Kernel Principal Component Analysis (Kernel PCA) is an extension of the traditional Principal Component Analysis (PCA), which is used for dimensionality reduction and feature extraction. Unlike standard PCA, which operates in the original feature space, Kernel PCA employs a kernel trick to project data into a higher-dimensional space where it becomes easier to identify patterns and structure. This is particularly useful for datasets that are not linearly separable.
In Kernel PCA, a kernel function computes the inner product of data points in this higher-dimensional space without explicitly transforming the data. Common kernel functions include the polynomial kernel and the radial basis function (RBF) kernel. The primary step involves calculating the covariance matrix in the feature space and then finding its eigenvalues and eigenvectors, which allows for the extraction of the principal components. By leveraging the kernel trick, Kernel PCA can uncover complex structures in the data, making it a powerful tool in various applications such as image processing, bioinformatics, and more.
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