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Oral
Unifying Orthogonal Monte Carlo Methods
Krzysztof Choromanski · Mark Rowland · Wenyu Chen · Adrian Weller

Thu Jun 13 09:25 AM -- 09:30 AM (PDT) @ Room 101
in Monte Carlo Methods »

Many machine learning methods making use of Monte Carlo sampling in vector spaces have been shown to be improved by conditioning samples to be mutually orthogonal. Exact orthogonal coupling of samples is computationally intensive, hence approximate methods have been of great interest. In this paper, we present a unifying perspective of many approximate methods by considering Givens transformations, propose new approximate methods based on this framework, and demonstrate the first statistical guarantees for families of approximate methods in kernel approximation. We provide extensive empirical evaluations with guidance for practitioners.

Author Information

Krzysztof Choromanski (Google Brain Robotics)
Mark Rowland (University of Cambridge)
Wenyu Chen (MIT)
Adrian Weller (University of Cambridge, Alan Turing Institute)

Adrian Weller is a Senior Research Fellow in the Machine Learning Group at the University of Cambridge, a Faculty Fellow at the Alan Turing Institute for data science and an Executive Fellow at the Leverhulme Centre for the Future of Intelligence (CFI). He is very interested in all aspects of artificial intelligence, its commercial applications and how it may be used to benefit society. At the CFI, he leads their project on Trust and Transparency. Previously, Adrian held senior roles in finance. He received a PhD in computer science from Columbia University, and an undergraduate degree in mathematics from Trinity College, Cambridge.

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