Most machine learning algorithms have been developed and statistically validated for linearly separable data. Popular examples are linear classifiers like Support Vector Machines (SVMs) or the (standard) Principal Component Analysis (PCA) for dimensionality reduction. However, most real world data requires nonlinear methods in order to perform tasks that involve the analysis and discovery of patterns successfully.

The focus of this article is to briefly introduce the idea of kernel methods and to implement a Gaussian radius basis function (RBF) kernel that is used to perform nonlinear dimensionality reduction via BF kernel principal component analysis (kPCA).