Streaming Kernel PCA with $\tilde{O}(\sqrt{n})$ Random Features

Enayat Ullah, Poorya Mianjy, Teodor V. Marinov, Raman Arora

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.

picture_as_pdf flag

Knowledge Graph

arrow_drop_up

Comments

Sign up or login to leave a comment