The Numerical Stability of Kernel Methods.
Shawn Martin · 2006
Kernel methods use kernel functions to provide nonlinear versions of different methods in machine learning and data mining, such as Principal Component Analysis and Support Vector Machines. These kernel functions require the calculation of some or all of the entries of a matrix of the form X . The formation of this type of matrix is known to result in potential numerical instability in the case of least squares problems. How does the computation of the kernel matrix impact the stability of kernel methods? We investigate this question in detail in the case of kernel PCA and also provide some analysis of kernel use in Support Vector Machines.