An Expectation-Maximization Approach to Nonlinear Component Analysis

  • Authors:
  • Roman Rosipal;Mark Girolami

  • Affiliations:
  • Computational Intelligence Research Unit, Department of Computing and Information Systems, University of Paisley, Paisley, PA1 2BE, Scotland, U.K.;Computational Intelligence Research Unit, Department of Computing and Information Systems, University of Paisley, Paisley, PA1 2BE, Scotland, U.K.

  • Venue:
  • Neural Computation
  • Year:
  • 2001

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Abstract

The proposal of considering nonlinear principal component analysis as a kernel eigenvalue problem has provided an extremely powerful method of extracting nonlinear features for a number of classification and regression applications. Whereas the utilization of Mercer kernels makes the problem of computing principal components in, possibly, infinite-dimensional feature spaces tractable, there are still the attendant numerical problems of diagonalizing large matrices. In this contribution, we propose an expectation-maximization approach for performing kernel principal component analysis and show this to be a computationally efficient method, especially when the number of data points is large.