HSIC Regularized LTSA

Hilbert-Schmidt Independence Criterion (HSIC) measures statistical independence between two random variables. However, instead of measuring the statistical independence between two random variables directly, HSIC first transforms two random variables into two Reproducing Kernel Hilbert Spaces (RKHS) respectively and then measures the kernelled random variables by using Hilbert-Schmidt (HS) operators between the two RKHS. Since HSIC was first proposed around 2005, HSIC has found wide applications in machine learning. In this paper, a HSIC regularized Local Tangent Space Alignment algorithm (HSIC-LTSA) is proposed. LTSA is a well-known dimensionality reduction algorithm for local homeomorphism preservation. In HSIC-LTSA, behind the objective function of LTSA, HSIC between high-dimensional and dimension-reduced data is added as a regularization term. The proposed HSIC-LTSA has two contributions. First, HSIC-LTSA implements local homeomorphism preservation and global statistical correlation during dimensionality reduction. Secondly, HSIC-LTSA proposes a new way to apply HSIC: HSIC is used as a regularization term to be added to other machine learning algorithms. The experimental results presented in this paper show that HSIC-LTSA can achieve better performance than the original LTSA

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

Kernel Methods and their derivatives: Concept and perspectives for the Earth system sciences

Kernel methods are powerful machine learning techniques which implement generic non-linear functions to solve complex tasks in a simple way. They Have a solid mathematical background and exhibit excellent performance in practice. However, kernel machines are still considered black-box models as the feature mapping is not directly accessible and difficult to interpret.The aim of this work is to show that it is indeed possible to interpret the functions learned by various kernel methods is intuitive despite their complexity. Specifically, we show that derivatives of these functions have a simple mathematical formulation, are easy to compute, and can be applied to many different problems. We note that model function derivatives in kernel machines is proportional to the kernel function derivative. We provide the explicit analytic form of the first and second derivatives of the most common kernel functions with regard to the inputs as well as generic formulas to compute higher order derivatives. We use them to analyze the most used supervised and unsupervised kernel learning methods: Gaussian Processes for regression, Support Vector Machines for classification, Kernel Entropy Component Analysis for density estimation, and the Hilbert-Schmidt Independence Criterion for estimating the dependency between random variables. For all cases we expressed the derivative of the learned function as a linear combination of the kernel function derivative. Moreover we provide intuitive explanations through illustrative toy examples and show how to improve the interpretation of real applications in the context of spatiotemporal Earth system data cubes. This work reflects on the observation that function derivatives may play a crucial role in kernel methods analysis and understanding.Comment: 21 pages, 10 figures, PLOS One Journa