) and z(y) where in this case k is the Gaussian kernel.

Usage

See qmc_faeture_maps_complex.m for usage. See demo.m for a simple example.

References

J. Yang, V. Sindhwani, H. Avron, and M. W. Mahoney, Quasi-Monte Carlo Feature Maps for Shift-Invariant Kernels. International Conference on Machine Learning (ICML), 2014.