Kernel based algorithms such as support vector machines have achieved considerable success in various problems in the batch setting where all of the training data is available in advance. Support vector machines combine the so-called kernel trick with the large margin idea. There has been little use of these methods in an online setting suitable for real-time applications. In this paper we consider online learning in a Reproducing Kernel Hilbert Space. By considering classical stochastic gradient descent within a feature space, and the use of some straightforward tricks, we develop simple and computationally efficient algorithms for a wide range of problems such as classification, regression, and novelty detection. In addition to allowing the exploitation of the kernel trick in an online setting, we examine the value of large margins for classification in the online setting with a drifting target. We derive worst case loss bounds and moreover we show the convergence of the hypothesis to the minimiser of the regularised risk functional. We present some experimental results that support the theory as well as illustrating the power of the new algorithms for online novelty detection. In addition

Generative probability models such as hidden Markov models provide a principled way of treating missing information and dealing with variable length sequences. On the other hand, discriminative methods such as support vector machines enable us to construct flexible decision boundaries and often result in classification performance superior to that of the model based approaches. An ideal classifier should combine these two complementary approaches. In this paper, we develop a natural way of achieving this combination by deriving kernel functions for use in discriminative methods such as support vector machines from generative probability models. We provide a theoretical justification for this combination as well as demonstrate a substantial improvement in the classification performance in the context of DNA and protein sequence analysis.

We introduce a new method of constructing kernels on sets whose elements are discrete structures like strings, trees and graphs. The method can be applied iteratively to build a kernel on an infinite set from kernels involving generators of the set. The family of kernels generated generalizes the family of radial basis kernels. It can also be used to define kernels in the form of joint Gibbs probability distributions. Kernels can be built from hidden Markov random elds, generalized regular expressions, pair-HMMs, or ANOVA decompositions. Uses of the method lead to open problems involving the theory of infinitely divisible positive definite functions. Fundamentals of this theory and the theory of reproducing kernel Hilbert spaces are reviewed and applied in establishing the validity of the method.

Regularization Networks and Support Vector Machines are techniques for solving certain problems of learning from examples – in particular the regression problem of approximating a multivariate function from sparse data. Radial Basis Functions, for example, are a special case of both regularization and Support Vector Machines. We review both formulations in the context of Vapnik’s theory of statistical learning which provides a general foundation for the learning problem, combining functional analysis and statistics. The emphasis is on regression: classification is treated as a special case.

A new method for detecting remote protein homologies is introduced and shown to perform well in classifying protein domains by SCOP superfamily. The method is a variant of support vector machines using a new kernel function. The kernel function is derived from a generative statistical model for a protein family, in this case a hidden Markov model. This general approach of combining generative models like HMMs with discriminative methods such as support vector machines may have applications in other areas of biosequence analysis as well.

In this paper, on the one hand, we aim to give a review on literature dealing with the problem of supervised learning aided by additional unlabeled data. On the other hand, being a part of the author's first year PhD report, the paper serves as a frame to bundle related work by the author as well as numerous suggestions for potential future work. Therefore, this work contains more speculative and partly subjective material than the reader might expect from a literature review. We give a rigorous definition of the problem and relate it to supervised and unsupervised learning. The crucial role of prior knowledge is put forward, and we discuss the important notion of input-dependent regularization. We postulate a number of baseline methods, being algorithms or algorithmic schemes which can more or less straightforwardly be applied to the problem, without the need for genuinely new concepts. However, some of them might serve as basis for a genuine method. In the literature revi...

This paper presents an inverse kinematics system based on a learned model of human poses. Given a set of constraints, our system can produce the most likely pose satisfying those constraints, in realtime. Training the model on different input data leads to different styles of IK. The model is represented as a probability distribution over the space of all possible poses. This means that our IK system can generate any pose, but prefers poses that are most similar to the space of poses in the training data. We represent the probability with a novel model called a Scaled Gaussian Process Latent Variable Model. The parameters of the model are all learned automatically; no manual tuning is required for the learning component of the system. We additionally describe a novel procedure for interpolating between styles. Our style-based

We introduce a class of flexible conditional probability models and techniques for classification /regression problems. Many existing methods such as generalized linear models and support vector machines are subsumed under this class. The flexibility of this class of techniques comes from the use of kernel functions as in support vector machines, and the generality from dual formulations of standard regression models. 1 Introduction Support vector machines [10] are linear maximum margin classifiers exploiting the idea of a kernel function. A kernel function defines an embedding of examples into (high or infinite dimensional) feature vectors and allows the classification to be carried out in the feature space without ever explicitly representing it. While support vector machines are non-probabilistic classifiers they can be extended and formalized for probabilistic settings[12] (recently also [8]), which is the topic of this paper. We can also identify the new formulations with other s...

We present a new Gaussian process (GP) regression model whose covariance is parameterized by the the locations of M pseudo-input points, which we learn by a gradient based optimization. We take M ≪ N, where N is the number of real data points, and hence obtain a sparse regression method which has O(M 2 N) training cost and O(M 2) prediction cost per test case. We also find hyperparameters of the covariance function in the same joint optimization. The method can be viewed as a Bayesian regression model with particular input dependent noise. The method turns out to be closely related to several other sparse GP approaches, and we discuss the relation in detail. We finally demonstrate its performance on some large data sets, and make a direct comparison to other sparse GP methods. We show that our method can match full GP performance with small M, i.e. very sparse solutions, and it significantly outperforms other approaches in this regime. 1

The Bayesian committee machine (BCM) is a novel approach to combining estimators which were trained on different data sets. Although the BCM can be applied to the combination of any kind of estimators the main foci are Gaussian process regression and related systems such as regularization networks and smoothing splines for which the degrees of freedom increase with the number of training data. Somewhat surprisingly, we nd that the performance of the BCM improves if several test points are queried at the same time and is optimal if the number of test points is at least as large as the degrees of freedom of the estimator. The BCM also provides a new solution for online learning with potential applications to data mining. We apply the BCM to systems with fixed basis functions and discuss its relationship to Gaussian process regression. Finally, we also show how the ideas behind the BCM can be applied in a non-Bayesian setting to extend the input dependent combination of estimators.