Arthur Gretton

Research Scientist

Alumni

Empirical Inference

Publications

95 results (View BibTeX file of all listed publications)

2008

Painless Embeddings of Distributions: the Function Space View (Part 1)

Fukumizu, K., Gretton, A., Smola, A.

25th International Conference on Machine Learning (ICML), July 2008 (talk)

Abstract

This tutorial will give an introduction to the recent understanding and methodology of the kernel method: dealing with higher order statistics by embedding painlessly random variables/probability distributions. In the early days of kernel machines research, the "kernel trick" was considered a useful way of constructing nonlinear algorithms from linear ones. More recently, however, it has become clear that a potentially more far reaching use of kernels is as a linear way of dealing with higher order statistics by embedding distributions in a suitable reproducing kernel Hilbert space (RKHS). Notably, unlike the straightforward expansion of higher order moments or conventional characteristic function approach, the use of kernels or RKHS provides a painless, tractable way of embedding distributions. This line of reasoning leads naturally to the questions: what does it mean to embed a distribution in an RKHS? when is this embedding injective (and thus, when do different distributions have unique mappings)? what implications are there for learning algorithms that make use of these embeddings? This tutorial aims at answering these questions. There are a great variety of applications in machine learning and computer science, which require distribution estimation and/or comparison.

PDF Web [BibTex]

2008

Fukumizu, K., Gretton, A., Smola, A. Painless Embeddings of Distributions: the Function Space View (Part 1) 25th International Conference on Machine Learning (ICML), July 2008 (talk)

PDF Web [BibTex]

Analysis of Pattern Recognition Methods in Classifying Bold Signals in Monkeys at 7-Tesla

Ku, S., Gretton, A., Macke, J., Tolias, A., Logothetis, N.

AREADNE 2008: Research in Encoding and Decoding of Neural Ensembles, 2, pages: 67, June 2008 (poster)

Abstract

Pattern recognition methods have shown that fMRI data can reveal significant information about brain activity. For example, in the debate of how object-categories are represented in the brain, multivariate analysis has been used to provide evidence of distributed encoding schemes. Many follow-up studies have employed different methods to analyze human fMRI data with varying degrees of success. In this study we compare four popular pattern recognition methods: correlation analysis, support-vector machines (SVM), linear discriminant analysis and Gaussian naïve Bayes (GNB), using data collected at high field (7T) with higher resolution than usual fMRI studies. We investigate prediction performance on single trials and for averages across varying numbers of stimulus presentations. The performance of the various algorithms depends on the nature of the brain activity being categorized: for several tasks, many of the methods work well, whereas for others, no methods perform above chance level. An important factor in overall classification performance is careful preprocessing of the data, including dimensionality reduction, voxel selection, and outlier elimination.

[BibTex]

Ku, S., Gretton, A., Macke, J., Tolias, A., Logothetis, N. Analysis of Pattern Recognition Methods in Classifying Bold Signals in Monkeys at 7-Tesla AREADNE 2008: Research in Encoding and Decoding of Neural Ensembles, 2, pages: 67, June 2008 (poster)

[BibTex]

A Kernel Method for the Two-sample Problem

Gretton, A., Borgwardt, K., Rasch, M., Schölkopf, B., Smola, A.

(157), Max-Planck-Institute for Biological Cybernetics Tübingen, April 2008 (techreport)

Abstract

We propose a framework for analyzing and comparing distributions, allowing us to design statistical tests to determine if two samples are drawn from different distributions. Our test statistic is the largest difference in expectations over functions in the unit ball of a reproducing kernel Hilbert space (RKHS). We present two tests based on large deviation bounds for the test statistic, while a third is based on the asymptotic distribution of this statistic. The test statistic can be computed in quadratic time, although efficient linear time approximations are available. Several classical metrics on distributions are recovered when the function space used to compute the difference in expectations is allowed to be more general (eg.~a Banach space). We apply our two-sample tests to a variety of problems, including attribute matching for databases using the Hungarian marriage method, where they perform strongly. Excellent performance is also obtained when comparing distributions over graphs, for which these are the first such tests.

PDF [BibTex]

Gretton, A., Borgwardt, K., Rasch, M., Schölkopf, B., Smola, A. A Kernel Method for the Two-sample Problem (157), Max-Planck-Institute for Biological Cybernetics Tübingen, April 2008 (techreport)

PDF [BibTex]

Inferring Spike Trains From Local Field Potentials

Rasch, M., Gretton, A., Murayama, Y., Maass, W., Logothetis, N.

Journal of Neurophysiology, 99(3):1461-1476, March 2008 (article)

Abstract

We investigated whether it is possible to infer spike trains solely on the basis of the underlying local field potentials (LFPs). Using support vector machines and linear regression models, we found that in the primary visual cortex (V1) of monkeys, spikes can indeed be inferred from LFPs, at least with moderate success. Although there is a considerable degree of variation across electrodes, the low-frequency structure in spike trains (in the 100-ms range) can be inferred with reasonable accuracy, whereas exact spike positions are not reliably predicted. Two kinds of features of the LFP are exploited for prediction: the frequency power of bands in the high gamma-range (40&amp;amp;amp;amp;#8211;90 Hz) and information contained in lowfrequency oscillations ( 10 Hz), where both phase and power modulations are informative. Information analysis revealed that both features code (mainly) independent aspects of the spike-to-LFP relationship, with the low-frequency LFP phase coding for temporally clustered spiking activity. Although both features and prediction quality are similar during seminatural movie stimuli and spontaneous activity, prediction performance during spontaneous activity degrades much more slowly with increasing electrode distance. The general trend of data obtained with anesthetized animals is qualitatively mirrored in that of a more limited data set recorded in V1 of non-anesthetized monkeys. In contrast to the cortical field potentials, thalamic LFPs (e.g., LFPs derived from recordings in the dorsal lateral geniculate nucleus) hold no useful information for predicting spiking activity.

