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In this article, a new approach is proposed to study the performance of graph-based semi-supervised learning methods, under the assumptions that the dimension of data p and their number n grow large at the same rate and that the data arise from a Gaussian mixture model. Unlike small dimensional systems, the large dimensions allow for a Taylor expansion to linearize the weight (or kernel) matrix W,...
This article proposes a performance analysis of kernel least squares support vector machines (LS-SVMs) based on a random matrix approach, in the regime where both the dimension of data p and their number n grow large at the same rate. Under a two-class Gaussian mixture model for the input data, we prove that the LS-SVM decision function is asymptotically normal with means and covariances shown to...
This article introduces a spectral method for statistical subspace clustering. The method is built upon standard kernel spectral clustering techniques, however carefully tuned by theoretical understanding arising from random matrix findings. We show in particular that our method provides high clustering performance while standard kernel choices provably fail. An application to user grouping based...
This article introduces an original approach to understand the behavior of standard kernel spectral clustering algorithms (such as the Ng-Jordan-Weiss method) for large dimensional datasets. Precisely, using advanced methods from the field of random matrix theory and assuming Gaussian data vectors, we show that the Laplacian of the kernel matrix can asymptotically be well approximated by an analytically...
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