A kernel-based analysis of Laplacian Eigenmaps
- URL: http://arxiv.org/abs/2402.16481v1
- Date: Mon, 26 Feb 2024 11:00:09 GMT
- Title: A kernel-based analysis of Laplacian Eigenmaps
- Authors: Martin Wahl
- Abstract summary: We study the spectral properties of the associated empirical graph Laplacian based on a Gaussian kernel.
Our main results are non-asymptotic error bounds, showing that the eigenvalues and eigenspaces of the empirical graph Laplacian are close to the eigenvalues and eigenspaces of the Laplace-Beltrami operator of $mathcalM$.
- Score: 1.5229257192293204
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Given i.i.d. observations uniformly distributed on a closed manifold
$\mathcal{M}\subseteq \mathbb{R}^p$, we study the spectral properties of the
associated empirical graph Laplacian based on a Gaussian kernel. Our main
results are non-asymptotic error bounds, showing that the eigenvalues and
eigenspaces of the empirical graph Laplacian are close to the eigenvalues and
eigenspaces of the Laplace-Beltrami operator of $\mathcal{M}$. In our analysis,
we connect the empirical graph Laplacian to kernel principal component
analysis, and consider the heat kernel of $\mathcal{M}$ as reproducing kernel
feature map. This leads to novel points of view and allows to leverage results
for empirical covariance operators in infinite dimensions.
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