Web DOI [BibTex]

Rasch, M., Gretton, A., Murayama, Y., Maass, W., Logothetis, N. Inferring Spike Trains From Local Field Potentials Journal of Neurophysiology, 99(3):1461-1476, March 2008 (article)

Web DOI [BibTex]

2007

A time/frequency decomposition of information transmission by LFPs and spikes in the primary visual cortex

Belitski, A., Gretton, A., Magri, C., Murayama, Y., Montemurro, M., Logothetis, N., Panzeri, S.

37th Annual Meeting of the Society for Neuroscience (Neuroscience 2007), 37, pages: 1, November 2007 (poster)

Web [BibTex]

2007

Belitski, A., Gretton, A., Magri, C., Murayama, Y., Montemurro, M., Logothetis, N., Panzeri, S. A time/frequency decomposition of information transmission by LFPs and spikes in the primary visual cortex 37th Annual Meeting of the Society for Neuroscience (Neuroscience 2007), 37, pages: 1, November 2007 (poster)

Web [BibTex]

Hilbert Space Representations of Probability Distributions

Gretton, A.

2nd Workshop on Machine Learning and Optimization at the ISM, October 2007 (talk)

Abstract

Many problems in unsupervised learning require the analysis of features of probability distributions. At the most fundamental level, we might wish to determine whether two distributions are the same, based on samples from each - this is known as the two-sample or homogeneity problem. We use kernel methods to address this problem, by mapping probability distributions to elements in a reproducing kernel Hilbert space (RKHS). Given a sufficiently rich RKHS, these representations are unique: thus comparing feature space representations allows us to compare distributions without ambiguity. Applications include testing whether cancer subtypes are distinguishable on the basis of DNA microarray data, and whether low frequency oscillations measured at an electrode in the cortex have a different distribution during a neural spike. A more difficult problem is to discover whether two random variables drawn from a joint distribution are independent. It turns out that any dependence between pairs of random variables can be encoded in a cross-covariance operator between appropriate RKHS representations of the variables, and we may test independence by looking at a norm of the operator. We demonstrate this independence test by establishing dependence between an English text and its French translation, as opposed to French text on the same topic but otherwise unrelated. Finally, we show that this operator norm is itself a difference in feature means.

PDF Web [BibTex]

Gretton, A. Hilbert Space Representations of Probability Distributions 2nd Workshop on Machine Learning and Optimization at the ISM, October 2007 (talk)

PDF Web [BibTex]

A Hilbert Space Embedding for Distributions

Smola, A., Gretton, A., Song, L., Schölkopf, B.

Proceedings of the 10th International Conference on Discovery Science (DS 2007), 10, pages: 40-41, October 2007 (poster)

Abstract

While kernel methods are the basis of many popular techniques in supervised learning, they are less commonly used in testing, estimation, and analysis of probability distributions, where information theoretic approaches rule the roost. However it becomes difficult to estimate mutual information or entropy if the data are high dimensional.

PDF PDF DOI [BibTex]

Smola, A., Gretton, A., Song, L., Schölkopf, B. A Hilbert Space Embedding for Distributions Proceedings of the 10th International Conference on Discovery Science (DS 2007), 10, pages: 40-41, October 2007 (poster)

PDF PDF DOI [BibTex]

A Hilbert Space Embedding for Distributions

Smola, A., Gretton, A., Song, L., Schölkopf, B.

In Algorithmic Learning Theory, Lecture Notes in Computer Science 4754 , pages: 13-31, (Editors: M Hutter and RA Servedio and E Takimoto), Springer, Berlin, Germany, 18th International Conference on Algorithmic Learning Theory (ALT), October 2007 (inproceedings)

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 two-sample 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.

PDF PDF DOI [BibTex]

Smola, A., Gretton, A., Song, L., Schölkopf, B. A Hilbert Space Embedding for Distributions In Algorithmic Learning Theory, Lecture Notes in Computer Science 4754 , pages: 13-31, (Editors: M Hutter and RA Servedio and E Takimoto), Springer, Berlin, Germany, 18th International Conference on Algorithmic Learning Theory (ALT), October 2007 (inproceedings)

PDF PDF DOI [BibTex]

Brisk Kernel ICA

Jegelka, S., Gretton, A.

In Large Scale Kernel Machines, pages: 225-250, Neural Information Processing, (Editors: Bottou, L. , O. Chapelle, D. DeCoste, J. Weston), MIT Press, Cambridge, MA, USA, September 2007 (inbook)

Abstract

Recent approaches to independent component analysis have used kernel independence measures to obtain very good performance in ICA, particularly in areas where classical methods experience difficulty (for instance, sources with near-zero kurtosis). In this chapter, we compare two efficient extensions of these methods for large-scale problems: random subsampling of entries in the Gram matrices used in defining the independence measures, and incomplete Cholesky decomposition of these matrices. We derive closed-form, efficiently computable approximations for the gradients of these measures, and compare their performance on ICA using both artificial and music data. We show that kernel ICA can scale up to much larger problems than yet attempted, and that incomplete Cholesky decomposition performs better than random sampling.

PDF Web [BibTex]

Jegelka, S., Gretton, A. Brisk Kernel ICA In Large Scale Kernel Machines, pages: 225-250, Neural Information Processing, (Editors: Bottou, L. , O. Chapelle, D. DeCoste, J. Weston), MIT Press, Cambridge, MA, USA, September 2007 (inbook)

PDF Web [BibTex]

A Kernel Method for the Two-Sample-Problem

Gretton, A., Borgwardt, K., Rasch, M., Schölkopf, B., Smola, A.

In Advances in Neural Information Processing Systems 19, pages: 513-520, (Editors: B Schölkopf and J Platt and T Hofmann), MIT Press, Cambridge, MA, USA, 20th Annual Conference on Neural Information Processing Systems (NIPS), September 2007 (inproceedings)

Abstract

We propose two statistical tests to determine if two samples are from different distributions. Our test statistic is in both cases the distance between the means of the two samples mapped into a reproducing kernel Hilbert space (RKHS). The first test is based on a large deviation bound for the test statistic, while the second is based on the asymptotic distribution of this statistic. The test statistic can be computed in $O(m^2)$ time. We apply our approach to a variety of problems, including attribute matching for databases using the Hungarian marriage method, where our test performs strongly. We also demonstrate excellent performance when comparing distributions over graphs, for which no alternative tests currently exist.

