Hyperparameter optimization for randomized algorithms: a case study on random features
Sign Up to like & getrecommendations! Published in 2024 at "Statistics and Computing"
DOI: 10.1007/s11222-025-10587-w
Abstract: Randomized algorithms exploit stochasticity to reduce computational complexity. One important example is random feature regression (RFR) that accelerates Gaussian process regression (GPR). RFR approximates an unknown function with a random neural network whose hidden weights… read more here.
Keywords: randomized algorithms; rfr; random features; study ... See more keywords
ORCCA: Optimal Randomized Canonical Correlation Analysis.
Sign Up to like & getrecommendations! Published in 2021 at "IEEE transactions on neural networks and learning systems"
DOI: 10.1109/tnnls.2021.3124868
Abstract: Random features approach has been widely used for kernel approximation in large-scale machine learning. A number of recent studies have explored data-dependent sampling of features, modifying the stochastic oracle from which random features are sampled.… read more here.
Keywords: correlation analysis; optimal randomized; random features; canonical correlation ... See more keywords