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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2026
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| Acceso en línea: | https://arxiv.org/abs/2602.00987 |
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| _version_ | 1866908802232614912 |
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| author | Kumar, Sawan Chakraborty, Souvik |
| author_facet | Kumar, Sawan Chakraborty, Souvik |
| contents | Modeling non-stationary processes, where statistical properties vary across the input domain, is a critical challenge in machine learning; yet most scalable methods rely on a simplifying assumption of stationarity. This forces a difficult trade-off: use expressive but computationally demanding models like Deep Gaussian Processes, or scalable but limited methods like Random Fourier Features (RFF). We close this gap by introducing Random Wavelet Features (RWF), a framework that constructs scalable, non-stationary kernel approximations by sampling from wavelet families. By harnessing the inherent localization and multi-resolution structure of wavelets, RWF generates an explicit feature map that captures complex, input-dependent patterns. Our framework provides a principled way to generalize RFF to the non-stationary setting and comes with a comprehensive theoretical analysis, including positive definiteness, unbiasedness, and uniform convergence guarantees. We demonstrate empirically on a range of challenging synthetic and real-world datasets that RWF outperforms stationary random features and offers a compelling accuracy-efficiency trade-off against more complex models, unlocking scalable and expressive kernel methods for a broad class of real-world non-stationary problems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_00987 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Scalable Random Wavelet Features: Efficient Non-Stationary Kernel Approximation with Convergence Guarantees Kumar, Sawan Chakraborty, Souvik Machine Learning Modeling non-stationary processes, where statistical properties vary across the input domain, is a critical challenge in machine learning; yet most scalable methods rely on a simplifying assumption of stationarity. This forces a difficult trade-off: use expressive but computationally demanding models like Deep Gaussian Processes, or scalable but limited methods like Random Fourier Features (RFF). We close this gap by introducing Random Wavelet Features (RWF), a framework that constructs scalable, non-stationary kernel approximations by sampling from wavelet families. By harnessing the inherent localization and multi-resolution structure of wavelets, RWF generates an explicit feature map that captures complex, input-dependent patterns. Our framework provides a principled way to generalize RFF to the non-stationary setting and comes with a comprehensive theoretical analysis, including positive definiteness, unbiasedness, and uniform convergence guarantees. We demonstrate empirically on a range of challenging synthetic and real-world datasets that RWF outperforms stationary random features and offers a compelling accuracy-efficiency trade-off against more complex models, unlocking scalable and expressive kernel methods for a broad class of real-world non-stationary problems. |
| title | Scalable Random Wavelet Features: Efficient Non-Stationary Kernel Approximation with Convergence Guarantees |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2602.00987 |