PDF Web [BibTex]

Gretton, A., Borgwardt, K., Rasch, M., Schölkopf, B., Smola, A. A Kernel Method for the Two-Sample-Problem In Advances in Neural Information Processing Systems 19, pages: 513-520, (Editors: B Schölkopf and J Platt and T Hofmann), MIT Press, Cambridge, MA, USA, 20th Annual Conference on Neural Information Processing Systems (NIPS), September 2007 (inproceedings)

PDF Web [BibTex]

Correcting Sample Selection Bias by Unlabeled Data

Huang, J., Smola, A., Gretton, A., Borgwardt, K., Schölkopf, B.

In Advances in Neural Information Processing Systems 19, pages: 601-608, (Editors: B Schölkopf and J Platt and T Hofmann), MIT Press, Cambridge, MA, USA, 20th Annual Conference on Neural Information Processing Systems (NIPS), September 2007 (inproceedings)

Abstract

We consider the scenario where training and test data are drawn from different distributions, commonly referred to as sample selection bias. Most algorithms for this setting try to first recover sampling distributions and then make appropriate corrections based on the distribution estimate. We present a nonparametric method which directly produces resampling weights without distribution estimation. Our method works by matching distributions between training and testing sets in feature space. Experimental results demonstrate that our method works well in practice.

PDF Web [BibTex]

Huang, J., Smola, A., Gretton, A., Borgwardt, K., Schölkopf, B. Correcting Sample Selection Bias by Unlabeled Data In Advances in Neural Information Processing Systems 19, pages: 601-608, (Editors: B Schölkopf and J Platt and T Hofmann), MIT Press, Cambridge, MA, USA, 20th Annual Conference on Neural Information Processing Systems (NIPS), September 2007 (inproceedings)

PDF Web [BibTex]

A Kernel Approach to Comparing Distributions

Gretton, A., Borgwardt, K., Rasch, M., Schölkopf, B., Smola, A.

In Proceedings of the 22. AAAI Conference on Artificial Intelligence, pages: 1637-1641, AAAI Press, Menlo Park, CA, USA, Twenty-Second AAAI Conference on Artificial Intelligence (AAAI), July 2007 (inproceedings)

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. We apply this technique to construct a two-sample test, which is used for determining whether two sets of observations arise from the same distribution. We use this test in attribute matching for databases using the Hungarian marriage method, where it performs strongly. We also demonstrate excellent performance when comparing distributions over graphs, for which no alternative tests currently exist.

PDF Web [BibTex]

Gretton, A., Borgwardt, K., Rasch, M., Schölkopf, B., Smola, A. A Kernel Approach to Comparing Distributions In Proceedings of the 22. AAAI Conference on Artificial Intelligence, pages: 1637-1641, AAAI Press, Menlo Park, CA, USA, Twenty-Second AAAI Conference on Artificial Intelligence (AAAI), July 2007 (inproceedings)

PDF Web [BibTex]

Gene selection via the BAHSIC family of algorithms

Song, L., Bedo, J., Borgwardt, K., Gretton, A., Smola, A.

Bioinformatics, 23(13: ISMB/ECCB 2007 Conference Proceedings):i490-i498, July 2007 (article)

Abstract

Motivation: Identifying significant genes among thousands of sequences on a microarray is a central challenge for cancer research in bioinformatics. The ultimate goal is to detect the genes that are involved in disease outbreak and progression. A multitude of methods have been proposed for this task of feature selection, yet the selected gene lists differ greatly between different methods. To accomplish biologically meaningful gene selection from microarray data, we have to understand the theoretical connections and the differences between these methods. In this article, we define a kernel-based framework for feature selection based on the Hilbert–Schmidt independence criterion and backward elimination, called BAHSIC. We show that several well-known feature selectors are instances of BAHSIC, thereby clarifying their relationship. Furthermore, by choosing a different kernel, BAHSIC allows us to easily define novel feature selection algorithms. As a further advantage, feature selection via BAHSIC works directly on multiclass problems. Results: In a broad experimental evaluation, the members of the BAHSIC family reach high levels of accuracy and robustness when compared to other feature selection techniques. Experiments show that features selected with a linear kernel provide the best classification performance in general, but if strong non-linearities are present in the data then non-linear kernels can be more suitable.

Web DOI [BibTex]

Song, L., Bedo, J., Borgwardt, K., Gretton, A., Smola, A. Gene selection via the BAHSIC family of algorithms Bioinformatics, 23(13: ISMB/ECCB 2007 Conference Proceedings):i490-i498, July 2007 (article)

Web DOI [BibTex]

Supervised Feature Selection via Dependence Estimation

Song, L., Smola, A., Gretton, A., Borgwardt, K., Bedo, J.

In Proceedings of the 24th Annual International Conference on Machine Learning (ICML 2007), pages: 823-830, (Editors: Ghahramani, Z. ), ACM Press, New York, NY, USA, Twenty-Fourth Annual International Conference on Machine Learning (ICML), June 2007 (inproceedings)

Abstract

We introduce a framework for filtering features that employs the Hilbert-Schmidt Independence Criterion (HSIC) as a measure of dependence between the features and the labels. The key idea is that good features should maximise such dependence. Feature selection for various supervised learning problems (including classification and regression) is unified under this framework, and the solutions can be approximated using a backward-elimination algorithm. We demonstrate the usefulness of our method on both artificial and real world datasets.

PDF Web DOI [BibTex]

Song, L., Smola, A., Gretton, A., Borgwardt, K., Bedo, J. Supervised Feature Selection via Dependence Estimation In Proceedings of the 24th Annual International Conference on Machine Learning (ICML 2007), pages: 823-830, (Editors: Ghahramani, Z. ), ACM Press, New York, NY, USA, Twenty-Fourth Annual International Conference on Machine Learning (ICML), June 2007 (inproceedings)

PDF Web DOI [BibTex]

A Dependence Maximization View of Clustering

Song, L., Smola, A., Gretton, A., Borgwardt, K.

