Abstract

Kernel principal component analysis (KPCA) is a method widely used for denoising multivariate data. Using geometric arguments, we investigate why a projection operation inherent to all existing KPCA denoising algorithms can sometimes cause very poor denoising. Based on this, we propose a modification to the projection operation that remedies this problem and can be incorporated into any of the existing KPCA algorithms. Using toy examples and real datasets, we show that the proposed algorithm can substantially improve denoising performance and is more robust to misspecification of an important tuning parameter.

Original languageEnglish (US)
Article number6156791
Pages (from-to)644-656
Number of pages13
JournalIEEE Transactions on Neural Networks and Learning Systems
Volume23
Issue number4
DOIs
StatePublished - Dec 1 2012

Keywords

  • Denoising
  • kernel
  • kernel principal component analysis (KPCA)
  • preimage problem

ASJC Scopus subject areas

  • Software
  • Computer Science Applications
  • Computer Networks and Communications
  • Artificial Intelligence

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