Streaming Kernel PCA with $\tilde{O}(\sqrt{n})$ Random Features
August 02, 2018 ยท Declared Dead ยท ๐ 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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