40,947 research outputs found
Metrics for matrix-valued measures via test functions
It is perhaps not widely recognized that certain common notions of distance
between probability measures have an alternative dual interpretation which
compares corresponding functionals against suitable families of test functions.
This dual viewpoint extends in a straightforward manner to suggest metrics
between matrix-valued measures. Our main interest has been in developing
weakly-continuous metrics that are suitable for comparing matrix-valued power
spectral density functions. To this end, and following the suggested recipe of
utilizing suitable families of test functions, we develop a weakly-continuous
metric that is analogous to the Wasserstein metric and applies to matrix-valued
densities. We use a numerical example to compare this metric to certain
standard alternatives including a different version of a matricial Wasserstein
metric developed earlier
Fast Two-Sample Testing with Analytic Representations of Probability Measures
We propose a class of nonparametric two-sample tests with a cost linear in
the sample size. Two tests are given, both based on an ensemble of distances
between analytic functions representing each of the distributions. The first
test uses smoothed empirical characteristic functions to represent the
distributions, the second uses distribution embeddings in a reproducing kernel
Hilbert space. Analyticity implies that differences in the distributions may be
detected almost surely at a finite number of randomly chosen
locations/frequencies. The new tests are consistent against a larger class of
alternatives than the previous linear-time tests based on the (non-smoothed)
empirical characteristic functions, while being much faster than the current
state-of-the-art quadratic-time kernel-based or energy distance-based tests.
Experiments on artificial benchmarks and on challenging real-world testing
problems demonstrate that our tests give a better power/time tradeoff than
competing approaches, and in some cases, better outright power than even the
most expensive quadratic-time tests. This performance advantage is retained
even in high dimensions, and in cases where the difference in distributions is
not observable with low order statistics
Multi-view Metric Learning in Vector-valued Kernel Spaces
We consider the problem of metric learning for multi-view data and present a
novel method for learning within-view as well as between-view metrics in
vector-valued kernel spaces, as a way to capture multi-modal structure of the
data. We formulate two convex optimization problems to jointly learn the metric
and the classifier or regressor in kernel feature spaces. An iterative
three-step multi-view metric learning algorithm is derived from the
optimization problems. In order to scale the computation to large training
sets, a block-wise Nystr{\"o}m approximation of the multi-view kernel matrix is
introduced. We justify our approach theoretically and experimentally, and show
its performance on real-world datasets against relevant state-of-the-art
methods
Hashing as Tie-Aware Learning to Rank
Hashing, or learning binary embeddings of data, is frequently used in nearest
neighbor retrieval. In this paper, we develop learning to rank formulations for
hashing, aimed at directly optimizing ranking-based evaluation metrics such as
Average Precision (AP) and Normalized Discounted Cumulative Gain (NDCG). We
first observe that the integer-valued Hamming distance often leads to tied
rankings, and propose to use tie-aware versions of AP and NDCG to evaluate
hashing for retrieval. Then, to optimize tie-aware ranking metrics, we derive
their continuous relaxations, and perform gradient-based optimization with deep
neural networks. Our results establish the new state-of-the-art for image
retrieval by Hamming ranking in common benchmarks.Comment: 15 pages, 3 figures. IEEE Conference on Computer Vision and Pattern
Recognition (CVPR), 201
A kernel-based framework for learning graded relations from data
Driven by a large number of potential applications in areas like
bioinformatics, information retrieval and social network analysis, the problem
setting of inferring relations between pairs of data objects has recently been
investigated quite intensively in the machine learning community. To this end,
current approaches typically consider datasets containing crisp relations, so
that standard classification methods can be adopted. However, relations between
objects like similarities and preferences are often expressed in a graded
manner in real-world applications. A general kernel-based framework for
learning relations from data is introduced here. It extends existing approaches
because both crisp and graded relations are considered, and it unifies existing
approaches because different types of graded relations can be modeled,
including symmetric and reciprocal relations. This framework establishes
important links between recent developments in fuzzy set theory and machine
learning. Its usefulness is demonstrated through various experiments on
synthetic and real-world data.Comment: This work has been submitted to the IEEE for possible publication.
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