Large-scale eigenvector approximation via Hilbert Space Embedding Nyström

作者:

Highlights:

• A new criterion for Nystrom method to find accurate eigenvector approximation.

• The conventional criterion does not work well in eigenvector approximation.

• We need to adjust kernel width together with average weight adaptively.

• Propose a new criterion to adaptively optimize the parameters efficiently.

摘要

Highlights•A new criterion for Nystrom method to find accurate eigenvector approximation.•The conventional criterion does not work well in eigenvector approximation.•We need to adjust kernel width together with average weight adaptively.•Propose a new criterion to adaptively optimize the parameters efficiently.

论文关键词:Eigenvalues and eigenfunctions,Sampling methods,Spectral analysis

论文评审过程:Received 31 July 2013, Revised 12 September 2014, Accepted 24 November 2014, Available online 2 December 2014.

论文官网地址:https://doi.org/10.1016/j.patcog.2014.11.017