Model Selection for Gaussian Kernel PCA Denoising

Kasper Winther Jørgensen, Lars Kai Hansen

AbstractWe propose kernel parallel analysis (kPA) for automatic kernel scale and model order selection in Gaussian kernel principal component analysis (KPCA). Parallel analysis is based on a permutation test for covariance and has previously been applied for model order selection in linear PCA, we here augment the procedure to also tune the Gaussian kernel scale of radial basis function based KPCA. We evaluate kPA for denoising of simulated data and the U.S. postal data set of handwritten digits. We find that kPA outperforms other heuristics to choose the model order and kernel scale in terms of signal-to-noise ratio of the denoised data.
KeywordsDenoising, kernel principal component analysis, model selection, parallel analysis
TypeJournal paper [With referee]
JournalIEEE Transactions on Neural Networks and Learning Systems
Year2012    Month January    Vol. 23    No. 1    pp. 163-167
Electronic version(s)[pdf]
Publication linkhttp://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6104221
BibTeX data [bibtex]
IMM Group(s)Intelligent Signal Processing


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