In Proceedings of the 24th Annual International Conference on Machine Learning (ICML 2007), pages: 815-822, (Editors: Ghahramani, Z. ), ACM Press, New York, NY, USA, Twenty-Fourth Annual International Conference on Machine Learning (ICML), June 2007 (inproceedings)

Abstract

We propose a family of clustering algorithms based on the maximization of dependence between the input variables and their cluster labels, as expressed by the Hilbert-Schmidt Independence Criterion (HSIC). Under this framework, we unify the geometric, spectral, and statistical dependence views of clustering, and subsume many existing algorithms as special cases (e.g. k-means and spectral clustering). Distinctive to our framework is that kernels can also be applied on the labels, which can endow them with particular structures. We also obtain a perturbation bound on the change in k-means clustering.

PDF Web DOI [BibTex]

Song, L., Smola, A., Gretton, A., Borgwardt, K. A Dependence Maximization View of Clustering In Proceedings of the 24th Annual International Conference on Machine Learning (ICML 2007), pages: 815-822, (Editors: Ghahramani, Z. ), ACM Press, New York, NY, USA, Twenty-Fourth Annual International Conference on Machine Learning (ICML), June 2007 (inproceedings)

PDF Web DOI [BibTex]

Fast Kernel ICA using an Approximate Newton Method

Shen, H., Jegelka, S., Gretton, A.

In JMLR Workshop and Conference Proceedings Volume 2: AISTATS 2007, pages: 476-483, (Editors: Meila, M. , X. Shen), MIT Press, Cambridge, MA, USA, 11th International Conference on Artificial Intelligence and Statistics, March 2007 (inproceedings)

Abstract

Recent approaches to independent component analysis (ICA) have used kernel independence measures to obtain very good performance, particularly where classical methods experience difficulty (for instance, sources with near-zero kurtosis). We present Fast Kernel ICA (FastKICA), a novel optimisation technique for one such kernel independence measure, the Hilbert-Schmidt independence criterion (HSIC). Our search procedure uses an approximate Newton method on the special orthogonal group, where we estimate the Hessian locally about independence. We employ incomplete Cholesky decomposition to efficiently compute the gradient and approximate Hessian. FastKICA results in more accurate solutions at a given cost compared with gradient descent, and is relatively insensitive to local minima when initialised far from independence. These properties allow kernel approaches to be extended to problems with larger numbers of sources and observations. Our method is competitive with other modern and classical ICA approaches in both speed and accuracy.

PDF Web [BibTex]

Shen, H., Jegelka, S., Gretton, A. Fast Kernel ICA using an Approximate Newton Method In JMLR Workshop and Conference Proceedings Volume 2: AISTATS 2007, pages: 476-483, (Editors: Meila, M. , X. Shen), MIT Press, Cambridge, MA, USA, 11th International Conference on Artificial Intelligence and Statistics, March 2007 (inproceedings)

PDF Web [BibTex]

Statistical Consistency of Kernel Canonical Correlation Analysis

Fukumizu, K., Bach, F., Gretton, A.

Journal of Machine Learning Research, 8, pages: 361-383, February 2007 (article)

Abstract

While kernel canonical correlation analysis (CCA) has been applied in many contexts, the convergence of finite sample estimates of the associated functions to their population counterparts has not yet been established. This paper gives a mathematical proof of the statistical convergence of kernel CCA, providing a theoretical justification for the method. The proof uses covariance operators defined on reproducing kernel Hilbert spaces, and analyzes the convergence of their empirical estimates of finite rank to their population counterparts, which can have infinite rank. The result also gives a sufficient condition for convergence on the regularization coefficient involved in kernel CCA: this should decrease as n^{-1/3}, where n is the number of data.

PDF [BibTex]

Fukumizu, K., Bach, F., Gretton, A. Statistical Consistency of Kernel Canonical Correlation Analysis Journal of Machine Learning Research, 8, pages: 361-383, February 2007 (article)

PDF [BibTex]

2006

A Kernel Method for the Two-Sample-Problem

Gretton, A., Borgwardt, K., Rasch, M., Schölkopf, B., Smola, A.

20th Annual Conference on Neural Information Processing Systems (NIPS), December 2006 (talk)

Abstract

We propose two statistical tests to determine if two samples are from different distributions. Our test statistic is in both cases the distance between the means of the two samples mapped into a reproducing kernel Hilbert space (RKHS). The first test is based on a large deviation bound for the test statistic, while the second is based on the asymptotic distribution of this statistic. We show that the test statistic can be computed in $O(m^2)$ time. We apply our approach to a variety of problems, including attribute matching for databases using the Hungarian marriage method, where our test performs strongly. We also demonstrate excellent performance when comparing distributions over graphs, for which no alternative tests currently exist.

PDF [BibTex]

2006

Gretton, A., Borgwardt, K., Rasch, M., Schölkopf, B., Smola, A. A Kernel Method for the Two-Sample-Problem 20th Annual Conference on Neural Information Processing Systems (NIPS), December 2006 (talk)

PDF [BibTex]

Geometric Analysis of Hilbert Schmidt Independence criterion based ICA contrast function

Shen, H., Jegelka, S., Gretton, A.

(PA006080), National ICT Australia, Canberra, Australia, October 2006 (techreport)

Web [BibTex]

Shen, H., Jegelka, S., Gretton, A. Geometric Analysis of Hilbert Schmidt Independence criterion based ICA contrast function (PA006080), National ICT Australia, Canberra, Australia, October 2006 (techreport)

Web [BibTex]

An Online Support Vector Machine for Abnormal Events Detection

Davy, M., Desobry, F., Gretton, A., Doncarli, C.

Signal Processing, 86(8):2009-2025, August 2006 (article)

Abstract

The ability to detect online abnormal events in signals is essential in many real-world Signal Processing applications. Previous algorithms require an explicit signal statistical model, and interpret abnormal events as statistical model abrupt changes. Corresponding implementation relies on maximum likelihood or on Bayes estimation theory with generally excellent performance. However, there are numerous cases where a robust and tractable model cannot be obtained, and model-free approaches need to be considered. In this paper, we investigate a machine learning, descriptor-based approach that does not require an explicit descriptors statistical model, based on Support Vector novelty detection. A sequential optimization algorithm is introduced. Theoretical considerations as well as simulations on real signals demonstrate its practical efficiency.

