S. Alvarez

Data eccentricity, asymptotics of Gaussian RBF reproducing kernel Hilbert space, and kernel PCA

It is shown that, up to isotropic scaling, the Gaussian RBF reproducing kernel Hilbert space (RKHS) is asymptotically isometric to Euclidean space in the large bandwidth limit, suggesting that kernel-based constructions reliant on metric properties of the RKHS will yield results for Gaussian RBF kernels that similarly...