Kernel Wiener filter and its application to pattern recognition.

The Wiener filter (WF) is widely used for inverse problems. From an observed signal, it provides the best estimated signal with respect to the squared error averaged over the original and the observed signals among linear operators. The kernel WF (KWF), extended directly from WF, has a problem that an additive noise has to be handled by samples. Since the computational complexity of kernel methods depends on the number of samples, a huge computational cost is necessary for the case. By using the first-order approximation of kernel functions, we realize KWF that can handle such a noise not by samples but as a random variable. We also propose the error estimation method for kernel filters by using the approximations. In order to show the advantages of the proposed methods, we conducted the experiments to denoise images and estimate errors. We also apply KWF to classification since KWF can provide an approximated result of the maximum a posteriori classifier that provides the best recognition accuracy. The noise term in the criterion can be used for the classification in the presence of noise or a new regularization to suppress changes in the input space, whereas the ordinary regularization for the kernel method suppresses changes in the feature space. In order to show the advantages of the proposed methods, we conducted experiments of binary and multiclass classifications and classification in the presence of noise.