Revisiting Random Binning Feature: Fast Convergence and Strong Parallelizability
Lingfei Wu*, College of William and Mary; En-Hsu Yen, University of Texas at Austin; Jie Chen, IBM Research; Rui Yan, Baidu Inc.
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 non-linear problem to a linear one. Different random feature functions have since been proposed to approximate a variety of kernel functions. Among them the Random Binning (RB) feature, proposed in the first random-feature paper , has drawn much less attention than the Random Fourier (RF) feature proposed also in . 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 κ number of non-empty bins per grid in expectation, RB method achieves a convergence rate of O(1/(κR)), which not only sharpens its O(1/√R) rate from Monte Carlo analysis, but also shows a κ times speedup over other random features under the same analysis framework. In addition, we demonstrate another advantage of RB in the L1-regularized set-ting, where unlike other random features, a RB-based Coordinate Descent solver can be parallelized with guaranteed speedup proportional to κ. Our extensive experiments demonstrate the superior performance of the RB features over other random features and ker-nel approximation methods.
Filed under: Big Data