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

August 02, 2018 ยท Declared Dead ยท ๐Ÿ› Neural Information Processing Systems

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Authors Enayat Ullah, Poorya Mianjy, Teodor V. Marinov, Raman Arora arXiv ID 1808.00934 Category cs.LG: Machine Learning Cross-listed cs.AI, stat.ML Citations 22 Venue Neural Information Processing Systems Last Checked 3 months ago
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 $O(1/ฮต^2)$ sample complexity. Furthermore, we give a memory efficient streaming algorithm based on classical Oja's algorithm that achieves this rate.
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