Work

Streaming Kernel PCA with $\tilde{O}(\sqrt{n})$ Random Features

Year: 2018
Type: preprint
Abstract: We study the statistical and computational aspects of kernel principal component analysis using random Fourier features and show that under mild assumptions, $O(\sqrt{n} \log n)$ features suffices to achieve $O(1/ε^2)$ sample complexity. Furthermore, we give a memory efficient streaming algorithm based on classical Oja's algorithm that achieves this rate.
Language: English
Open Access status: green
OpenAlex ID: W2885310221
Cites:
Cited by: 1
Related to: 20