Kernel Principal component analysis (KPCA)
Non-linear dimensionality reduction through the use of kernels (see :ref:`metrics`).
Read more in the :ref:`User Guide <kernel_PCA>`.
Parameters ---------- n_components : int, default=None Number of components. If None, all non-zero components are kept.
kernel : "linear" | "poly" | "rbf" | "sigmoid" | "cosine" | "precomputed" Kernel. Default="linear".
gamma : float, default=1/n_features Kernel coefficient for rbf, poly and sigmoid kernels. Ignored by other kernels.
degree : int, default=3 Degree for poly kernels. Ignored by other kernels.
coef0 : float, default=1 Independent term in poly and sigmoid kernels. Ignored by other kernels.
kernel_params : mapping of string to any, default=None Parameters (keyword arguments) and values for kernel passed as callable object. Ignored by other kernels.
alpha : int, default=1.0 Hyperparameter of the ridge regression that learns the inverse transform (when fit_inverse_transform=True).
fit_inverse_transform : bool, default=False Learn the inverse transform for non-precomputed kernels. (i.e. learn to find the pre-image of a point)
eigen_solver : string 'auto'|'dense'|'arpack'
, default='auto' Select eigensolver to use. If n_components is much less than the number of training samples, arpack may be more efficient than the dense eigensolver.
tol : float, default=0 Convergence tolerance for arpack. If 0, optimal value will be chosen by arpack.
max_iter : int, default=None Maximum number of iterations for arpack. If None, optimal value will be chosen by arpack.
remove_zero_eig : boolean, default=False If True, then all components with zero eigenvalues are removed, so that the number of components in the output may be < n_components (and sometimes even zero due to numerical instability). When n_components is None, this parameter is ignored and components with zero eigenvalues are removed regardless.
random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. Used when ``eigen_solver`` == 'arpack'.
.. versionadded:: 0.18
copy_X : boolean, default=True If True, input X is copied and stored by the model in the `X_fit_` attribute. If no further changes will be done to X, setting `copy_X=False` saves memory by storing a reference.
.. versionadded:: 0.18
n_jobs : int or None, optional (default=None) The number of parallel jobs to run. ``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. ``-1`` means using all processors. See :term:`Glossary <n_jobs>` for more details.
.. versionadded:: 0.18
Attributes ---------- lambdas_ : array, (n_components,) Eigenvalues of the centered kernel matrix in decreasing order. If `n_components` and `remove_zero_eig` are not set, then all values are stored.
alphas_ : array, (n_samples, n_components) Eigenvectors of the centered kernel matrix. If `n_components` and `remove_zero_eig` are not set, then all components are stored.
dual_coef_ : array, (n_samples, n_features) Inverse transform matrix. Only available when ``fit_inverse_transform`` is True.
X_transformed_fit_ : array, (n_samples, n_components) Projection of the fitted data on the kernel principal components. Only available when ``fit_inverse_transform`` is True.
X_fit_ : (n_samples, n_features) The data used to fit the model. If `copy_X=False`, then `X_fit_` is a reference. This attribute is used for the calls to transform.
Examples -------- >>> from sklearn.datasets import load_digits >>> from sklearn.decomposition import KernelPCA >>> X, _ = load_digits(return_X_y=True) >>> transformer = KernelPCA(n_components=7, kernel='linear') >>> X_transformed = transformer.fit_transform(X) >>> X_transformed.shape (1797, 7)
References ---------- Kernel PCA was introduced in: Bernhard Schoelkopf, Alexander J. Smola, and Klaus-Robert Mueller. 1999. Kernel principal component analysis. In Advances in kernel methods, MIT Press, Cambridge, MA, USA 327-352.