streaming kernel pca
Streaming Kernel PCA with \tilde{O}(\sqrt{n}) Random Features
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 $O(1/\epsilon^2)$ sample complexity. Furthermore, we give a memory efficient streaming algorithm based on classical Oja's algorithm that achieves this rate
Streaming Kernel PCA with \tilde{O}(\sqrt{n}) Random Features
Ullah, Enayat, Mianjy, Poorya, Marinov, Teodor Vanislavov, Arora, Raman
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 $O(1/\epsilon 2)$ sample complexity. Furthermore, we give a memory efficient streaming algorithm based on classical Oja's algorithm that achieves this rate Papers published at the Neural Information Processing Systems Conference.