A la Carte – Learning Fast Kernels

Kernel methods have great promise for learning rich statistical representations of large modern datasets. However, compared to neural networks, kernel methods have been perceived as lacking in scalability and flexibility. We introduce a family of fast, flexible, general purpose, and lightly parametrized kernel learning methods, derived from Fastfood basis function expansions. We provide mechanisms to learn the properties of groups of spectral frequencies in these expansions, which require only O(m log d) time and O(m) memory, for m basis functions and d input dimensions. We show that the proposed methods can learn a wide class of kernels, outperforming the alternatives in accuracy, speed, and memory consumption.