Abstract
In this paper we analyze the relationships between the eigenvalues of the m × 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 provide a performance bound on kernel PCA.
Cite
CITATION STYLE
Shawe-Taylor, J., Williams, C., Cristianini, N., & Kandola, J. (2002). On the eigenspectrum of the gram matrix and its relationship to the operator eigenspectrum. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 2534, p. 12). Springer Verlag. https://doi.org/10.1007/3-540-36182-0_3
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