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106
Online Learning with Kernels
, 2003
"... 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 socalled kernel trick with the large margin idea. There has been little u ..."
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Cited by 2029 (128 self)
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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 socalled kernel trick with the large margin idea. There has been little use of these methods in an online setting suitable for realtime 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
A tutorial on support vector regression
, 2004
"... In this tutorial we give an overview of the basic ideas underlying Support Vector (SV) machines for function estimation. Furthermore, we include a summary of currently used algorithms for training SV machines, covering both the quadratic (or convex) programming part and advanced methods for dealing ..."
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Cited by 473 (2 self)
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In this tutorial we give an overview of the basic ideas underlying Support Vector (SV) machines for function estimation. Furthermore, we include a summary of currently used algorithms for training SV machines, covering both the quadratic (or convex) programming part and advanced methods for dealing with large datasets. Finally, we mention some modifications and extensions that have been applied to the standard SV algorithm, and discuss the aspect of regularization from a SV perspective.
Spectral grouping using the Nyström method
 IEEE Transactions on Pattern Analysis and Machine Intelligence
, 2004
"... Spectral graph theoretic methods have recently shown great promise for the problem of image segmentation. However, due to the computational demands of these approaches, applications to large problems such as spatiotemporal data and high resolution imagery have been slow to appear. The contribution ..."
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Cited by 189 (1 self)
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Spectral graph theoretic methods have recently shown great promise for the problem of image segmentation. However, due to the computational demands of these approaches, applications to large problems such as spatiotemporal data and high resolution imagery have been slow to appear. The contribution of this paper is a method that substantially reduces the computational requirements of grouping algorithms based on spectral partitioning making it feasible to apply them to very large grouping problems. Our approach is based on a technique for the numerical solution of eigenfunction problems knownas the Nyström method. This method allows one to extrapolate the complete grouping solution using only a small number of "typical" samples. In doing so, we leverage the fact that there are far fewer coherent groups in a scene than pixels.
Strictly Proper Scoring Rules, Prediction, and Estimation
, 2007
"... Scoring rules assess the quality of probabilistic forecasts, by assigning a numerical score based on the predictive distribution and on the event or value that materializes. A scoring rule is proper if the forecaster maximizes the expected score for an observation drawn from the distribution F if he ..."
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Cited by 143 (17 self)
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Scoring rules assess the quality of probabilistic forecasts, by assigning a numerical score based on the predictive distribution and on the event or value that materializes. A scoring rule is proper if the forecaster maximizes the expected score for an observation drawn from the distribution F if he or she issues the probabilistic forecast F, rather than G ̸ = F. It is strictly proper if the maximum is unique. In prediction problems, proper scoring rules encourage the forecaster to make careful assessments and to be honest. In estimation problems, strictly proper scoring rules provide attractive loss and utility functions that can be tailored to the problem at hand. This article reviews and develops the theory of proper scoring rules on general probability spaces, and proposes and discusses examples thereof. Proper scoring rules derive from convex functions and relate to information measures, entropy functions, and Bregman divergences. In the case of categorical variables, we prove a rigorous version of the Savage representation. Examples of scoring rules for probabilistic forecasts in the form of predictive densities include the logarithmic, spherical, pseudospherical, and quadratic scores. The continuous ranked probability score applies to probabilistic forecasts that take the form of predictive cumulative distribution functions. It generalizes the absolute error and forms a special case of a new and very general type of score, the energy score. Like many other scoring rules, the energy score admits a kernel representation in terms of negative definite functions, with links to inequalities of Hoeffding type, in both univariate and multivariate settings. Proper scoring rules for quantile and interval forecasts are also discussed. We relate proper scoring rules to Bayes factors and to crossvalidation, and propose a novel form of crossvalidation known as randomfold crossvalidation. A case study on probabilistic weather forecasts in the North American Pacific Northwest illustrates the importance of propriety. We note optimum score approaches to point and quantile
A Generalized Representer Theorem
 In Proceedings of the Annual Conference on Computational Learning Theory
, 2001
"... Wahba's classical representer theorem states that the solutions of certain risk minimization problems involving an empirical risk term and a quadratic regularizer can be written as expansions in terms of the training examples. We generalize the theorem to a larger class of regularizers and empir ..."
