From 6b5e63b89925b68eb5a4fe45274747011bbc6466 Mon Sep 17 00:00:00 2001 From: Vinayak Mehta Date: Mon, 2 Mar 2015 11:16:03 +0530 Subject: [PATCH] Added Random Kitchen Sink reference --- sklearn/kernel_approximation.py | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/sklearn/kernel_approximation.py b/sklearn/kernel_approximation.py index b994e4c02d6..dc29e7c3f80 100644 --- a/sklearn/kernel_approximation.py +++ b/sklearn/kernel_approximation.py @@ -24,6 +24,8 @@ from .metrics.pairwise import pairwise_kernels class RBFSampler(BaseEstimator, TransformerMixin): """Approximates feature map of an RBF kernel by Monte Carlo approximation of its Fourier transform. + + It implements a variant of Random Kitchen Sinks.[1] Parameters ---------- @@ -42,6 +44,11 @@ class RBFSampler(BaseEstimator, TransformerMixin): ----- See "Random Features for Large-Scale Kernel Machines" by A. Rahimi and Benjamin Recht. + + [1] "Weighted Sums of Random Kitchen Sinks: Replacing + minimization with randomization in learning" by A. Rahimi and + Benjamin Recht. + (http://www.eecs.berkeley.edu/~brecht/papers/08.rah.rec.nips.pdf) """ def __init__(self, gamma=1., n_components=100, random_state=None):