4 research outputs found

    Bayesian inference for transductive learning of kernel matrix using the Tanner-Wong data augmentation algorithm

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    In kernel methods, an interesting recent development seeks to learn a good kernel from empirical data automatically. In this paper, by regarding the transductive learning of the kernel matrix as a missing data problem, we propose a Bayesian hierarchical model for the problem and devise the Tanner-Wong data augmentation algorithm for making inference on the model. The Tanner-Wong algorithm is closely related to Gibbs sampling, and it also bears a strong resemblance to the expectation-maximization (EM) algorithm. For an e#cient implementation, we propose a simplified Bayesian hierarchical model and the corresponding TannerWong algorithm. We express the relationship between the kernel on the input space and the kernel on the output space as a symmetric-definite generalized eigenproblem
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