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hal-00373803, version 1

On the Convergence of Eigenspaces in Kernel Principal Component Analysis

Laurent Zwald () 1, Gilles Blanchard 2

NIPS (2005)

Abstract: This paper presents a non-asymptotic statistical analysis of Kernel-PCA with a focus different from the one proposed in previous work on this topic (\cite{ShaWilCriKan02CDL}, chapter \ref{KPCA1chap}). Here instead of considering the reconstruction error of KPCA we are interested in approximation error bounds for the eigenspaces themselves. We prove an upper bound depending on the spacing between eigenvalues but not on the dimensionality of the eigenspace. As a consequence this allows to infer stability results for these estimated spaces.

  • 1:  Laboratoire Jean Kuntzmann (LJK)
  • CNRS : UMR5224 – Université Joseph Fourier - Grenoble I – Université Pierre Mendès-France - Grenoble II – Institut Polytechnique de Grenoble - Grenoble Institute of Technology
  • 2:  Fraunhofer First (IDA)
  • Fraunhofer FIRST
  • Domain : Statistics/Machine Learning
 
  • hal-00373803, version 1
  • oai:hal.archives-ouvertes.fr:hal-00373803
  • From: 
  • Submitted on: Tuesday, 7 April 2009 14:24:03
  • Updated on: Tuesday, 7 April 2009 14:39:34
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