Random Features for Large-Scale Kernel Machines

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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. After transforming two points x and y in this way, their inner product is an unbiased estimator of k(x,y). The

  Feature, Transform, Fourier, Fourier transform, Fourier features