Kernel-PCA

A Python implementation of Kernel Principal Component Analysis (KPCA). Kernels implemented:

• Linear
• Radial Basis Function
• Exponential
• Laplacian
• Anova
• Polynomial
• Sigmoid
• Rotational quadratic
• Multiquadric
• Power
• Spherical
• Circular

Requirements

• numpy
• matplotlib
• seaborn

Run

from kpca import KPCA
from kernels import kernel
X = np.array([[2,3,4], [1,2,3]]) # dxn
k = kernel(sigma=0.0009, d_anova=3).anova
kpca = KPCA(X, k, 3)
scores = kpca.project().T