Nyström Method vs Random Fourier Features: A Theoretical and Empirical Comparison

NeurIPS 2012 Tianbao YangYu-Feng LiMehrdad MahdaviRong JinZhi-Hua Zhou

Both random Fourier features and the Nyström method have been successfully applied to efficient kernel learning. In this work, we investigate the fundamental difference between these two approaches, and how the difference could affect their generalization performances... (read more)

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