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Exploiting low-rank approximations of kernel matrics in denoising applicationS

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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.

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IEEE

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