Nichtlineare Hauptkomponentenanalyse auf Basis neuronaler Netze

Abstract

Nonlinear principal component analysis (NLPCA) is known as a nonlinear generalization of the standard principal component analysis (PCA). Since nonlinear PCA is a non-unique concept, it is discussed, how nonlinear PCA can be defined as a nonlinear feature extraction technique most similar to linear PCA. The nonlinear reduction of a data set from its original dimension to the intrinsic dimension of the data is one aspect, but we also request that the nonlinear features spanning this intrinsic data space are hierarchically arranged similar to the linear features of PCA. Thus, such nonlinear PCA is a powerful pre-processing step. It can be used as nonlinear sphering (whitening) or it can be considered as a smoothing method which removes nonlinear correlations between variables. Nonlinear PCA can be performed by minimizing a hierarchical error function. This error function is applied to the autoencoder which is a multi-layer perceptron used in auto-associative mode to perform the identity mapping.