franken.rf.heads

This module contains random feature implementations for different kernels

Base Class

franken.rf.heads.RandomFeaturesHead

Base class for random-feature heads

Gaussian kernel

Approximations to the classical Gaussian (or RBF) kernel

franken.rf.heads.OrthogonalRFF

Orthogonal Random Fourier Features by Yu et al. for approximating the Gaussian kernel.

franken.rf.heads.MultiScaleOrthogonalRFF

A multi-scale version of franken.rf.heads.OrthogonalRFF which splits the available random features among multiple length-scales.

franken.rf.heads.BiasedOrthogonalRFF

Other kernels

franken.rf.heads.Linear

Implements the linear kernel.

franken.rf.heads.RandomFeaturesHead

Base class for random-feature heads

franken.rf.heads.TensorSketch

TensorSketch random-features approximation of the polynomial kernel

Helper Functions

franken.rf.heads.initialize_rf