%0 Journal Article
%T Wavelet Kernel Principal Component Analysis in Noisy Multiscale Data Classification
%A Shengkun Xie
%A Anna T. Lawniczak
%A Sridhar Krishnan
%A Pietro Lio
%J ISRN Computational Mathematics
%D 2012
%R 10.5402/2012/197352
%X We introduce multiscale wavelet kernels to kernel principal component analysis (KPCA) to narrow down the search of parameters required in the calculation of a kernel matrix. This new methodology incorporates multiscale methods into KPCA for transforming multiscale data. In order to illustrate application of our proposed method and to investigate the robustness of the wavelet kernel in KPCA under different levels of the signal to noise ratio and different types of wavelet kernel, we study a set of two-class clustered simulation data. We show that WKPCA is an effective feature extraction method for transforming a variety of multidimensional clustered data into data with a higher level of linearity among the data attributes. That brings an improvement in the accuracy of simple linear classifiers. Based on the analysis of the simulation data sets, we observe that multiscale translation invariant wavelet kernels for KPCA has an enhanced performance in feature extraction. The application of the proposed method to real data is also addressed. 1. Introduction The majority of the techniques developed in the field of computational mathematics and statistics for modeling multivariate data have focused on detecting or explaining linear relationships among the variables, such as, in principal component analysis (PCA) [1]. However, in real-world applications the property of linearity is a rather special case and most of the captured behaviors of data are nonlinear. In data classification, a possible way to handle nonlinearly separable problems is to use a non-linear classifier [2, 3]. In this approach a classifier constructs an underlying objective function using some selected components of the original input data. An alternative approach presented in this paper is to map the data from the original input space into a feature space through kernel-based methods [4, 5]. PCA is often used for feature extraction in high dimensional data classification problems. The objective for PCA is to map the data attributes into a new feature space that contains better, that is, more linearly separable, features than those in the original input space. As the standard PCA is linear in nature, the projections in the principal component space do not always yield meaningful results for classification purposes. For solving this problem, various kernel-based methods have been applied successfully in machine learning and data analysis (e.g., [6¨C10]). The introduction of the kernel allows working implicitly in some extended feature space, while doing all computations in the original input
%U http://www.hindawi.com/journals/isrn.computational.mathematics/2012/197352/