Poster
Fast Summation of Radial Kernels via QMC Slicing
Johannes Hertrich · Tim Jahn · Michael Quellmalz
Hall 3 + Hall 2B #451
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Abstract
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Sat 26 Apr midnight PDT
— 2:30 a.m. PDT
Abstract:
The fast computation of large kernel sums is a challenging task, which arises as a subproblem in any kernel method. We approach the problem by slicing, which relies on random projections to one-dimensional subspaces and fast Fourier summation. We prove bounds for the slicing error and propose a quasi-Monte Carlo (QMC) approach for selecting the projections based on spherical quadrature rules. Numerical examples demonstrate that our QMC-slicing approach significantly outperforms existing methods like (QMC-)random Fourier features, orthogonal Fourier features or non-QMC slicing on standard test datasets.
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