### Random Fourier Features via Fast Surrogate Leverage Weighted Sampling. (arXiv:1911.09158v1 [cs.LG])

In this paper, we propose a fast surrogate leverage weighted sampling strategy to generate refined random Fourier features for kernel approximation. Compared to the current state-of-the-art method that uses the leverage weighted scheme [Li-ICML2019], our new strategy is simpler and more effective. It uses kernel alignment to guide the sampling process and it can avoid…