Cover-based bounds on the numerical rank of Gaussian kernels

Amit Bermanis, Guy Wolf, Amir Averbuch*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review


A popular approach for analyzing high-dimensional datasets is to perform dimensionality reduction by applying non-parametric affinity kernels. Usually, it is assumed that the represented affinities are related to an underlying low-dimensional manifold from which the data is sampled. This approach works under the assumption that, due to the low-dimensionality of the underlying manifold, the kernel has a low numerical rank. Essentially, this means that the kernel can be represented by a small set of numerically-significant eigenvalues and their corresponding eigenvectors. We present an upper bound for the numerical rank of Gaussian convolution operators, which are commonly used as kernels by spectral manifold-learning methods. The achieved bound is based on the underlying geometry that is provided by the manifold from which the dataset is assumed to be sampled. The bound can be used to determine the number of significant eigenvalues/eigenvectors that are needed for spectral analysis purposes. Furthermore, the results in this paper provide a relation between the underlying geometry of the manifold (or dataset) and the numerical rank of its Gaussian affinities. The term cover-based bound is used because the computations of this bound are done by using a finite set of small constant-volume boxes that cover the underlying manifold (or the dataset). We present bounds for finite Gaussian kernel matrices as well as for the continuous Gaussian convolution operator. We explore and demonstrate the relations between the bounds that are achieved for finite and continuous cases. The cover-oriented methodology is also used to provide a relation between the geodesic length of a curve and the numerical rank of Gaussian kernel of datasets that are sampled from it.

Original languageEnglish
Pages (from-to)302-315
Number of pages14
JournalApplied and Computational Harmonic Analysis
Issue number2
StatePublished - Mar 2014


  • Gaussian convolution operator
  • Kernel method
  • Numerical rank
  • Spectral analysis


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