On the eigenspectrum of the gram matrix and the generalization error of kernel-PCA

  • Authors:
  • J. Shawe-Taylor;C. K.I. Williams;N. Cristianini;J. Kandola

  • Affiliations:
  • Sch. of Electron. & Comput. Sci., Univ. of Southampton, UK;-;-;-

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2005

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Abstract

In this paper, the relationships between the eigenvalues of the m×m Gram matrix K for a kernel κ(·,·) corresponding to a sample x1,...,xm drawn from a density p(x) and the eigenvalues of the corresponding continuous eigenproblem is analyzed. The differences between the two spectra are bounded and a performance bound on kernel principal component analysis (PCA) is provided showing that good performance can be expected even in very-high-dimensional feature spaces provided the sample eigenvalues fall sufficiently quickly.