Extremal eigenvalues of random kernel matrices with polynomial scaling

We study the spectral norm of random kernel matrices with polynomial scaling, where the number of samples scales polynomially with the data dimension. In this regime, Lu and Yau [An equivalence principle for the spectrum of random inner-product kernel matrices with polynomial scalings, preprint (2022), arXiv:2205.06308] proved that the empirical spectral distribution converges to the additive free convolution of a semicircle law and a Marcenko–Pastur law. We demonstrate that under certain assumptions on the distribution of the features, the random kernel matrix can be decomposed into a “bulk” part and a low-rank part. The spectral norm of the “bulk” part almost surely converges to the edge of the limiting spectrum. In the special case where the random kernel matrices correspond to the inner products of random tensors, the empirical spectral distribution converges to the Marcenko–Pastur law. We prove that the largest and smallest eigenvalues converge to the corresponding spectral edges of the Marcenko–Pastur law.