Generic Fast Randomized Projections
| Dependency | Reference | Comments |
|---|---|---|
| Blaze | K. Iglberger, et al.: Expression Templates Revisited: A Performance Analysis of Current Methodologies. SIAM Journal on Scientific Computing, 34(2): C42--C69, 2012 | For optimal performance, this should be linked against BLAS and parallelized, as controlled in blaze/blaze/config/BLAS.h |
| C++17 | DenseSVM is currently only tested on gcc under 5.2 and 6.3 | |
| Fast Fast-Hadamard Transform | Out-of-place fork of FHT by https://falconn-lib.org/ |
- Add Hadamard Fourier Features
- Add DCT Fourier Features
- Use FFTW, Spiral, or new implementation. [http://spiral.ece.cmu.edu/dctgen/index.php]
- Kernels:
- Gaussian [Default, see Recht and Rahimi]
- Laplacian [ibid.]
- Cauchy [ibid.]
- Angular [See arxiv 1703.00864]
- Dot Product [See arxiv 1407.5599, table 1 for the rest]
- Polynomial
- Hellinger
- Chi Squared
- Intersection
- Jenson-Shannon
- Skewed-Chi Squared
- Skewed-Intersection
- Exponential Semigroup
- Reciprocal Semingroup
- Arc-Cosine