Bernstein-Schur Kernels: Random Features by Sketched Modulation and Radial Randomization
This work addresses the lack of effective random feature methods for Bernstein–Schur kernels—products of finite-dimensional feature maps and completely monotone translation-invariant kernels—which fall outside the scope of Bochner’s theorem and are incompatible with polynomial sketching. To overcome this, the authors propose a dual randomization strategy: applying matrix sketching to compress the finite-dimensional modulation component and combining Bernstein–Widder scale sampling with Gaussian random Fourier features for the radial completely monotone part. This approach yields the first unified, unbiased random feature construction for this kernel class, preserving the exact limiting behavior of the modulation while providing an explicit variance expression and operator norm bounds based on intrinsic dimensionality. Crucially, it decouples sketching error from radial sampling error. Under theoretical guarantees, only \(D_m\) features—far fewer than the \(O(d^2)\) required for exact modulation—suffice for high-accuracy approximation; for the YAT kernel instance, single-scale, single-frequency sampling achieves variance optimality under a fixed radial budget.