KPCA denoising and the pre-image problem revisited
Kernel principal component analysis (KPCA) is widely used in classification, feature extraction and denoising applications. In the latter it is unavoidable to deal with the pre-image problem which constitutes the most complex step in the whole processing chain. One of the methods to tackle this problem is an iterative solution based on a fixed-point algorithm. An alternative strategy considers an algebraic approach that relies on the solution of an under-determined system of equations. In this work we present a method that uses this algebraic approach to estimate a good starting point to the fixed-point iteration. We will demonstrate that this hybrid solution for the pre-image shows better performance than the other two methods. Further we extend the applicability of KPCA to one-dimensional signals which occur in many signal processing applications. We show that artefact removal from such data can be treated on the same footing as denoising. We finally apply the algorithm to denoise the famous USPS data set and to extract EOG interferences from single channel EEG recordings.
denoising pre-image kernel principal component analysis (kpca) time series analysis