- Research Article
30
- 10.3844/jcssp.2014.1139.1150
HYPERPARAMETER SELECTION IN KERNEL PRINCIPAL COMPONENT ANALYSIS
- Jul 01, 2014
- Journal of Computer Science
- Alam
In kernel methods, choosing a suitable kernel is in dispensable for favorable results. No well-founded methods, however, have been established in general for unsupervised learning. We focus on kernel Princ ipal Component Analysis (kernel PCA), which is a nonlinear extension of principal component analysis and ha s been used electively for extracting nonlinear featu res and reducing dimensionality. As a kernel method , kernel PCA also suffers from the problem of kernel choice. Although cross-validation is a popular meth od for choosing hyperparameters, it is not applicable straightforwardly to choose a kernel in kernel PCA because of the incomparable norms given by differen t kernels. It is important, thus, to develop a well founded method for choosing a kernel in kernel PCA. This study proposes a method for choosing hyperparameters in kernel PCA (kernel and the number of components) based on cross-validation for the comparable reconstruction errors of pre-images in t he original space. The experimental results on synthesized and real-world datasets demonstrate tha t the proposed method successfully selects an appropriate kernel and the number of components in kernel PCA in terms of visualization and classification errors on the principal components. The results imply that the proposed method enables automatic design of hyperparameters in kernel PCA.
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