Yes. Just use the nystrom approximation and the apply the standard pca.
You can also build a pipeline combining them into one step.
Hth,
Andy
On Apr 24, 2014 7:56 PM, "Robert McGibbon" <[email protected]> wrote:
> Hey All,
>
> Does anyone know if it's possible to use the Nystrom
> approximation<http://scikit-learn.org/stable/modules/kernel_approximation.html#nystroem-method-for-kernel-approximation>
> with
> KernelPCA (e.g. [1]) in sklearn?
>
> -Robert
>
> .. [1] Improved Nystrom Low-Rank Approximation and Error Analysis
> http://www.machinelearning.org/archive/icml2008/papers/476.pdf
>
>
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