Online Supervised Dimension Reduction with Random Features: Diagnostics and Computational Trade-offs

📅 2026-09-17
📈 Citations: 0
Influential: 0
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🤖 AI Summary
研究在线核主成分分析(OKSPCA)在随机特征下的优化问题,通过固定映射一致性等方法评估其在预测任务中的表现及计算成本。
📝 Abstract
Accurate optimization of a supervised spectral objective need not produce an accurate population subspace or a better predictive representation. We investigate these distinctions for Online Kernel Supervised Principal Component Analysis (OKSPCA), which combines a centered cross-moment in finite random-feature coordinates with an Adam-style orthonormal basis update for an established objective. Fixed-map consistency, concentration and perturbation results describe the estimator and its exact subspace; same-target comparisons then assess the practical iterate separately. Across six predictive benchmarks, performance depends on the declared pipeline: replacing the tracker with the exact empirical target leaves the two regression deficits largely unchanged. Direct classification-rank models capture nearly all terminal objective energy on average, but a saved intermediate state exhibits substantial geometric deviation; a controlled sample-size study further separates empirical accuracy from population recovery. In distinct numerical-service workloads, exact on-request computation is faster in the tested classification settings, whereas Adam saves time relative to the tested full thin-SVD service for some dense wider-regression requests, alongside persistent geometric error. These diagnostics limit explanations based solely on terminal optimization accuracy and distinguish numerical cost from quality, rank coverage and freshness; they establish neither practical-tracker convergence nor predictive or deployment benefits from basis availability.
Problem

Research questions and friction points this paper is trying to address.

Online Kernel Supervised Principal Component Analysis
spectral objective
population subspace
predictive representation
Adam-style orthonormal basis update
Innovation

Methods, ideas, or system contributions that make the work stand out.

Online Kernel Supervised Principal Component Analysis (OKSPCA)
Random Features
Adam-style Orthonormal Basis Update
Fixed-map Consistency
Empirical Accuracy
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Z
Zhenlin Yao
School of Statistics, University of International Business and Economics, Beijing, China
W
Wei Xiong
School of Statistics, University of International Business and Economics, Beijing, China