Exploiting low-rank approximations of kernel matrics in denoising applicationS

• Autor(a) principal: Teixeira, Ana
• Data de Publicação: 2007
• Outros Autores: Tomé, A. M., Lang, E.W.
• Idioma: eng
• Título da fonte: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
• Texto Completo: http://hdl.handle.net/10400.26/47374

The eigendecomposition of a kernel matrix can present a computational burden in many kernel methods. Nevertheless only the largest eigenvalues and corresponding eigenvectors need to be computed. In this work we discuss the Nystrom low-rank approximations of the kernel matrix and its applications in KPCA denoising tasks. Furthermore, the low-rank approximations have the advantage of being related with a smaller subset of the training data which constitute then a basis of a subspace. In a common algebraic framework we discuss the different approaches to compute the basis. Numerical simulations concerning the denoising are presented to compare the discussed approaches.