The Stability of Kernel Principal Components Analysis and its Relation to the Process Eigenspectrum

نویسندگان

  • John Shawe-Taylor
  • Christopher K. I. Williams
چکیده

In this paper we analyze the relationships between the eigenvalues of the m x m Gram matrix K for a kernel k(·, .) corresponding to a sample Xl, ... ,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 peA.

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تاریخ انتشار 2002