Streaming Kernel PCA with $\tilde{O}(\sqrt{n})$ Random Features
Enayat Ullah ⋅ Poorya Mianjy ⋅ Teodor Vanislavov Marinov ⋅ Raman Arora
2018 Poster
Abstract
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
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