Deep Kernel Principal Component Analysis for Multi-level Feature Learning

TL;DR

This paper introduces Deep Kernel PCA (DKPCA), a novel hierarchical method that extracts multiple levels of informative features from high-dimensional data, improving interpretability and efficiency over traditional KPCA.

Contribution

The paper develops a deep kernel PCA framework that captures hierarchical features with theoretical dependencies across levels, enhancing feature extraction in high-dimensional data.

Findings

DKPCA finds more efficient, disentangled representations.

It achieves higher explained variance with fewer components.

Effective for hierarchical data exploration and small sample sizes.

Abstract

Principal Component Analysis (PCA) and its nonlinear extension Kernel PCA (KPCA) are widely used across science and industry for data analysis and dimensionality reduction. Modern deep learning tools have achieved great empirical success, but a framework for deep principal component analysis is still lacking. Here we develop a deep kernel PCA methodology (DKPCA) to extract multiple levels of the most informative components of the data. Our scheme can effectively identify new hierarchical variables, called deep principal components, capturing the main characteristics of high-dimensional data through a simple and interpretable numerical optimization. We couple the principal components of multiple KPCA levels, theoretically showing that DKPCA creates both forward and backward dependency across levels, which has not been explored in kernel methods and yet is crucial to extract more informative features. Various experimental evaluations on multiple data types show that DKPCA finds more efficient and disentangled representations with higher explained variance in fewer principal components, compared to the shallow KPCA. We demonstrate that our method allows for effective hierarchical data exploration, with the ability to separate the key generative factors of the input data both for large datasets and when few training samples are available. Overall, DKPCA can facilitate the extraction of useful patterns from high-dimensional data by learning more informative features organized in different levels, giving diversified aspects to explore the variation factors in the data, while maintaining a simple mathematical formulation.