On the Eigenspectrum of the Gram matrix and the generalisation error of kernel PCA
In this paper we analyze the relationships between the eigenvalues of the m x m Gram matrix K for a kernel k(.,.) corresponding to a sample x1,...,xm drawn from a density p(x) and the eigenvalues of the corresponding continuous eigenproblem. We bound the differences between the two spectra and provi...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
2004.
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| Subjects: | |
| Online Access: | Get fulltext |