The Neural Tangent Kernel (NTK) characterizes the behavior of infinitely wide neural nets trained under least squares loss by gradient descent. However, despite its importance, the super-quadratic runtime of kernel methods limits the use of NTK in large-scale learning tasks. To accelerate kernel machines with NTK, we propose a near input sparsity time algorithm that maps the input data to a randomized low-dimensional feature space so that the inner product of the transformed data approximates their NTK evaluation. Our transformation works by sketching the polynomial expansions of arc-cosine kernels. Furthermore, we propose a feature map for approximating the convolutional counterpart of the NTK, which can transform any image using a runtime that is only linear in the number of pixels. We show that in standard large-scale regression and classification tasks a linear regressor trained on our features outperforms trained Neural Nets and Nystrom approximation of NTK kernel.
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