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arXiv 1909.03093stat.MLcs.LG
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求解可解释核降维

Solving Interpretable Kernel Dimension Reduction

Chieh Wu, Jared Miller, Yale Chang, Mario Sznaier, Jennifer Dy

摘要:

核降维(KDR)算法通过优化能够捕获非线性关系的核依赖度量来找到原始数据的低维表示。标准策略是首先使用核将数据映射到高维特征空间,然后投影到低维空间。虽然KDR方法可以通过保留核矩阵的最主要特征向量来轻松求解,但其特征不再容易解释。可解释KDR(Interpretable KDR,IKDR)的不同之处在于,它将核特征映射投影到子空间\textit{before}上,因此,投影矩阵可以指示原始特征如何线性组合以形成新特征。不幸的是,IKDR目标需要一个非凸流形优化,这是很难解决的,不能再解决的特征分解。最近,一个有效的迭代谱(特征分解)方法(ISM)已经提出了这个目标的上下文中的替代聚类。然而,ISM仅为高斯核提供理论保证。这极大地限制了ISM的使用,因为任何使用ISM的核方法现在都被限制在单个核中。这项工作扩展了ISM的理论保证,整个家庭的内核,从而使ISM解决任何核方法相同的目标。在确定这个家庭,我们证明了家庭内的每个内核有一个代理$Φ$矩阵和最佳的投影是由其最占主导地位的特征向量。有了这个扩展,我们建立了广泛的IKDR应用程序在不同的学习范式可以解决ISM。为了支持可重现的结果,源代码在\url{https://github.com/chieh-neu/ISM_supervised_DR}上公开。

英文摘要:

Kernel dimensionality reduction (KDR) algorithms find a low dimensional representation of the original data by optimizing kernel dependency measures that are capable of capturing nonlinear relationships. The standard strategy is to first map the data into a high dimensional feature space using kernels prior to a projection onto a low dimensional space. While KDR methods can be easily solved by keeping the most dominant eigenvectors of the kernel matrix, its features are no longer easy to interpret. Alternatively, Interpretable KDR (IKDR) is different in that it projects onto a subspace \textit{before} the kernel feature mapping, therefore, the projection matrix can indicate how the original features linearly combine to form the new features. Unfortunately, the IKDR objective requires a non-convex manifold optimization that is difficult to solve and can no longer be solved by eigendecomposition. Recently, an efficient iterative spectral (eigendecomposition) method (ISM) has been proposed for this objective in the context of alternative clustering. However, ISM only provides theoretical guarantees for the Gaussian kernel. This greatly constrains ISM's usage since any kernel method using ISM is now limited to a single kernel. This work extends the theoretical guarantees of ISM to an entire family of kernels, thereby empowering ISM to solve any kernel method of the same objective. In identifying this family, we prove that each kernel within the family has a surrogate $Φ$ matrix and the optimal projection is formed by its most dominant eigenvectors. With this extension, we establish how a wide range of IKDR applications across different learning paradigms can be solved by ISM. To support reproducible results, the source code is made publicly available on \url{https://github.com/chieh-neu/ISM_supervised_DR}.

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