Lecture

Kernel PCA: Nonlinear Dimensionality Reduction

Graph Chat

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

In course

MICRO-455: Machine learning I

Real-world engineering applications must cope with a large dataset of dynamic variables, which cannot be well approximated by classical or deterministic models. This course gives an overview of methods from Machine Learning for the analysis of non-linear, highly noisy and multi dimensional data

Description

This lecture covers Kernel Principal Component Analysis (KPCA), a nonlinear version of PCA that uses kernels to make the problem linear. It starts with a recap of Principal Component Analysis (PCA) and its optimization. Then, it delves into the derivation of KPCA, explaining how data is sent to a feature space and the eigenvalue problem is solved using the kernel trick. The solutions to the dual eigenvalue problem are discussed, emphasizing the computational intensity of KPCA due to the eigenvalue decomposition of the Gram matrix. The lecture concludes by highlighting that KPCA offers an alternative to standard PCA by not assuming a linear transformation and utilizing the kernel trick for projection determination.

Instructor

Aude Billard

Expertise RoboticsMachine LearningArtificial IntelligenceHuman-Robot InteractionMechatronicsDynamical Systems ControlComputational Neuroscience Aude Billard is full professor and head of the LASA laboratory at the School of Engineering at the Swiss Institute of Technology Lausanne (EPFL), and the Director of the Swiss Innovation Booster on Robotics. Dr. Billard acts as the President of the IEEE Robotics and Automation Society (RAS), after serving in several roles in the administrative and executive committe

Official source

Ontological neighbourhood

Mathematics

Algebra: Linear algebra

Related concepts (30)

Kernel principal component analysis

In the field of multivariate statistics, kernel principal component analysis (kernel PCA) is an extension of principal component analysis (PCA) using techniques of kernel methods. Using a kernel, the originally linear operations of PCA are performed in a reproducing kernel Hilbert space. Recall that conventional PCA operates on zero-centered data; that is, where is one of the multivariate observations.

Principal component analysis

Principal component analysis (PCA) is a popular technique for analyzing large datasets containing a high number of dimensions/features per observation, increasing the interpretability of data while preserving the maximum amount of information, and enabling the visualization of multidimensional data. Formally, PCA is a statistical technique for reducing the dimensionality of a dataset. This is accomplished by linearly transforming the data into a new coordinate system where (most of) the variation in the data can be described with fewer dimensions than the initial data.

Nonlinear dimensionality reduction

Nonlinear dimensionality reduction, also known as manifold learning, refers to various related techniques that aim to project high-dimensional data onto lower-dimensional latent manifolds, with the goal of either visualizing the data in the low-dimensional space, or learning the mapping (either from the high-dimensional space to the low-dimensional embedding or vice versa) itself. The techniques described below can be understood as generalizations of linear decomposition methods used for dimensionality reduction, such as singular value decomposition and principal component analysis.

Kernel method

In machine learning, kernel machines are a class of algorithms for pattern analysis, whose best known member is the support-vector machine (SVM). These methods involve using linear classifiers to solve nonlinear problems. The general task of pattern analysis is to find and study general types of relations (for example clusters, rankings, principal components, correlations, classifications) in datasets.

Eigenvalues and eigenvectors

In linear algebra, an eigenvector (ˈaɪgənˌvɛktər) or characteristic vector of a linear transformation is a nonzero vector that changes at most by a constant factor when that linear transformation is applied to it. The corresponding eigenvalue, often represented by , is the multiplying factor. Geometrically, a transformation matrix rotates, stretches, or shears the vectors it acts upon. The eigenvectors for a linear transformation matrix are the set of vectors that are only stretched, with no rotation or shear.

Related lectures (64)

Landscape and Generalisation in Deep Learning

Explores the challenges and insights of deep learning, focusing on loss landscape, generalization, and feature learning.

Dimensionality Reduction: PCA & LDA

Covers PCA and LDA for dimensionality reduction, explaining variance maximization, eigenvector problems, and the benefits of Kernel PCA for nonlinear data.

Clustering & Density Estimation

Covers clustering, PCA, LDA, K-means, GMM, KDE, and Mean Shift algorithms for density estimation and clustering.

Principal Components: Properties & Applications

Explores principal components, covariance, correlation, choice, and applications in data analysis.

PCA: Derivation and Optimization