A new method for performing a nonlinear form of Principal Component Analysis is proposed. By the use of integral operator kernel functions, one can e ciently compute principal components in high dimensional feature spaces, related to input space by some nonlinear map; for instance the space of all possible d pixel products in images. We give the derivation of the method and present experimental results on polynomial feature extraction for pattern recognition.
Bernhard Schölkopf, Alex J. Smola, Klaus-Robe