kernal pca在机器学习中的应用

先用KERNEL PCA析出几个COMPONENT，然后用这几个COMPONENT做线性回归，这样就解决了非线性变量之间的相关性处理问题，对几个非线性相关的变量做回归得到的系数解释性就更强了。CHAT GPT给我的回答，和我想象的一致，但是在中文的社区中却很少有人讨论这个问题，大神们都藏着这些东西干什么，想不懂，这没多难啊

applying kernel PCA for feature extraction followed by using the kernel principal components in a linear regression model is an analysis approach used by some data scientists and analysts. Here are a few key points on this technique:

- Kernel PCA allows you to derive non-linear principal components which can help capture complex relationships in the data. Using these features in a linear model allows fitting non-linearities.

- The orthogonal, uncorrelated nature of the kernel PCs makes them attractive features to use in regression. It reduces multicollinearity issues.- Selecting the top kernel PCs can filter noise and compress the data for more stable regression modeling.

- Choosing the kernel and its parameters is key to extracting meaningful features. Common choices are RBF and polynomial kernels.- Oversampling with too many kernel PCs can lead to overfitting in regression. Dimensionality reduction is still important.

- The model is more interpretable than end-to-end non-linear regression or neural networks.This technique has been applied in domains like chemometrics, econometrics, bioinformatics where interpretability is important but linear regression on raw data is insufficient.

Overall, it provides a nice tradeoff between linear and non-linear modeling for certain problems. It is a useful approach in the toolkit of any experienced data analyst.