Results 1  10
of
119
Consistency of the group lasso and multiple kernel learning
 JOURNAL OF MACHINE LEARNING RESEARCH
, 2007
"... We consider the leastsquare regression problem with regularization by a block 1norm, i.e., a sum of Euclidean norms over spaces of dimensions larger than one. This problem, referred to as the group Lasso, extends the usual regularization by the 1norm where all spaces have dimension one, where it ..."
Abstract

Cited by 158 (26 self)
 Add to MetaCart
We consider the leastsquare regression problem with regularization by a block 1norm, i.e., a sum of Euclidean norms over spaces of dimensions larger than one. This problem, referred to as the group Lasso, extends the usual regularization by the 1norm where all spaces have dimension one, where it is commonly referred to as the Lasso. In this paper, we study the asymptotic model consistency of the group Lasso. We derive necessary and sufficient conditions for the consistency of group Lasso under practical assumptions, such as model misspecification. When the linear predictors and Euclidean norms are replaced by functions and reproducing kernel Hilbert norms, the problem is usually referred to as multiple kernel learning and is commonly used for learning from heterogeneous data sources and for non linear variable selection. Using tools from functional analysis, and in particular covariance operators, we extend the consistency results to this infinite dimensional case and also propose an adaptive scheme to obtain a consistent model estimate, even when the necessary condition required for the non adaptive scheme is not satisfied.
Measuring statistical dependence with HilbertSchmidt norms
 PROCEEDINGS ALGORITHMIC LEARNING THEORY
, 2005
"... We propose an independence criterion based on the eigenspectrum of covariance operators in reproducing kernel Hilbert spaces (RKHSs), consisting of an empirical estimate of the HilbertSchmidt norm of the crosscovariance operator (we term this a HilbertSchmidt Independence Criterion, or HSIC). Th ..."
Abstract

Cited by 98 (41 self)
 Add to MetaCart
We propose an independence criterion based on the eigenspectrum of covariance operators in reproducing kernel Hilbert spaces (RKHSs), consisting of an empirical estimate of the HilbertSchmidt norm of the crosscovariance operator (we term this a HilbertSchmidt Independence Criterion, or HSIC). This approach has several advantages, compared with previous kernelbased independence criteria. First, the empirical estimate is simpler than any other kernel dependence test, and requires no userdefined regularisation. Second, there is a clearly defined population quantity which the empirical estimate approaches in the large sample limit, with exponential convergence guaranteed between the two: this ensures that independence tests based on HSIC do not suffer from slow learning rates. Finally, we show in the context of independent component analysis (ICA) that the performance of HSIC is competitive with that of previously published kernelbased criteria, and of other recently published ICA methods.
A Hilbert space embedding for distributions
 In Algorithmic Learning Theory: 18th International Conference
, 2007
"... Abstract. We describe a technique for comparing distributions without the need for density estimation as an intermediate step. Our approach relies on mapping the distributions into a reproducing kernel Hilbert space. Applications of this technique can be found in twosample tests, which are used for ..."
Abstract

Cited by 56 (28 self)
 Add to MetaCart
Abstract. We describe a technique for comparing distributions without the need for density estimation as an intermediate step. Our approach relies on mapping the distributions into a reproducing kernel Hilbert space. Applications of this technique can be found in twosample tests, which are used for determining whether two sets of observations arise from the same distribution, covariate shift correction, local learning, measures of independence, and density estimation. Kernel methods are widely used in supervised learning [1, 2, 3, 4], however they are much less established in the areas of testing, estimation, and analysis of probability distributions, where information theoretic approaches [5, 6] have long been dominant. Recent examples include [7] in the context of construction of graphical models, [8] in the context of feature extraction, and [9] in the context of independent component analysis. These methods have by and large a common issue: to compute quantities such as the mutual information, entropy, or KullbackLeibler divergence, we require sophisticated space partitioning and/or
Kernel measures of conditional dependence
 In Adv. NIPS
, 2008
"... We propose a new measure of conditional dependence of random variables, based on normalized crosscovariance operators on reproducing kernel Hilbert spaces. Unlike previous kernel dependence measures, the proposed criterion does not depend on the choice of kernel in the limit of infinite data, for a ..."
Abstract

Cited by 52 (35 self)
 Add to MetaCart
We propose a new measure of conditional dependence of random variables, based on normalized crosscovariance operators on reproducing kernel Hilbert spaces. Unlike previous kernel dependence measures, the proposed criterion does not depend on the choice of kernel in the limit of infinite data, for a wide class of kernels. At the same time, it has a straightforward empirical estimate with good convergence behaviour. We discuss the theoretical properties of the measure, and demonstrate its application in experiments. 1
A kernel statistical test of independence
, 2008
"... Although kernel measures of independence have been widely applied in machine learning (notably in kernel ICA), there is as yet no method to determine whether they have detected statistically significant dependence. We provide a novel test of the independence hypothesis for one particular kernel inde ..."
Abstract