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Cited by 136 (17 self)
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Wahba's classical representer theorem states that the solutions of certain risk minimization problems involving an empirical risk term and a quadratic regularizer can be written as expansions in terms of the training examples. We generalize the theorem to a larger class of regularizers and empirical risk terms, and give a selfcontained proof utilizing the feature space associated with a kernel. The result shows that a wide range of problems have optimal solutions that live in the finite dimensional span of the training examples mapped into feature space, thus enabling us to carry out kernel algorithms independent of the (potentially infinite) dimensionality of the feature space.
The kernel trick for distances
 TR MSR 200051, Microsoft Research
, 1993
"... A method is described which, like the kernel trick in support vector machines (SVMs), lets us generalize distancebased algorithms to operate in feature spaces, usually nonlinearly related to the input space. This is done by identifying a class of kernels which can be represented as normbased dista ..."
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Cited by 81 (0 self)
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A method is described which, like the kernel trick in support vector machines (SVMs), lets us generalize distancebased algorithms to operate in feature spaces, usually nonlinearly related to the input space. This is done by identifying a class of kernels which can be represented as normbased distances in Hilbert spaces. It turns out that common kernel algorithms, such as SVMs and kernel PCA, are actually really distance based algorithms and can be run with that class of kernels, too. As well as providing a useful new insight into how these algorithms work, the present work can form the basis for conceiving new algorithms.
A Study on Sigmoid Kernels for SVM and the Training of nonPSD Kernels by SMOtype Methods
, 2003
"... The sigmoid kernel was quite popular for support vector machines due to its origin from neural networks. However, as the kernel matrix may not be positive semidefinite (PSD), it is not widely used and the behavior is unknown. In this paper, we analyze such nonPSD kernels through the point of view o ..."
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Cited by 58 (6 self)
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The sigmoid kernel was quite popular for support vector machines due to its origin from neural networks. However, as the kernel matrix may not be positive semidefinite (PSD), it is not widely used and the behavior is unknown. In this paper, we analyze such nonPSD kernels through the point of view of separability. Based on the investigation of parameters in different ranges, we show that for some parameters, the kernel matrix is conditionally positive definite (CPD), a property which explains its practical viability. Experiments are given to illustrate our analysis. Finally, we discuss how to solve the nonconvex dual problems by SMOtype decomposition methods. Suitable modifications for any symmetric nonPSD kernel matrices are proposed with convergence proofs.
On a Connection between Kernel PCA and Metric Multidimensional Scaling
 Advances in Neural Information Processing Systems 13
, 2001
"... In this paper we show that the kernel PCA algorithm of Schölkopf et al. (1998) can be interpreted as a form of metric multidimensional scaling (MDS) when the kernel function k(x; y) is isotropic, i.e. it depends only on jjx yjj. This leads to a metric MDS algorithm where the desired configuration of ..."
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Cited by 56 (0 self)
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In this paper we show that the kernel PCA algorithm of Schölkopf et al. (1998) can be interpreted as a form of metric multidimensional scaling (MDS) when the kernel function k(x; y) is isotropic, i.e. it depends only on jjx yjj. This leads to a metric MDS algorithm where the desired configuration of points is found via the solution of an eigenproblem rather than through the iterative optimization of the stress objective function. The question of kernel choice is also discussed.
Hilbertian Metrics and Positive Definite Kernels on Probability
 Proceedings of AISTATS 2005
, 2005
"... We investigate the problem of defining Hilbertian metrics resp. positive definite kernels on probability measures, continuing the work in [5]. This type of kernels has shown very good results in text classification and has a wide range of possible applications. In this paper we extend the two ..."
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Cited by 50 (0 self)
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We investigate the problem of defining Hilbertian metrics resp. positive definite kernels on probability measures, continuing the work in [5]. This type of kernels has shown very good results in text classification and has a wide range of possible applications. In this paper we extend the twoparameter family of Hilbertian metrics of Topse such that it now includes all commonly used Hilbertian metrics on probability measures. This allows us to do model selection among these metrics in an elegant and unified way. Second we investigate further our approach to incorporate similarity information of the probability space into the kernel. The analysis provides a better understanding of these kernels and gives in some cases a more e#cient way to compute them. Finally we compare all proposed kernels in two text and two image classification problems.
Spectral Partitioning with Indefinite Kernels Using the Nyström Extension
 European Conference on Computer Vision 2002
, 2002
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