Sparse random feature maps for the item-multiset kernel

Abstract

Random feature maps are a promising tool for large-scale kernel methods. Since most random feature maps generate dense random features causing memory explosion, it is hard to apply them to very-large-scale sparse datasets. The factorization machines and related models, which use feature combinations efficiently, scale well for large-scale sparse datasets and have been used in many applications. However, their optimization problems are typically non-convex. Therefore, although they are optimized by using gradient-based iterative methods, such methods cannot find global optimum solutions in general and require a large number of iterations for convergence. In this paper, we define the item-multiset kernel, which is a generalization of the itemset kernel and dot product kernels. Unfortunately, random feature maps for the itemset kernel and dot product kernels cannot approximate the item-multiset kernel. We thus develop a method that converts an item-multiset kernel into an itemset kernel, enabling the item-multiset kernel to be approximated by using a random feature map for the itemset kernel. We propose two random feature maps for the itemset kernel, which run faster and are more memory efficient than the existing feature map for the itemset kernel. They also generate sparse random features when the original (input) feature vector is sparse and thus linear models using proposed methods . Experiments using real-world datasets demonstrated the effectiveness of the proposed methodology: linear models using the proposed random feature maps ran from 10 to 100 times faster than ones based on existing methods.