Cited by 44 (29 self)
 Add to MetaCart
Although kernel measures of independence have been widely applied in machine learning (notably in kernel ICA), there is as yet no method to determine whether they have detected statistically significant dependence. We provide a novel test of the independence hypothesis for one particular kernel independence measure, the HilbertSchmidt independence criterion (HSIC). The resulting test costs O(m 2), where m is the sample size. We demonstrate that this test outperforms established contingency table and functional correlationbased tests, and that this advantage is greater for multivariate data. Finally, we show the HSIC test also applies to text (and to structured data more generally), for which no other independence test presently exists. 1
Beyond independent components: trees and clusters
 Journal of Machine Learning Research
, 2003
"... We present a generalization of independent component analysis (ICA), where instead of looking for a linear transform that makes the data components independent, we look for a transform that makes the data components well fit by a treestructured graphical model. This treedependent component analysi ..."
Abstract

Cited by 43 (0 self)
 Add to MetaCart
We present a generalization of independent component analysis (ICA), where instead of looking for a linear transform that makes the data components independent, we look for a transform that makes the data components well fit by a treestructured graphical model. This treedependent component analysis (TCA) provides a tractable and flexible approach to weakening the assumption of independence in ICA. In particular, TCA allows the underlying graph to have multiple connected components, and thus the method is able to find “clusters ” of components such that components are dependent within a cluster and independent between clusters. Finally, we make use of a notion of graphical models for time series due to Brillinger (1996) to extend these ideas to the temporal setting. In particular, we are able to fit models that incorporate treestructured dependencies among multiple time series.
Kernel methods for measuring independence
 Journal of Machine Learning Research
, 2005
"... We introduce two new functionals, the constrained covariance and the kernel mutual information, to measure the degree of independence of random variables. These quantities are both based on the covariance between functions of the random variables in reproducing kernel Hilbert spaces (RKHSs). We prov ..."
Abstract

Cited by 30 (14 self)
 Add to MetaCart
We introduce two new functionals, the constrained covariance and the kernel mutual information, to measure the degree of independence of random variables. These quantities are both based on the covariance between functions of the random variables in reproducing kernel Hilbert spaces (RKHSs). We prove that when the RKHSs are universal, both functionals are zero if and only if the random variables are pairwise independent. We also show that the kernel mutual information is an upper bound near independence on the Parzen window estimate of the mutual information. Analogous results apply for two correlationbased dependence functionals introduced earlier: we show the kernel canonical correlation and the kernel generalised variance to be independence measures for universal kernels, and prove the latter to be an upper bound on the mutual information near independence. The performance of the kernel dependence functionals in measuring independence is verified in the context of independent component analysis.
Kernel dimension reduction in regression
, 2006
"... Acknowledgements. The authors thank the editor and anonymous referees for their helpful comments. The authors also thank Dr. Yoichi Nishiyama for his helpful comments on the uniform convergence of empirical processes. We would like to acknowledge support from JSPS KAKENHI 15700241, ..."
Abstract

Cited by 29 (13 self)
 Add to MetaCart
Acknowledgements. The authors thank the editor and anonymous referees for their helpful comments. The authors also thank Dr. Yoichi Nishiyama for his helpful comments on the uniform convergence of empirical processes. We would like to acknowledge support from JSPS KAKENHI 15700241,
Hilbert Space Embeddings of Conditional Distributions with Applications to Dynamical Systems
, 2009
"... In this paper, we extend the Hilbert space embedding approach to handle conditional distributions. We derive a kernel estimate for the conditional embedding, and show its connection to ordinary embeddings. Conditional embeddings largely extend our ability to manipulate distributions in Hibert spaces ..."
Abstract

Cited by 28 (11 self)
 Add to MetaCart
In this paper, we extend the Hilbert space embedding approach to handle conditional distributions. We derive a kernel estimate for the conditional embedding, and show its connection to ordinary embeddings. Conditional embeddings largely extend our ability to manipulate distributions in Hibert spaces, and as an example, we derive a nonparametric method for modeling dynamical systems where the belief state of the system is maintained as a conditional embedding. Our method is very general in terms of both the domains and the types of distributions that it can handle, and we demonstrate the effectiveness of our method in various dynamical systems. We expect that conditional embeddings will have wider applications beyond modeling dynamical systems.