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That makes sense. If you could magically just get the top d PCs in quadratic kernel space without having to compute the whole kernel matrix, and then just do to
by ComplexSystems 5mo ago
That makes sense. If you could magically just get the top d PCs in quadratic kernel space without having to compute the whole kernel matrix, and then just do top-d quadratic PCs -> ridge, would that be better than doing the PCA -> top-d -> quadratic kernel ridge as you are now?