Corpus ID: 6869227

Streaming Kernel Principal Component Analysis

  title={Streaming Kernel Principal Component Analysis},
  author={M. Ghashami and D. Perry and J. M. Phillips},
  • M. Ghashami, D. Perry, J. M. Phillips
  • Published 2016
  • Mathematics, Computer Science
  • ArXiv
  • Kernel principal component analysis (KPCA) provides a concise set of basis vectors which capture non-linear structures within large data sets, and is a central tool in data analysis and learning. To allow for non-linear relations, typically a full $n \times n$ kernel matrix is constructed over $n$ data points, but this requires too much space and time for large values of $n$. Techniques such as the Nystr\"om method and random feature maps can help towards this goal, but they do not explicitly… CONTINUE READING

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