Efficient KLMS and KRLS Algorithms: A Random Fourier Feature Perspective

Pantelis Bouboulis, Spyridon Pougkakiotis, Sergios Theodoridis

We present a new framework for online Least Squares algorithms for nonlinear modeling in RKH spaces (RKHS). Instead of implicitly mapping the data to a RKHS (e.g., kernel trick), w…