4,569 research outputs found
Out-of-sample generalizations for supervised manifold learning for classification
Supervised manifold learning methods for data classification map data samples
residing in a high-dimensional ambient space to a lower-dimensional domain in a
structure-preserving way, while enhancing the separation between different
classes in the learned embedding. Most nonlinear supervised manifold learning
methods compute the embedding of the manifolds only at the initially available
training points, while the generalization of the embedding to novel points,
known as the out-of-sample extension problem in manifold learning, becomes
especially important in classification applications. In this work, we propose a
semi-supervised method for building an interpolation function that provides an
out-of-sample extension for general supervised manifold learning algorithms
studied in the context of classification. The proposed algorithm computes a
radial basis function (RBF) interpolator that minimizes an objective function
consisting of the total embedding error of unlabeled test samples, defined as
their distance to the embeddings of the manifolds of their own class, as well
as a regularization term that controls the smoothness of the interpolation
function in a direction-dependent way. The class labels of test data and the
interpolation function parameters are estimated jointly with a progressive
procedure. Experimental results on face and object images demonstrate the
potential of the proposed out-of-sample extension algorithm for the
classification of manifold-modeled data sets
Learning gradients on manifolds
A common belief in high-dimensional data analysis is that data are
concentrated on a low-dimensional manifold. This motivates simultaneous
dimension reduction and regression on manifolds. We provide an algorithm for
learning gradients on manifolds for dimension reduction for high-dimensional
data with few observations. We obtain generalization error bounds for the
gradient estimates and show that the convergence rate depends on the intrinsic
dimension of the manifold and not on the dimension of the ambient space. We
illustrate the efficacy of this approach empirically on simulated and real data
and compare the method to other dimension reduction procedures.Comment: Published in at http://dx.doi.org/10.3150/09-BEJ206 the Bernoulli
(http://isi.cbs.nl/bernoulli/) by the International Statistical
Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
Regression on fixed-rank positive semidefinite matrices: a Riemannian approach
The paper addresses the problem of learning a regression model parameterized
by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear
nature of the search space and on scalability to high-dimensional problems. The
mathematical developments rely on the theory of gradient descent algorithms
adapted to the Riemannian geometry that underlies the set of fixed-rank
positive semidefinite matrices. In contrast with previous contributions in the
literature, no restrictions are imposed on the range space of the learned
matrix. The resulting algorithms maintain a linear complexity in the problem
size and enjoy important invariance properties. We apply the proposed
algorithms to the problem of learning a distance function parameterized by a
positive semidefinite matrix. Good performance is observed on classical
benchmarks
Extrinsic local regression on manifold-valued data
We propose an extrinsic regression framework for modeling data with manifold
valued responses and Euclidean predictors. Regression with manifold responses
has wide applications in shape analysis, neuroscience, medical imaging and many
other areas. Our approach embeds the manifold where the responses lie onto a
higher dimensional Euclidean space, obtains a local regression estimate in that
space, and then projects this estimate back onto the image of the manifold.
Outside the regression setting both intrinsic and extrinsic approaches have
been proposed for modeling i.i.d manifold-valued data. However, to our
knowledge our work is the first to take an extrinsic approach to the regression
problem. The proposed extrinsic regression framework is general,
computationally efficient and theoretically appealing. Asymptotic distributions
and convergence rates of the extrinsic regression estimates are derived and a
large class of examples are considered indicating the wide applicability of our
approach
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