INPUT SPACE REGULARIZATION STABILIZES PRE-IMAGES FOR KERNEL PCA DE-NOISING

Solution of the pre-image problem is key to efficient non-linear de-noising using kernel Principal Component Analysis. Pre-image estimation is inherently ill-posed for typical kernels used in applications and consequently the most widely used estimation schemes lack stability. For de-noising applications we propose input space distance regularization as a stabilizer for pre-image estimation. We perform extensive experiments on the USPS digit modeling problem to evaluate the stability of three widely used pre-image estimators. We show that the previous methods lack stability when the feature mapping is non-linear, however, by applying a simple input space distance regularizer we can reduce variability with very limited sacrifice in terms of de-noising efficiency.