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- W4307356926 abstract "Kernel methods are powerful learning methodologies that allow to perform nonlinear data analysis. Despite their popularity, they suffer from poor scalability in big data scenarios. Various approximation methods, including random feature approximation, have been proposed to alleviate the problem. However, the statistical consistency of most of these approximate kernel methods is not well understood except for kernel ridge regression wherein it has been shown that the random feature approximation is not only computationally efficient but also statistically consistent with a minimax optimal rate of convergence. In this paper, we investigate the efficacy of random feature approximation in the context of kernel principal component analysis (KPCA) by studying the trade-off between computational and statistical behaviors of approximate KPCA. We show that the approximate KPCA is both computationally and statistically efficient compared to KPCA in terms of the error associated with reconstructing a kernel function based on its projection onto the corresponding eigenspaces. The analysis hinges on Bernstein-type inequalities for the operator and Hilbert–Schmidt norms of a self-adjoint Hilbert–Schmidt operator-valued U-statistics, which are of independent interest." @default.
- W4307356926 created "2022-10-31" @default.
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- W4307356926 date "2022-10-01" @default.
- W4307356926 modified "2023-09-27" @default.
- W4307356926 title "Approximate kernel PCA: Computational versus statistical trade-off" @default.
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- W4307356926 doi "https://doi.org/10.1214/22-aos2204" @default.
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