Sampling Techniques for Kernel Methods

Dimitris Achlioptas, Frank McSherry, Bernhard Schölkopf
2001 Neural Information Processing Systems  
We propose randomized techniques for speeding up Kernel Principal Component Analysis on three levels: sampling and quantization of the Gram matrix in training, randomized rounding in evaluating the kernel expansions, and random projections in evaluating the kernel itself. In all three cases, we give sharp bounds on the accuracy of the obtained approximations. Rather intriguingly, all three techniques can be viewed as instantiations of the following idea: replace the kernel function by a "randomized kernel" which behaves like in expectation.
dblp:conf/nips/AchlioptasMS01 fatcat:vl5vwgcfqvemrhxthw5bsjb6tm