McKernel: A Library for Approximate Kernel Expansions in Log-linear Time
arXiv: Learning, 2017.
McKernel is a C++ library for large-scale machine learning. It contains a CPU optimized implementation of the Fastfood algorithm that allows the computation of approximated kernel expansions in log-linear time. The algorithm requires to compute the product of Walsh Hadamard Transform (WHT) matrices. A cache friendly SIMD Fast Walsh Hadama...More