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Revisiting Random Binning Features: Fast Convergence and Strong Parallelizability

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 نشر من قبل Lingfei Wu
 تاريخ النشر 2018
  مجال البحث الهندسة المعلوماتية
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Kernel method has been developed as one of the standard approaches for nonlinear learning, which however, does not scale to large data set due to its quadratic complexity in the number of samples. A number of kernel approximation methods have thus been proposed in the recent years, among which the random features method gains much popularity due to its simplicity and direct reduction of nonlinear problem to a linear one. The Random Binning (RB) feature, proposed in the first random-feature paper cite{rahimi2007random}, has drawn much less attention than the Random Fourier (RF) feature. In this work, we observe that the RB features, with right choice of optimization solver, could be orders-of-magnitude more efficient than other random features and kernel approximation methods under the same requirement of accuracy. We thus propose the first analysis of RB from the perspective of optimization, which by interpreting RB as a Randomized Block Coordinate Descent in the infinite-dimensional space, gives a faster convergence rate compared to that of other random features. In particular, we show that by drawing $R$ random grids with at least $kappa$ number of non-empty bins per grid in expectation, RB method achieves a convergence rate of $O(1/(kappa R))$, which not only sharpens its $O(1/sqrt{R})$ rate from Monte Carlo analysis, but also shows a $kappa$ times speedup over other random features under the same analysis framework. In addition, we demonstrate another advantage of RB in the L1-regularized setting, where unlike other random features, a RB-based Coordinate Descent solver can be parallelized with guaranteed speedup proportional to $kappa$. Our extensive experiments demonstrate the superior performance of the RB features over other random features and kernel approximation methods. Our code and data is available at { url{https://github.com/teddylfwu/RB_GEN}}.



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