PDF PostScript PDF DOI [BibTex]

Davy, M., Desobry, F., Gretton, A., Doncarli, C. An Online Support Vector Machine for Abnormal Events Detection Signal Processing, 86(8):2009-2025, August 2006 (article)

PDF PostScript PDF DOI [BibTex]

Integrating Structured Biological data by Kernel Maximum Mean Discrepancy

Borgwardt, K., Gretton, A., Rasch, M., Kriegel, H., Schölkopf, B., Smola, A.

Bioinformatics, 22(4: ISMB 2006 Conference Proceedings):e49-e57, August 2006 (article)

Abstract

Motivation: Many problems in data integration in bioinformatics can be posed as one common question: Are two sets of observations generated by the same distribution? We propose a kernel-based statistical test for this problem, based on the fact that two distributions are different if and only if there exists at least one function having different expectation on the two distributions. Consequently we use the maximum discrepancy between function means as the basis of a test statistic. The Maximum Mean Discrepancy (MMD) can take advantage of the kernel trick, which allows us to apply it not only to vectors, but strings, sequences, graphs, and other common structured data types arising in molecular biology. Results: We study the practical feasibility of an MMD-based test on three central data integration tasks: Testing cross-platform comparability of microarray data, cancer diagnosis, and data-content based schema matching for two different protein function classification schemas. In all of these experiments, including high-dimensional ones, MMD is very accurate in finding samples that were generated from the same distribution, and outperforms its best competitors. Conclusions: We have defined a novel statistical test of whether two samples are from the same distribution, compatible with both multivariate and structured data, that is fast, easy to implement, and works well, as confirmed by our experiments.

Web DOI [BibTex]

Borgwardt, K., Gretton, A., Rasch, M., Kriegel, H., Schölkopf, B., Smola, A. Integrating Structured Biological data by Kernel Maximum Mean Discrepancy Bioinformatics, 22(4: ISMB 2006 Conference Proceedings):e49-e57, August 2006 (article)

Web DOI [BibTex]

Statistical Convergence of Kernel CCA

Fukumizu, K., Bach, F., Gretton, A.

In Advances in neural information processing systems 18, pages: 387-394, (Editors: Weiss, Y. , B. Schölkopf, J. Platt), MIT Press, Cambridge, MA, USA, Nineteenth Annual Conference on Neural Information Processing Systems (NIPS), May 2006 (inproceedings)

Abstract

While kernel canonical correlation analysis (kernel CCA) has been applied in many problems, the asymptotic convergence of the functions estimated from a finite sample to the true functions has not yet been established. This paper gives a rigorous proof of the statistical convergence of kernel CCA and a related method (NOCCO), which provides a theoretical justification for these methods. The result also gives a sufficient condition on the decay of the regularization coefficient in the methods to ensure convergence.

PDF Web [BibTex]

Fukumizu, K., Bach, F., Gretton, A. Statistical Convergence of Kernel CCA In Advances in neural information processing systems 18, pages: 387-394, (Editors: Weiss, Y. , B. Schölkopf, J. Platt), MIT Press, Cambridge, MA, USA, Nineteenth Annual Conference on Neural Information Processing Systems (NIPS), May 2006 (inproceedings)

PDF Web [BibTex]

The Effect of Artifacts on Dependence Measurement in fMRI

Gretton, A., Belitski, A., Murayama, Y., Schölkopf, B., Logothetis, N.

Magnetic Resonance Imaging, 24(4):401-409, April 2006 (article)

PDF Web DOI [BibTex]

Gretton, A., Belitski, A., Murayama, Y., Schölkopf, B., Logothetis, N. The Effect of Artifacts on Dependence Measurement in fMRI Magnetic Resonance Imaging, 24(4):401-409, April 2006 (article)

PDF Web DOI [BibTex]

2005

Kernel ICA for Large Scale Problems

Jegelka, S., Gretton, A., Achlioptas, D.

In pages: -, NIPS Workshop on Large Scale Kernel Machines, December 2005 (inproceedings)

Web [BibTex]

2005

Jegelka, S., Gretton, A., Achlioptas, D. Kernel ICA for Large Scale Problems In pages: -, NIPS Workshop on Large Scale Kernel Machines, December 2005 (inproceedings)

Web [BibTex]

Kernel Methods for Measuring Independence

Gretton, A., Herbrich, R., Smola, A., Bousquet, O., Schölkopf, B.

Journal of Machine Learning Research, 6, pages: 2075-2129, December 2005 (article)

Abstract

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 correlation-based 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.

PDF PostScript PDF [BibTex]

Gretton, A., Herbrich, R., Smola, A., Bousquet, O., Schölkopf, B. Kernel Methods for Measuring Independence Journal of Machine Learning Research, 6, pages: 2075-2129, December 2005 (article)

PDF PostScript PDF [BibTex]

Kernel methods for dependence testing in LFP-MUA

Gretton, A., Belitski, A., Murayama, Y., Schölkopf, B., Logothetis, N.

35(689.17), 35th Annual Meeting of the Society for Neuroscience (Neuroscience), November 2005 (poster)

Abstract

A fundamental problem in neuroscience is determining whether or not particular neural signals are dependent. The correlation is the most straightforward basis for such tests, but considerable work also focuses on the mutual information (MI), which is capable of revealing dependence of higher orders that the correlation cannot detect. That said, there are other measures of dependence that share with the MI an ability to detect dependence of any order, but which can be easier to compute in practice. We focus in particular on tests based on the functional covariance, which derive from work originally accomplished in 1959 by Renyi. Conceptually, our dependence tests work by computing the covariance between (infinite dimensional) vectors of nonlinear mappings of the observations being tested, and then determining whether this covariance is zero - we call this measure the constrained covariance (COCO). When these vectors are members of universal reproducing kernel Hilbert spaces, we can prove this covariance to be zero only when the variables being tested are independent. The greatest advantage of these tests, compared with the mutual information, is their simplicity – when comparing two signals, we need only take the largest eigenvalue (or the trace) of a product of two matrices of nonlinearities, where these matrices are generally much smaller than the number of observations (and are very simple to construct). We compare the mutual information, the COCO, and the correlation in the context of finding changes in dependence between the LFP and MUA signals in the primary visual cortex of the anaesthetized macaque, during the presentation of dynamic natural stimuli. We demonstrate that the MI and COCO reveal dependence which is not detected by the correlation alone (which we prove by artificially removing all correlation between the signals, and then testing their dependence with COCO and the MI); and that COCO and the MI give results consistent with each other on our data.

