Landmark-based Ensemble Learning with Random Fourier Features and Gradient Boosting.

Summary This paper jointly leverages two state-of-the-art learning strategies gradient boosting (GB) and kernel Random Fourier Features (RFF)-to address the problem of kernel learning. Our study builds on a recent result showing that one can learn a distribution over the RFF to produce a new kernel suited for the task at hand. For learning this distribution, we exploit a GB scheme expressed as ensembles of RFF weak learners, each of them being a kernel function designed to fit the residual. Unlike Multiple Kernel Learning techniques that make use of a pre-computed dictionary of kernel functions to select from, at each iteration we fit a kernel by approximating it from the training data as a weighted sum of RFF. This strategy allows one to build a classifier based on a small ensemble of learned kernel "landmarks" better suited for the underlying application. We conduct a thorough experimental analysis to highlight the advantages of our method compared to both boosting-based and kernel-learning state-of-the-art methods.