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Generalization Properties of Learning wi...
Rudi, Alessandro...

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Generalization Properties of Learning with Random Features by Rudi, Alessandro ( Author )
Lemonjar Open Access
Australian National University
08-08-2023
We study the generalization properties of ridge regression with random features in the statistical learning framework. We show for the first time that $O(1/\sqrt{n})$ learning bounds can be achieved with only $O(\sqrt{n}\log n)$ random features rather than $O({n})$ as suggested by previous results. Further, we prove faster learning rates and show that they might require more random features, unless they are sampled according to a possibly problem dependent distribution. Our results shed light on the statistical computational trade-offs in large scale kernelized learning, showing the potential effectiveness of random features in reducing the computational complexity while keeping optimal generalization properties.
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English
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MYR 0.01
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http://arxiv.org/abs/1602.04474
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