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arXiv 1602.02172cs.LGstat.ML
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近似核典型相关分析中列的选择

On Column Selection in Approximate Kernel Canonical Correlation Analysis

Toyota Technological Institute at Chicago(芝加哥丰田技术研究院)

Weiran Wang

摘要:

我们使用Nyström近似研究了大规模核典型相关分析(KCCA)中的列选择问题,其中使用训练集中的“地标”点近似两个半正定核矩阵。当在KCCA中构建低秩核近似时,以前的工作主要是从训练集中随机均匀采样地标。我们提出了新的策略,采样的地标不均匀的基础上最近开发的核岭回归的统计杠杆分数的版本。我们研究了所提出的非均匀采样策略的近似精度,开发了一个增量算法,探索路径的近似秩,有利于有效的模型选择,并推导出我们的方法的样本外映射的核稳定性。在合成和真实世界数据集上的实验结果证明了我们的方法的前景。

英文摘要:

We study the problem of column selection in large-scale kernel canonical correlation analysis (KCCA) using the Nyström approximation, where one approximates two positive semi-definite kernel matrices using "landmark" points from the training set. When building low-rank kernel approximations in KCCA, previous work mostly samples the landmarks uniformly at random from the training set. We propose novel strategies for sampling the landmarks non-uniformly based on a version of statistical leverage scores recently developed for kernel ridge regression. We study the approximation accuracy of the proposed non-uniform sampling strategy, develop an incremental algorithm that explores the path of approximation ranks and facilitates efficient model selection, and derive the kernel stability of out-of-sample mapping for our method. Experimental results on both synthetic and real-world datasets demonstrate the promise of our method.

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