Statistical Learning
But How Does It Work in Theory? Linear SVM with Random Features
Yitong Sun, Anna Gilbert, Ambuj Tewari
The random features method, proposed by Rahimi and Recht [2008], maps the data to a finite dimensional feature space as a random approximation to the feature space of RBF kernels. With explicit finite dimensional feature vectors available, the original KSVM is converted to a linear support vector machine (LSVM), that can be trained by faster algorithms (Shalev-Shwartz et al.