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FourierFeatureMap

Struct FourierFeatureMap 

Source
pub struct FourierFeatureMap {
    pub kernel: RffKernel,
    pub d_in: usize,
    pub d_out: usize,
    /* private fields */
}
Expand description

Random Fourier Feature (RFF) map using the Rahimi-Recht construction.

Maps x ∈ R^d_in to z(x) ∈ R^d_out via: z(x)_j = sqrt(2/D) * cos(Ω_j · x + b_j), where Ω ∈ R^(D×d) and b ∈ R^D are drawn at construction time.

Then E[z(x)ᵀz(y)] = K(x, y) for the target kernel K.

§Example

use scirs2_interpolate::random_features::feature_map::{FourierFeatureMap, RffKernel};
use scirs2_core::ndarray::Array2;

let map = FourierFeatureMap::new(
    RffKernel::Gaussian { length_scale: 1.0 },
    2,   // input dimensions
    500, // output features D
    42,  // seed
);
let x = Array2::zeros((10, 2));
let z = map.transform(&x.view()); // shape (10, 500)

Fields§

§kernel: RffKernel

The kernel this map approximates.

§d_in: usize

Number of input dimensions.

§d_out: usize

Number of output features (D).

Implementations§

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impl FourierFeatureMap

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pub fn new(kernel: RffKernel, d_in: usize, d_out: usize, seed: u64) -> Self

Construct a new FourierFeatureMap.

§Arguments
  • kernel — kernel type and length-scale
  • d_in — number of input dimensions
  • d_out — number of random features D (larger = better approximation)
  • seed — RNG seed for reproducibility
§Panics

Panics if d_in == 0 or d_out == 0.

Source

pub fn transform( &self, x: &ArrayView2<'_, f64>, ) -> Result<Array2<f64>, InterpolateError>

Transform input x (shape [n, d_in]) into features (shape [n, D]).

z[i, j] = scale * cos(Ω[j, :] · x[i, :] + b[j])

§Errors

Returns an error if x.ncols() != self.d_in.

Source

pub fn kernel_approx( &self, x1: &[f64], x2: &[f64], ) -> Result<f64, InterpolateError>

Approximate the kernel value K(x1, x2) ≈ z(x1)ᵀz(y2).

§Errors

Returns an error if either slice has length != d_in.

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pub fn omega(&self) -> &Array2<f64>

Access the frequency matrix Ω (shape [D, d_in]).

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pub fn bias(&self) -> &Array1<f64>

Access the bias vector b (shape [D]).

Trait Implementations§

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impl Clone for FourierFeatureMap

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fn clone(&self) -> FourierFeatureMap

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for FourierFeatureMap

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

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