Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第34回ISCIE「確率システム理論と応用」国際シンポジウム(2002年10-11月, 福岡)
Kernel Principal Component Regression in Reproducing Kernel Hilbert Space
Chooleewan DACHAPAKShunshoku KANAEZi-Jiang YANGKiyoshi WADA
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2003 年 2003 巻 p. 213-218

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In this study, we proposed Kernel Principal Component Analysis (KPCA) which is applied for feature selection in a high-dimensional feature space which is nonlinearly mapped from an input space by a Gaussian kernel function. By using Mercer Kernels, we can compute principal components in a high dimensional feature space. Then, the extracted features are employed as preprocessing step for an ordinary least squares regression in the feature space which is Reproducing Kernel Hilbert Space (RKHS).
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© 2003 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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