Subspace Regression in Reproducing Kernel Hilbert Space
نویسندگان
چکیده
We focus on three methods for finding a suitable subspace for regression in a reproducing kernel Hilbert space: kernel principal component analysis, kernel partial least squares and kernel canonical correlation analysis and we demonstrate how this fits within a more general context of subspace regression. For the kernel partial least squares case a least squares support vector machine style derivation is given with a primal-dual optimization problem formulation. The methods are illustrated and compared on a number of examples.
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