Skip to content

Commit

Permalink
Merge pull request #183 from chhoumann/background-kernel-pca-update
Browse files Browse the repository at this point in the history
Kernel PCA update
  • Loading branch information
chhoumann authored Jun 4, 2024
2 parents 1c57829 + ac9e59e commit 67e9f5a
Showing 1 changed file with 9 additions and 5 deletions.
Original file line number Diff line number Diff line change
Expand Up @@ -5,8 +5,12 @@ \subsubsection{Kernel PCA}
This mapping enables linear separation of data points in the higher-dimensional space, even if they are not linearly separable in the original space.

Similar to \gls{pca}, as described in Section~\ref{subsec:pca}, the goal of \gls{kernel-pca} is to extract the principal components of the data.
However, unlike \gls{pca}, \gls{kernel-pca} does not compute the covariance matrix of the data directly, as it often is infeasible to compute for high-dimensional datasets.
\gls{kernel-pca} instead leverages the kernel trick to computate the similarities between data points directly in the original space using a kernel function $k(\mathbf{x}_i, \mathbf{x}_j)$.
This kernel function implicitly computes the dot product $\Phi(\mathbf{x}_i)^\top \Phi(\mathbf{x}_j)$ in the higher-dimensional feature space without explicitly performing the mapping.
By constructing a kernel matrix $\mathbf{K}$ using these pairwise similarities, \gls{kernel-pca} can perform eigenvalue decomposition to obtain the principal components in the feature space, similar to regular \gls{pca} as described in Section~\ref{subsec:pca}.
However, in \gls{kernel-pca}, the eigenvalue decomposition is performed on the kernel matrix $\mathbf{K}$ rather than the covariance matrix $\mathbf{C}$.
Unlike \gls{pca}, \gls{kernel-pca} does not compute the covariance matrix of the data directly, as this is often infeasible for high\\-dimensional datasets.
Instead, \gls{kernel-pca} leverages the kernel trick to compute the similarities between data points directly in the original space using a kernel function.
This kernel function implicitly computes the dot product in the higher-dimensional feature space without explicitly mapping the data points into that space.
That way, \gls{kernel-pca} can capture nonlinear relationships among data points without explicitly transforming them into a higher-dimensional space.

By using pairwise similarities to construct a kernel matrix, also referred to as a Gram matrix, \gls{kernel-pca} can perform eigenvalue decomposition.
This process allows for the extraction of principal components in the feature space, similar to the approach used in regular \gls{pca}.
However, in \gls{kernel-pca}, the eigenvalue decomposition is performed on the kernel matrix rather than the covariance matrix, resulting in the prinpical components.
These principal components are nonlinear combinations of the original data points, enabling the algorithm to capture complex relationships among data points that are not linearly separable in the original space.

0 comments on commit 67e9f5a

Please sign in to comment.