Isolation Kernel: The X Factor in Efficient and Effective Large Scale Online Kernel Learning

Abstract: Large scale online kernel learning aims to build an efficient and scalable kernel-based predictive model incrementally from a sequence of potentially infinite data points. A current key approach focuses on ways to produce an approximate finite-dimensional feature map, assuming that the kernel used has a feature map with intractable dimensionality---an assumption traditionally held in kernel-based methods. While this approach can deal with large scale datasets efficiently, this outcome is achieved by compromising predictive accuracy because of the approximation. We offer an alternative approach which overrides the assumption and puts the kernel used at the heart of the approach. It focuses on creating an exact, sparse and finite-dimensional feature map of a kernel called Isolation Kernel. Using this new approach, to achieve the above aim of large scale online kernel learning becomes extremely simple---simply use Isolation Kernel instead of a kernel having a feature map with intractable dimensionality. We show that, using Isolation Kernel, large scale online kernel learning can be achieved efficiently without sacrificing accuracy.