Add Random Fourier Features #146
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I think there was already an effort here? https://github.com/JuliaGaussianProcesses/RandomFourierFeatures.jl ? I did not check how it compares with your PR |
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Additionally @Crown421 had started https://github.com/JuliaGaussianProcesses/KernelSpectralDensities.jl as a complement to KernelFunctions.jl but I don't even see a dev branch :( |
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There are currently 2-3 efforts to implement fourier features (the package linked above, and two other PRs in the JuliaGP repos), and it is not super clear how to align on a good common interface. Unfortunately I have not been able to make progress in a while due to health issues. |
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Might it be possible to add the random Fourier features approximation? Here's a draft pull request.