872 research outputs found

    Entropy of Overcomplete Kernel Dictionaries

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    In signal analysis and synthesis, linear approximation theory considers a linear decomposition of any given signal in a set of atoms, collected into a so-called dictionary. Relevant sparse representations are obtained by relaxing the orthogonality condition of the atoms, yielding overcomplete dictionaries with an extended number of atoms. More generally than the linear decomposition, overcomplete kernel dictionaries provide an elegant nonlinear extension by defining the atoms through a mapping kernel function (e.g., the gaussian kernel). Models based on such kernel dictionaries are used in neural networks, gaussian processes and online learning with kernels. The quality of an overcomplete dictionary is evaluated with a diversity measure the distance, the approximation, the coherence and the Babel measures. In this paper, we develop a framework to examine overcomplete kernel dictionaries with the entropy from information theory. Indeed, a higher value of the entropy is associated to a further uniform spread of the atoms over the space. For each of the aforementioned diversity measures, we derive lower bounds on the entropy. Several definitions of the entropy are examined, with an extensive analysis in both the input space and the mapped feature space.Comment: 10 page

    Regression on manifolds: Estimation of the exterior derivative

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    Collinearity and near-collinearity of predictors cause difficulties when doing regression. In these cases, variable selection becomes untenable because of mathematical issues concerning the existence and numerical stability of the regression coefficients, and interpretation of the coefficients is ambiguous because gradients are not defined. Using a differential geometric interpretation, in which the regression coefficients are interpreted as estimates of the exterior derivative of a function, we develop a new method to do regression in the presence of collinearities. Our regularization scheme can improve estimation error, and it can be easily modified to include lasso-type regularization. These estimators also have simple extensions to the "large pp, small nn" context.Comment: Published in at http://dx.doi.org/10.1214/10-AOS823 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org
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