How are the Centered Kernel Principal Components Relevant to Regression Task? -An Exact Analysis

Abstract

We present an exact analytic expression of the contributions of the kernel principal components to the relevant information in a nonlinear regression problem. A related study has been presented by Braun, Buhmann, and Müller in 2008, where an upper bound of the contributions was given for a general supervised learning problem but with “uncentered” kernel PCAs. Our analysis clarifies that the relevant information of a kernel regression under explicit centering operation is contained in a finite number of leading kernel principal components, as in the “uncentered” kernel-Pca case, if the kernel matches the underlying nonlinear function so that the eigenvalues of the centered kernel matrix decay quickly. We compare the regression performances of the least-square-based methods with the centered and uncentered kernel PCAs by simulations.