Web [BibTex]

Gretton, A., Belitski, A., Murayama, Y., Schölkopf, B., Logothetis, N. Kernel methods for dependence testing in LFP-MUA 35(689.17), 35th Annual Meeting of the Society for Neuroscience (Neuroscience), November 2005 (poster)

Web [BibTex]

Measuring Statistical Dependence with Hilbert-Schmidt Norms

Gretton, A., Bousquet, O., Smola, A., Schoelkopf, B.

In Algorithmic Learning Theory, Lecture Notes in Computer Science, Vol. 3734, pages: 63-78, (Editors: S Jain and H-U Simon and E Tomita), Springer, Berlin, Germany, 16th International Conference ALT, October 2005 (inproceedings)

Abstract

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 Hilbert-Schmidt norm of the cross-covariance operator (we term this a Hilbert-Schmidt Independence Criterion, or HSIC). This approach has several advantages, compared with previous kernel-based independence criteria. First, the empirical estimate is simpler than any other kernel dependence test, and requires no user-defined 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 {methodname} 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 kernel-based criteria, and of other recently published ICA methods.

PDF DOI [BibTex]

Gretton, A., Bousquet, O., Smola, A., Schoelkopf, B. Measuring Statistical Dependence with Hilbert-Schmidt Norms In Algorithmic Learning Theory, Lecture Notes in Computer Science, Vol. 3734, pages: 63-78, (Editors: S Jain and H-U Simon and E Tomita), Springer, Berlin, Germany, 16th International Conference ALT, October 2005 (inproceedings)

PDF DOI [BibTex]

Measuring Statistical Dependence with Hilbert-Schmidt Norms

Gretton, A., Bousquet, O., Smola, A., Schölkopf, B.

(140), Max Planck Institute for Biological Cybernetics, Tübingen, Germany, June 2005 (techreport)

Abstract

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 Hilbert-Schmidt norm of the cross-covariance operator (we term this a Hilbert-Schmidt Independence Criterion, or HSIC). This approach has several advantages, compared with previous kernel-based independence criteria. First, the empirical estimate is simpler than any other kernel dependence test, and requires no user-defined 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 kernel-based criteria, and of other recently published ICA methods.

PDF [BibTex]

Gretton, A., Bousquet, O., Smola, A., Schölkopf, B. Measuring Statistical Dependence with Hilbert-Schmidt Norms (140), Max Planck Institute for Biological Cybernetics, Tübingen, Germany, June 2005 (techreport)

PDF [BibTex]

Consistency of Kernel Canonical Correlation Analysis

Fukumizu, K., Bach, F., Gretton, A.

(942), Institute of Statistical Mathematics, 4-6-7 Minami-azabu, Minato-ku, Tokyo 106-8569 Japan, June 2005 (techreport)

PDF [BibTex]

Fukumizu, K., Bach, F., Gretton, A. Consistency of Kernel Canonical Correlation Analysis (942), Institute of Statistical Mathematics, 4-6-7 Minami-azabu, Minato-ku, Tokyo 106-8569 Japan, June 2005 (techreport)

PDF [BibTex]

Kernel Constrained Covariance for Dependence Measurement

Gretton, A., Smola, A., Bousquet, O., Herbrich, R., Belitski, A., Augath, M., Murayama, Y., Pauls, J., Schölkopf, B., Logothetis, N.

In Proceedings of the 10th International Workshop on Artificial Intelligence and Statistics, pages: 112-119, (Editors: R Cowell, R and Z Ghahramani), AISTATS, January 2005 (inproceedings)

Abstract

We discuss reproducing kernel Hilbert space (RKHS)-based measures of statistical dependence, with emphasis on constrained covariance (COCO), a novel criterion to test dependence of random variables. We show that COCO is a test for independence if and only if the associated RKHSs are universal. That said, no independence test exists that can distinguish dependent and independent random variables in all circumstances. Dependent random variables can result in a COCO which is arbitrarily close to zero when the source densities are highly non-smooth. All current kernel-based independence tests share this behaviour. We demonstrate exponential convergence between the population and empirical COCO. Finally, we use COCO as a measure of joint neural activity between voxels in MRI recordings of the macaque monkey, and compare the results to the mutual information and the correlation. We also show the effect of removing breathing artefacts from the MRI recording.

PDF Web [BibTex]

Gretton, A., Smola, A., Bousquet, O., Herbrich, R., Belitski, A., Augath, M., Murayama, Y., Pauls, J., Schölkopf, B., Logothetis, N. Kernel Constrained Covariance for Dependence Measurement In Proceedings of the 10th International Workshop on Artificial Intelligence and Statistics, pages: 112-119, (Editors: R Cowell, R and Z Ghahramani), AISTATS, January 2005 (inproceedings)

PDF Web [BibTex]

Kernel Constrained Covariance for Dependence Measurement

Gretton, A., Smola, A., Bousquet, O., Herbrich, R., Belitski, A., Augath, M., Murayama, Y., Schölkopf, B., Logothetis, N.

AISTATS, January 2005 (talk)

Abstract

PostScript [BibTex]

Gretton, A., Smola, A., Bousquet, O., Herbrich, R., Belitski, A., Augath, M., Murayama, Y., Schölkopf, B., Logothetis, N. Kernel Constrained Covariance for Dependence Measurement AISTATS, January 2005 (talk)

PostScript [BibTex]

2004

Ranking on Data Manifolds

Zhou, D., Weston, J., Gretton, A., Bousquet, O., Schölkopf, B.

