Just in time for Christmas, I received two days ago the first hard copies of my book! It is a mix of feelings of relief and pride after 3 years of work. As most book writers will probably acknowledge, it took much longer than I expected when I started, but overall it was an enriching experience for several reasons: (1) I learned a lot of new math to write it; (2) trying to squeeze the simplest arguments for the analysis of algorithms led to many new research questions; (3) I was able to get t...| Machine Learning Research Blog
Since my early PhD years, I have plotted and studied eigenvalues of kernel matrices. In the simplest setting, take independent and identically distributed (i.i.d.) data, such as in the cube below in 2 dimensions, take your favorite kernels, such as the Gaussian or Abel kernels, plot eigenvalues in decreasing order, and see what happens. The goal of this sequence of blog posts is to explain what we observe.| Machine Learning Research Blog