Instance-based learning techniques typically handle continuous and linear input values well, but often do not handle nominal input attributes appropriately. The Value Difference Metric (VDM) was designed to find reasonable distance values between nominal attribute values, but it largely ignores continuous attributes, requiring discretization to map continuous values into nominal values. This paper proposes three new heterogeneous distance functions, called the Heterogeneous Value Difference Metric (HVDM), the Interpolated Value Difference Metric (IVDM), and the Windowed Value Difference Metric (WVDM). These new distance functions are designed to handle applications with nominal attributes, continuous attributes, or both. In experiments on 48 applications the new distance metrics achieve higher classification accuracy on average than three previous distance functions on those datasets that have both nominal and continuous attributes. 1. Introduction Instance-Based Learning (IBL) (Aha, ...

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Evaluating sums of multivariate Gaussians is a common computational task in computer vision and pattern recognition, including in the general and powerful kernel density estimation technique. The quadratic computational complexity of the summation is a significant barrier to the scalability of this algorithm to practical applications. The fast Gauss transform (FGT) has successfully accelerated the kernel density estimation to linear running time for lowdimensional problems. Unfortunately, the cost of a direct extension of the FGT to higher-dimensional problems grows exponentially with dimension, making it impractical for dimensions above 3. We develop an improved fast Gauss transform to efficiently estimate sums of Gaussians in higher dimensions, where a new multivariate expansion scheme and an adaptive space subdivision technique dramatically improve the performance. The improved FGT has been applied to the mean shift algorithm achieving linear computational complexity. Experimental results demonstrate the efficiency and effectiveness of our algorithm. 1

this paper we describe two adaptive procedures, one based on C p and the other based on crossvalidation. Still, when we have a final adaptive fit in hand, it is critical to subject it to graphical diagnostics to study its performance. The important implication of these statements is that the above choices must be tailored to each data set in practice; that is, the choices represent a modeling of the data. It is widely accepted that in global parametric regression there are a variety of choices that must be made --- for example, the parametric family to be fitted and the form of the distribution of the response --- and that we must rely on our knowledge of the mechanism generating the data, on model selection diagnostics, and on graphical diagnostic methods to make the choices. The same is true for smoothing. Cleveland (1993) presents many examples of this modeling process. For example, in one application, oxides of nitrogen from an automobile engine are fitted to the equivalence ratio, E, of the fuel and the compression ratio, C, of the engine. Coplots show that it is reasonable to use quadratics as the local parametric family but with the added assumption that given E the fitted f

We present a variational integration of nonlinear shape statistics into a Mumford-Shah based segmentation process. The nonlinear statistics are derived from a set of training silhouettes by a novel method of density estimation which can be considered as an extension of kernel PCA to a stochastic framework.

We address the problem of image segmentation with statistical shape priors in the context of the level set framework. Our paper makes two contributions: Firstly, we propose to generate invariance of the shape prior to certain transformations by intrinsic registration of the evolving level set function. In contrast to existing approaches to invariance in the level set framework, this closed-form solution removes the need to iteratively optimize explicit pose parameters. Moreover, we will argue that the resulting shape gradient is more accurate in that it takes into account the e#ect of boundary variation on the object's pose.

Recognition and extraction of features in a nonparametric density estimate is highly dependent on correct calibration. The data-driven choice of bandwidth h in kernel density estimation is a difficult one, compounded by the fact that the globally optimal h is not generally optimal for all values of x. In recognition of this fact, a new type of graphical tool, the mode tree, is proposed. The basic mode tree plot relates the locations of modes in density estimates with the bandwidths of those estimates. Additional information can be included on the plot indicating such factors as the size of modes, how modes split, and the locations of antimodes and bumps. The use of a mode tree in adaptive multimodality investigations is proposed, and an example is given to show the value in using a Normal kernel, as opposed to the biweight or other kernels, in such investigations. Examples of such investigations are provided for Ahrens' chondrite data and van Winkle's Hidalgo stamp data. Finally, the b...

: In this paper, theoretical and practical aspects of the sample-point adaptive positive kernel density estimator are examined. A closed-form expression for the mean integrated squared error is obtained through the device of preprocessing the data by binning. With this expression, the exact behavior of the optimally adaptive smoothing parameter function is studied for the first time. The approach differs from most earlier techniques in that bias of the adaptive estimator remains O(h 2 ) and is not "improved" to the rate O(h 4 ). A practical algorithm is constructed using a modification of least-squares cross-validation. Simulated and real examples are presented, including comparisons with a fixed bandwidth estimator and a fully automatic version of Abramson's adaptive estimator. The results are very promising. KEY WORDS: Kernel Function, Variable Bandwidth, Binning, Cross-Validation. 1 Stephan R. Sain is Research Associate, Department of Statistical Science, Southern Methodist U...

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Abstract. We propose a nonlinear statistical shape model for level set segmentation which can be efficiently implemented. Given a set of training shapes, we perform a kernel density estimation in the low dimensional subspace spanned by the training shapes. In this way, we are able to combine an accurate model of the statistical shape distribution with efficient optimization in a finite-dimensional subspace. In a Bayesian inference framework, we integrate the nonlinear shape model with a nonparametric intensity model and a set of pose parameters which are estimated in a more direct data-driven manner than in previously proposed level set methods. Quantitative results show superior performance (regarding runtime and segmentation accuracy) of the proposed nonparametric shape prior over existing approaches. 1