In Advances in neural information processing systems 16, pages: 169-176, (Editors: S Thrun and L Saul and B Schölkopf), MIT Press, Cambridge, MA, USA, 17th Annual Conference on Neural Information Processing Systems (NIPS), June 2004 (inproceedings)

Abstract

The Google search engine has enjoyed a huge success with its web page ranking algorithm, which exploits global, rather than local, hyperlink structure of the web using random walks. Here we propose a simple universal ranking algorithm for data lying in the Euclidean space, such as text or image data. The core idea of our method is to rank the data with respect to the intrinsic manifold structure collectively revealed by a great amount of data. Encouraging experimental results from synthetic, image, and text data illustrate the validity of our method.

PDF Web [BibTex]

2004

Zhou, D., Weston, J., Gretton, A., Bousquet, O., Schölkopf, B. Ranking on Data Manifolds In Advances in neural information processing systems 16, pages: 169-176, (Editors: S Thrun and L Saul and B Schölkopf), MIT Press, Cambridge, MA, USA, 17th Annual Conference on Neural Information Processing Systems (NIPS), June 2004 (inproceedings)

PDF Web [BibTex]

Multivariate Regression with Stiefel Constraints

Bakir, G., Gretton, A., Franz, M., Schölkopf, B.

(128), MPI for Biological Cybernetics, Spemannstr 38, 72076, Tuebingen, 2004 (techreport)

Abstract

We introduce a new framework for regression between multi-dimensional spaces. Standard methods for solving this problem typically reduce the problem to one-dimensional regression by choosing features in the input and/or output spaces. These methods, which include PLS (partial least squares), KDE (kernel dependency estimation), and PCR (principal component regression), select features based on different a-priori judgments as to their relevance. Moreover, loss function and constraints are chosen not primarily on statistical grounds, but to simplify the resulting optimisation. By contrast, in our approach the feature construction and the regression estimation are performed jointly, directly minimizing a loss function that we specify, subject to a rank constraint. A major advantage of this approach is that the loss is no longer chosen according to the algorithmic requirements, but can be tailored to the characteristics of the task at hand; the features will then be optimal with respect to this objective. Our approach also allows for the possibility of using a regularizer in the optimization. Finally, by processing the observations sequentially, our algorithm is able to work on large scale problems.

PDF [BibTex]

Bakir, G., Gretton, A., Franz, M., Schölkopf, B. Multivariate Regression with Stiefel Constraints (128), MPI for Biological Cybernetics, Spemannstr 38, 72076, Tuebingen, 2004 (techreport)

PDF [BibTex]

Multivariate Regression via Stiefel Manifold Constraints

BakIr, G., Gretton, A., Franz, M., Schölkopf, B.

In Lecture Notes in Computer Science, Vol. 3175, pages: 262-269, (Editors: CE Rasmussen and HH Bülthoff and B Schölkopf and MA Giese), Springer, Berlin, Germany, Pattern Recognition, Proceedings of the 26th DAGM Symposium, 2004 (inproceedings)

Abstract

We introduce a learning technique for regression between high-dimensional spaces. Standard methods typically reduce this task to many one-dimensional problems, with each output dimension considered independently. By contrast, in our approach the feature construction and the regression estimation are performed jointly, directly minimizing a loss function that we specify, subject to a rank constraint. A major advantage of this approach is that the loss is no longer chosen according to the algorithmic requirements, but can be tailored to the characteristics of the task at hand; the features will then be optimal with respect to this objective, and dependence between the outputs can be exploited.

PostScript [BibTex]

BakIr, G., Gretton, A., Franz, M., Schölkopf, B. Multivariate Regression via Stiefel Manifold Constraints In Lecture Notes in Computer Science, Vol. 3175, pages: 262-269, (Editors: CE Rasmussen and HH Bülthoff and B Schölkopf and MA Giese), Springer, Berlin, Germany, Pattern Recognition, Proceedings of the 26th DAGM Symposium, 2004 (inproceedings)

PostScript [BibTex]

Behaviour and Convergence of the Constrained Covariance

Gretton, A., Smola, A., Bousquet, O., Herbrich, R., Schölkopf, B., Logothetis, N.

(130), MPI for Biological Cybernetics, 2004 (techreport)

Abstract

We discuss reproducing kernel Hilbert space (RKHS)-based measures of statistical dependence, with emphasis on constrained covariance (COCO), a novel criterion to test dependence of random variables. We show that COCO is a test for independence if and only if the associated RKHSs are universal. That said, no independence test exists that can distinguish dependent and independent random variables in all circumstances. Dependent random variables can result in a COCO which is arbitrarily close to zero when the source densities are highly non-smooth, which can make dependence hard to detect empirically. All current kernel-based independence tests share this behaviour. Finally, we demonstrate exponential convergence between the population and empirical COCO, which implies that COCO does not suffer from slow learning rates when used as a dependence test.

PDF [BibTex]

Gretton, A., Smola, A., Bousquet, O., Herbrich, R., Schölkopf, B., Logothetis, N. Behaviour and Convergence of the Constrained Covariance (130), MPI for Biological Cybernetics, 2004 (techreport)

PDF [BibTex]

2003

Ranking on Data Manifolds

Zhou, D., Weston, J., Gretton, A., Bousquet, O., Schölkopf, B.

(113), Max Planck Institute for Biological Cybernetics, 72076 Tuebingen, Germany, June 2003 (techreport)

Abstract

The Google search engine has had a huge success with its PageRank web page ranking algorithm, which exploits global, rather than local, hyperlink structure of the World Wide Web using random walk. This algorithm can only be used for graph data, however. Here we propose a simple universal ranking algorithm for vectorial data, based on the exploration of the intrinsic global geometric structure revealed by a huge amount of data. Experimental results from image and text to bioinformatics illustrates the validity of our algorithm.

PDF [BibTex]

2003

Zhou, D., Weston, J., Gretton, A., Bousquet, O., Schölkopf, B. Ranking on Data Manifolds (113), Max Planck Institute for Biological Cybernetics, 72076 Tuebingen, Germany, June 2003 (techreport)

PDF [BibTex]

Kernel Methods for Classification and Signal Separation

Gretton, A.

pages: 226, Biologische Kybernetik, University of Cambridge, Cambridge, April 2003 (phdthesis)

PostScript [BibTex]

Gretton, A. Kernel Methods for Classification and Signal Separation pages: 226, Biologische Kybernetik, University of Cambridge, Cambridge, April 2003 (phdthesis)

PostScript [BibTex]

On-Line One-Class Support Vector Machines. An Application to Signal Segmentation

Gretton, A., Desobry, ..

