Manifold Elastic Net: A Unified Framework for Sparse Dimension Reduction

It is difficult to find the optimal sparse solution of a manifold learning based dimensionality reduction algorithm. The lasso or the elastic net penalized manifold learning based dimensionality reduction is not directly a lasso penalized least square problem and thus the least angle regression (LARS) (Efron et al. \cite{LARS}), one of the most popular algorithms in sparse learning, cannot be applied. Therefore, most current approaches take indirect ways or have strict settings, which can be inconvenient for applications. In this paper, we proposed the manifold elastic net or MEN for short. MEN incorporates the merits of both the manifold learning based dimensionality reduction and the sparse learning based dimensionality reduction. By using a series of equivalent transformations, we show MEN is equivalent to the lasso penalized least square problem and thus LARS is adopted to obtain the optimal sparse solution of MEN. In particular, MEN has the following advantages for subsequent classification: 1) the local geometry of samples is well preserved for low dimensional data representation, 2) both the margin maximization and the classification error minimization are considered for sparse projection calculation, 3) the projection matrix of MEN improves the parsimony in computation, 4) the elastic net penalty reduces the over-fitting problem, and 5) the projection matrix of MEN can be interpreted psychologically and physiologically. Experimental evidence on face recognition over various popular datasets suggests that MEN is superior to top level dimensionality reduction algorithms.Comment: 33 pages, 12 figure

Parsimonious Mahalanobis Kernel for the Classification of High Dimensional Data

The classification of high dimensional data with kernel methods is considered in this article. Exploit- ing the emptiness property of high dimensional spaces, a kernel based on the Mahalanobis distance is proposed. The computation of the Mahalanobis distance requires the inversion of a covariance matrix. In high dimensional spaces, the estimated covariance matrix is ill-conditioned and its inversion is unstable or impossible. Using a parsimonious statistical model, namely the High Dimensional Discriminant Analysis model, the specific signal and noise subspaces are estimated for each considered class making the inverse of the class specific covariance matrix explicit and stable, leading to the definition of a parsimonious Mahalanobis kernel. A SVM based framework is used for selecting the hyperparameters of the parsimonious Mahalanobis kernel by optimizing the so-called radius-margin bound. Experimental results on three high dimensional data sets show that the proposed kernel is suitable for classifying high dimensional data, providing better classification accuracies than the conventional Gaussian kernel

Kernel Multivariate Analysis Framework for Supervised Subspace Learning: A Tutorial on Linear and Kernel Multivariate Methods

Feature extraction and dimensionality reduction are important tasks in many fields of science dealing with signal processing and analysis. The relevance of these techniques is increasing as current sensory devices are developed with ever higher resolution, and problems involving multimodal data sources become more common. A plethora of feature extraction methods are available in the literature collectively grouped under the field of Multivariate Analysis (MVA). This paper provides a uniform treatment of several methods: Principal Component Analysis (PCA), Partial Least Squares (PLS), Canonical Correlation Analysis (CCA) and Orthonormalized PLS (OPLS), as well as their non-linear extensions derived by means of the theory of reproducing kernel Hilbert spaces. We also review their connections to other methods for classification and statistical dependence estimation, and introduce some recent developments to deal with the extreme cases of large-scale and low-sized problems. To illustrate the wide applicability of these methods in both classification and regression problems, we analyze their performance in a benchmark of publicly available data sets, and pay special attention to specific real applications involving audio processing for music genre prediction and hyperspectral satellite images for Earth and climate monitoring

Neural Class-Specific Regression for face verification

Face verification is a problem approached in the literature mainly using nonlinear class-specific subspace learning techniques. While it has been shown that kernel-based Class-Specific Discriminant Analysis is able to provide excellent performance in small- and medium-scale face verification problems, its application in today's large-scale problems is difficult due to its training space and computational requirements. In this paper, generalizing our previous work on kernel-based class-specific discriminant analysis, we show that class-specific subspace learning can be cast as a regression problem. This allows us to derive linear, (reduced) kernel and neural network-based class-specific discriminant analysis methods using efficient batch and/or iterative training schemes, suited for large-scale learning problems. We test the performance of these methods in two datasets describing medium- and large-scale face verification problems.Comment: 9 pages, 4 figure