Skylark (Sketching Library)
0.1
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#include <FRFT.hpp>
Fast Random Features Transform
Sketch transform into Eucledian space of fuctions in an RKHS implicitly defined by a vector and a shift invariant kernel. Fast variant (also known as Fastfood).
See: Q. Le, T. Sarlos, A. Smola Fastfood - Approximating Kernel Expansions in Loglinear Time ICML 2013.