Fast Evaluation of Additive Kernels: Feature Arrangement, Fourier Methods, and Kernel Derivatives

1 code implementation • 26 Apr 2024 • Theresa Wagner, Franziska Nestler, Martin Stoll

We here present a technique based on the non-equispaced fast Fourier transform (NFFT) with rigorous error analysis.

Gaussian Processes

A Preconditioned Interior Point Method for Support Vector Machines Using an ANOVA-Decomposition and NFFT-Based Matrix-Vector Products

1 code implementation • 1 Dec 2023 • Theresa Wagner, John W. Pearson, Martin Stoll

In this paper we consider the numerical solution to the soft-margin support vector machine optimization problem.

Learning in High-Dimensional Feature Spaces Using ANOVA-Based Fast Matrix-Vector Multiplication

1 code implementation • 19 Nov 2021 • Franziska Nestler, Martin Stoll, Theresa Wagner

We propose the use of an ANOVA kernel, where we construct several kernels based on lower-dimensional feature spaces for which we provide fast algorithms realizing the matrix-vector products.

regression