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Extending Kernel PCA through Dualization: Sparsity, Robustness and Fast Algorithms

ICML 2023 · Learning theory and algorithms › Matrix and tensor methods · approach: Sparse and robust PCA · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use dual LBFGS optimization instead of RSVDStandard KPCA · Synth 1, Protein, RCV1, CIFAR-10training time: 1.97 -> 0.53; 6.70 -> 1.07; 12.50 -> 2.12; 123.89 -> 13.51Helped
Use dual LBFGS optimization instead of RSVDStandard KPCA · Synth 1, Protein, RCV1, CIFAR-10training time: 1.97 -> 0.56; 6.95 -> 1.07; 12.75 -> 3.78; 122.58 -> 29.26Helped
Replace square loss with Huber Hκ²KPCA · Contaminated Iris, τ=10, 25, 50, 75MSE: 7.591059 -> 6.833484; 7.910846 -> 7.182663; 8.691805 -> 8.045477; 9.782740 -> 9.259353Helped
Use Huber Hκ¹ rather than square lossKPCA · Contaminated Iris, τ=100MSE: 11.183650 -> 10.791766Helped
Increase ε in the ε-insensitive loss (ablation)KPCA dual solution H · Synthetic Gaussian-kernel datasparsityHelped
Increase ε in the ε-insensitive loss (ablation)KPCA learned representation · Synthetic Gaussian-kernel datareconstruction errorHurt
Use ℓε² or ℓε∞ instead of SKPCA at matched sparsitySparse KPCA · Sparse KPCA comparison, 10%–50% sparsityreconstruction error ratio: At 10%: 1.19053 vs 1.04675; at 50%: 2.75248 vs 1.10164Helped
Increase the number of components s at fixed ε (ablation)ℓε² KPCA · Synthetic Gaussian-kernel datasparsityHurt
Increase the number of components s at a fixed sparsity level (ablation)ℓε² KPCA · Synthetic Gaussian-kernel datareconstruction error ratioHurt
Use Huber loss with Laplacian rather than Gaussian kernel (ablation)Robust KPCA · Contaminated IrisMSEMixed

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