Abstract
Kernel principal component analysis (KPCA) is a powerful nonlinear feature extraction tool, but its canonical formulation is inadequate for streaming data. Despite the existence of some efficient online KPCA solutions, genuinely sparse online KPCA algorithms are missing in the literature. This paper presents a new, fast, and accurate online fixed-point algorithm for sparse kernel principal component extraction. By exploring a two-level sparsifying strategy, the proposed algorithm can efficiently manage streaming data and large datasets within small computing and memory footprints, achieving higher accuracy and sparser components than alternative online KPCA techniques.

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