Generalization bounds for sparse random feature expansions
Generalization bounds for sparse random feature expansions
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DOI:
10.1016/j.acha.2022.08.003
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发表时间:
2021-03
影响因子:
2.5
通讯作者:
Abolfazl Hashemi;Hayden Schaeffer;Robert Shi;U. Topcu;Giang Tran;Rachel A. Ward
中科院分区:
文献类型:
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作者:
Abolfazl Hashemi;Hayden Schaeffer;Robert Shi;U. Topcu;Giang Tran;Rachel A. Ward
Random feature methods have been successful in various machine learning tasks, are easy to compute, and come with theoretical accuracy bounds. They serve as an alternative approach to standard neural networks since they can represent similar function spaces without a costly training phase. However, for accuracy, random feature methods require more measurements than trainable parameters, limiting their use for data-scarce applications. We introduce the sparse random feature expansion to obtain parsimonious random feature models. We leverage ideas from compressive sensing to generate random feature expansions with theoretical guarantees even in the data-scarce setting. We provide generalization bounds for functions in a certain class depending on the number of samples and the distribution of features. By introducing sparse features, i.e. features with random sparse weights, we provide improved bounds for low order functions. We show that our method outperforms shallow networks in several scientific machine learning tasks.