Preimage problem in kernel-based machine learning

International audienceWhile the nonlinear mapping from the input space to the feature space is central in kernel methods, the reverse mapping from the feature space back to the input space is also of primary interest. This is the case in many applications, including kernel principal component analysis (PCA) for signal and image denoising. Unfortunately, it turns out that the reverse mapping generally does not exist and only a few elements in the feature space have a valid preimage in the input space. The preimage problem consists of finding an approximate solution by identifying data in the input space based on their corresponding features in the high dimensional feature space. It is essentially a dimensionality-reduction problem, and both have been intimately connected in their historical evolution, as studied in this article