In this paper, the relationships between the eigenvalues of the m/spl times/m Gram matrix K for a kernel /spl kappa/(/spl middot/,/spl middot/) corresponding to a sample x/sub 1/,...,x/sub m/ drawn from a density p(x) and the eigenvalues of the corresponding continuous eigenproblem is analyzed. The differences between the two spectra are bounded and a performance bound on kernel principal component analysis (PCA) is provided showing that good performance can be expected even in very-high-dimensional feature spaces provided the sample eigenvalues fall sufficiently quickly.
On the eigenspectrum of the gram matrix and the generalization error of kernel-PCA
J. Shawe-Taylor,Christopher K. I. Williams,N. Cristianini,J. Kandola
Published 2005 in IEEE Transactions on Information Theory
ABSTRACT
PUBLICATION RECORD
- Publication year
2005
- Venue
IEEE Transactions on Information Theory
- Publication date
2005-07-01
- Fields of study
Mathematics, Computer Science
- Identifiers
- External record
- Source metadata
Semantic Scholar
CITATION MAP
EXTRACTION MAP
CLAIMS
- No claims are published for this paper.
CONCEPTS
- No concepts are published for this paper.
REFERENCES
Showing 1-30 of 30 references · Page 1 of 1