Sampling Techniques for Kernel MethodsDownload PDFOpen Website

2001 (modified: 11 Nov 2022)NIPS 2001Readers: Everyone
Abstract: We propose randomized techniques for speeding up Kernel Principal Component Analysis on three levels: sampling and quantization of the Gram matrix in training, randomized rounding in evaluating the kernel expansions, and random projections in evaluating the kernel itself. In all three cases, we give sharp bounds on the accuracy of the obtained ap- proximations. Rather intriguingly, all three techniques can be viewed as instantiations of the following idea: replace the kernel function by a “randomized kernel” which behaves like
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