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S Mika, B Schölkopf, A J Smola, K Müller, M Scholz, and G Rätsch (1999)

Kernel PCA and De-Noising in Feature Spaces

In: Proc. NIPS 11, ed. by M. S. Kearns, S. A. Solla and D. A. Cohn, pp. 536-542, MIT Press.

Kernel PCA as a nonlinear feature extractor has proven powerful as a preprocessing step for classification algorithms. But it can also be considered as a natural generalization of linear principal component analysis. This gives rise to the question how to use nonlinear features for data compression, reconstruction, and de-noising, applications common in linear PCA\@. This is a nontrivial task, as the results provided by kernel PCA live in some high dimensional feature space and need not have pre-images in input space. This work presents ideas for finding approximate pre-images, focusing on Gaussian kernels, and shows experimental results using these pre-images in data reconstruction and de-noising on toy examples as well as on real world data.