TL;DR提出了一种基于矩阵草图的流式 Kernel 主成分分析方法,它能够在流中维护一小组基本元素,仅需要对 n 取对数的空间,比当前最先进的方法在实践中表现得更好。
Abstract
kernel principal component analysis (KPCA) provides a concise set of basis
vectors which capture non-linear structures within large data sets, and is a
central tool in data analysis and learning. To allow for non