Random Features for Large-Scale Kernel Machines
1 Q d 1 π(1+ω2 d) Cauchy Q d 2 1+∆2 d e−k∆k 1 Figure 1: Random Fourier Features. Each component of the feature map z( x) projects onto a random direction ω drawn from the Fourier transform p(ω) of k(∆), and wraps this line onto the unit circle in R2.
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