Low Dimensional Explicit Feature Maps

Approximating non-linear kernels by finite-dimensional feature maps is a popular approach for speeding up training and evaluation of support vector machines or to encode information into efficient match kernels. We propose a novel method of data independent construction of low dimensional feature maps. The problem is cast as a linear program which jointly considers competing objectives: the quality of the approximation and the dimensionality of the feature map. For both shift-invariant and homogeneous kernels the proposed method achieves a better approximations at the same dimensionality or comparable approximations at lower dimensionality of the feature map compared with state-of-the-art methods.