shogun-toolbox/shogun — pull request #1596 by van51 (2013-09-15 16:39:51+00:00)
Title: Random kitchen sinks [WIP]

First attempt to Random Kitchen Sinks. If all is OK here, then most code will be transfered to RKSMachine (or something) and RKSRegression will also be created. Some key methods may still be missing from CMachine.
However I have tested on the adult dataset, more specifically the a9a variant from here http://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/binary.html, and it approximates the results (http://www.shloosl.com/~ali/random-features/) very well. In about ~10secs, it gives ~15% misclassifications.

Things to discuss:
-whether it should inherit from another class
-what is most convenient for user; to supply a function or a custom-designed class
-whether to maintain LibLinear or switch to RidgeRegression