930 research outputs found
Joint & Progressive Learning from High-Dimensional Data for Multi-Label Classification
Despite the fact that nonlinear subspace learning techniques (e.g. manifold
learning) have successfully applied to data representation, there is still room
for improvement in explainability (explicit mapping), generalization
(out-of-samples), and cost-effectiveness (linearization). To this end, a novel
linearized subspace learning technique is developed in a joint and progressive
way, called \textbf{j}oint and \textbf{p}rogressive \textbf{l}earning
str\textbf{a}teg\textbf{y} (J-Play), with its application to multi-label
classification. The J-Play learns high-level and semantically meaningful
feature representation from high-dimensional data by 1) jointly performing
multiple subspace learning and classification to find a latent subspace where
samples are expected to be better classified; 2) progressively learning
multi-coupled projections to linearly approach the optimal mapping bridging the
original space with the most discriminative subspace; 3) locally embedding
manifold structure in each learnable latent subspace. Extensive experiments are
performed to demonstrate the superiority and effectiveness of the proposed
method in comparison with previous state-of-the-art methods.Comment: accepted in ECCV 201
Structured penalties for functional linear models---partially empirical eigenvectors for regression
One of the challenges with functional data is incorporating spatial
structure, or local correlation, into the analysis. This structure is inherent
in the output from an increasing number of biomedical technologies, and a
functional linear model is often used to estimate the relationship between the
predictor functions and scalar responses. Common approaches to the ill-posed
problem of estimating a coefficient function typically involve two stages:
regularization and estimation. Regularization is usually done via dimension
reduction, projecting onto a predefined span of basis functions or a reduced
set of eigenvectors (principal components). In contrast, we present a unified
approach that directly incorporates spatial structure into the estimation
process by exploiting the joint eigenproperties of the predictors and a linear
penalty operator. In this sense, the components in the regression are
`partially empirical' and the framework is provided by the generalized singular
value decomposition (GSVD). The GSVD clarifies the penalized estimation process
and informs the choice of penalty by making explicit the joint influence of the
penalty and predictors on the bias, variance, and performance of the estimated
coefficient function. Laboratory spectroscopy data and simulations are used to
illustrate the concepts.Comment: 29 pages, 3 figures, 5 tables; typo/notational errors edited and
intro revised per journal review proces
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