The Error Probability of Random Fourier Features is Dimensionality Independent

Abstract: We show that the error probability of reconstructing kernel matrices from Random Fourier Features for the Gaussian kernel function is at most $\mathcal{O}(R^{2/3} \exp(-D))$, where $D$ is the number of random features and $R$ is the diameter of the data domain. We also provide an information-theoretic method-independent lower bound of $\Omega((1-\exp(-R^2)) \exp(-D))$. Compared to prior work, we are the first to show that the error probability for random Fourier features is independent of the dimensionality of data points. As applications of our theory, we obtain dimension-independent bounds for kernel ridge regression and support vector machines.