Data Science, Kernel Trick, Nonlinear Models, Machine Learning, Data Transformation.
dimensions are necessarily needed and it might be sufficient to approximate 𝐾 using a 𝑘-dimensional subset Φ̃ with 𝑘<𝑛<𝑑 dimensions. Then, the approximated kernel 𝐾̃ is of rank =k. This low-rank kernel matrix 𝐾̃can be calculated using the Nyström method: 𝑘 samples are randomly sampled from X. Let