Large-scale Nonlinear Variable Selection via Kernel Random Features

We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the first kernel-based variable selection method applicable to large datasets. It sidesteps the typical poor scaling properties of kernel methods by mapping the inputs into a relatively low-dimensional space of random features. The algorithm discovers the variables relevant for the regression task together with learning the prediction model through learning the appropriate nonlinear random feature maps. We demonstrate the outstanding performance of our method on a set of large-scale synthetic and real datasets.Comment: Final version for proceedings of ECML/PKDD 201

Selecting a Small Set of Optimal Gestures from an Extensive Lexicon

Finding the best set of gestures to use for a given computer recognition problem is an essential part of optimizing the recognition performance while being mindful to those who may articulate the gestures. An objective function, called the ellipsoidal distance ratio metric (EDRM), for determining the best gestures from a larger lexicon library is presented, along with a numerical method for incorporating subjective preferences. In particular, we demonstrate an efficient algorithm that chooses the best $n$ gestures from a lexicon of $m$ gestures where typically $n \ll m$ using a weighting of both subjective and objective measures.Comment: 27 pages, 7 figure

Feature Selection in Large Scale Data Stream for Credit Card Fraud Detection

There is increased interest in accurate model acquisition from large scale data streams. In this paper, because we have focused attention on time-oriented variation, we propose a method contracting time-series data for data stream. Additionally, our proposal method employs the combination of plural simple contraction method and original features. In this experiment, we treat a real data stream in credit card transactions because it is large scale and difficult to classify. This experiment yields that this proposal method improves classification performance according to training data. However, this proposal method needs more generality. Hence, we'll improve generality with employing the suitable combination of a contraction method and a feature for the feature in our proposal method