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Random Embeddings, Matrix-valued Kernels and Deep Learning

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Claim: large-scale randomized kernel models match deep nets on a speech benchmark when scaled and optimized. Implementation uses random Fourier features (up to ~80k features), an MPI + shared-memory distributed ADMM solver on 256-node Blue Gene/Q, and LibSkylark software; training runs in hours and yields phoneme/frame error comparable to tuned DNNs (kernels gave the best published kernel phoneme error on that feature set). Quasi-Monte Carlo and a box discrepancy objective reduce feature count and improve gram-matrix reconstruction.

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  1. 0:00Intro
  2. 0:38Acknowledgements
  3. 1:38Setting
  4. 6:48Deep Learning is Supercharging Machine Learning
  5. 8:51Machine Learning in 1990s
  6. 12:03Kernel Methods and Neural Networks (Pre Google)
  7. 14:05The Mathematical Naturalness of Kernel Methods
  8. 16:11Scalability Challenges for Kemal Methods
  9. 17:27Randomized Algorithms
  10. 19:56Random Fourier Features (Rahimi & Recht, 2007)
  11. 21:08DNN vs Kernel Methods on TIMIT (Speech)
  12. 24:45DNNs vs Kernel Methods on TIMIT (Speech)
  13. 30:45Distributed Convex Optimization
  14. 32:58Distributed Block-splitting ADMM
  15. 35:20Randomized Kernel methods on thousands of cores
  16. 36:01Comparisons on MNIST
  17. 37:51Efficiency of Random Embeddings
  18. 38:45Quasi-Monte Carlo Sequences: Intuition
  19. 42:21How do standard GMC sequences perform?
  20. 45:25Does Box discrepancy explain behaviour of QMC
  21. 45:40Learning Adaptive QMC Sequences
  22. 46:22Randomization vs Optimization
  23. 47:55Deep Learning with Kernels?
  24. 48:36Conclusions
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