In IEEE ICASSP Vol. 2, pages: 709-712, IEEE ICASSP, April 2003 (inproceedings)

Abstract

In this paper, we describe an efficient algorithm to sequentially update a density support estimate obtained using one-class support vector machines. The solution provided is an exact solution, which proves to be far more computationally attractive than a batch approach. This deterministic technique is applied to the problem of audio signal segmentation, with simulations demonstrating the computational performance gain on toy data sets, and the accuracy of the segmentation on audio signals.

PostScript [BibTex]

Gretton, A., Desobry, .. On-Line One-Class Support Vector Machines. An Application to Signal Segmentation In IEEE ICASSP Vol. 2, pages: 709-712, IEEE ICASSP, April 2003 (inproceedings)

PostScript [BibTex]

The Kernel Mutual Information

Gretton, A., Herbrich, R., Smola, A.

Max Planck Institute for Biological Cybernetics, April 2003 (techreport)

Abstract

We introduce two new functions, the kernel covariance (KC) and the kernel mutual information (KMI), to measure the degree of independence of several continuous random variables. The former is guaranteed to be zero if and only if the random variables are pairwise independent; the latter shares this property, and is in addition an approximate upper bound on the mutual information, as measured near independence, and is based on a kernel density estimate. We show that Bach and Jordan‘s kernel generalised variance (KGV) is also an upper bound on the same kernel density estimate, but is looser. Finally, we suggest that the addition of a regularising term in the KGV causes it to approach the KMI, which motivates the introduction of this regularisation. The performance of the KC and KMI is verified in the context of instantaneous independent component analysis (ICA), by recovering both artificial and real (musical) signals following linear mixing.

PostScript [BibTex]

Gretton, A., Herbrich, R., Smola, A. The Kernel Mutual Information Max Planck Institute for Biological Cybernetics, April 2003 (techreport)

PostScript [BibTex]

The Kernel Mutual Information

Gretton, A., Herbrich, R., Smola, A.

In IEEE ICASSP Vol. 4, pages: 880-883, IEEE ICASSP, April 2003 (inproceedings)

Abstract

We introduce a new contrast function, the kernel mutual information (KMI), to measure the degree of independence of continuous random variables. This contrast function provides an approximate upper bound on the mutual information, as measured near independence, and is based on a kernel density estimate of the mutual information between a discretised approximation of the continuous random variables. We show that Bach and Jordan‘s kernel generalised variance (KGV) is also an upper bound on the same kernel density estimate, but is looser. Finally, we suggest that the addition of a regularising term in the KGV causes it to approach the KMI, which motivates the introduction of this regularisation.

PostScript [BibTex]

Gretton, A., Herbrich, R., Smola, A. The Kernel Mutual Information In IEEE ICASSP Vol. 4, pages: 880-883, IEEE ICASSP, April 2003 (inproceedings)

PostScript [BibTex]

2002

Optimized Support Vector Machines for Nonstationary Signal Classification

Davy, M., Gretton, A., Doucet, A., Rayner, P.

IEEE Signal Processing Letters, 9(12):442-445, December 2002 (article)

Abstract

This letter describes an efficient method to perform nonstationary signal classification. A support vector machine (SVM) algorithm is introduced and its parameters optimised in a principled way. Simulations demonstrate that our low complexity method outperforms state-of-the-art nonstationary signal classification techniques.

PostScript Web DOI [BibTex]

2002

Davy, M., Gretton, A., Doucet, A., Rayner, P. Optimized Support Vector Machines for Nonstationary Signal Classification IEEE Signal Processing Letters, 9(12):442-445, December 2002 (article)

PostScript Web DOI [BibTex]

2001

Nonstationary Signal Classification using Support Vector Machines

Gretton, A., Davy, M., Doucet, A., Rayner, P.

In 11th IEEE Workshop on Statistical Signal Processing, pages: 305-305, 11th IEEE Workshop on Statistical Signal Processing, 2001 (inproceedings)

Abstract

In this paper, we demonstrate the use of support vector (SV) techniques for the binary classification of nonstationary sinusoidal signals with quadratic phase. We briefly describe the theory underpinning SV classification, and introduce the Cohen's group time-frequency representation, which is used to process the non-stationary signals so as to define the classifier input space. We show that the SV classifier outperforms alternative classification methods on this processed data.

PostScript [BibTex]

2001

Gretton, A., Davy, M., Doucet, A., Rayner, P. Nonstationary Signal Classification using Support Vector Machines In 11th IEEE Workshop on Statistical Signal Processing, pages: 305-305, 11th IEEE Workshop on Statistical Signal Processing, 2001 (inproceedings)

PostScript [BibTex]

Bound on the Leave-One-Out Error for Density Support Estimation using nu-SVMs

Gretton, A., Herbrich, R., Schölkopf, B., Smola, A., Rayner, P.

University of Cambridge, 2001 (techreport)

[BibTex]

Gretton, A., Herbrich, R., Schölkopf, B., Smola, A., Rayner, P. Bound on the Leave-One-Out Error for Density Support Estimation using nu-SVMs University of Cambridge, 2001 (techreport)

[BibTex]

Support Vector Regression for Black-Box System Identification

Gretton, A., Doucet, A., Herbrich, R., Rayner, P., Schölkopf, B.

In 11th IEEE Workshop on Statistical Signal Processing, pages: 341-344, IEEE Signal Processing Society, Piscataway, NY, USA, 11th IEEE Workshop on Statistical Signal Processing, 2001 (inproceedings)

Abstract

In this paper, we demonstrate the use of support vector regression (SVR) techniques for black-box system identification. These methods derive from statistical learning theory, and are of great theoretical and practical interest. We briefly describe the theory underpinning SVR, and compare support vector methods with other approaches using radial basis networks. Finally, we apply SVR to modeling the behaviour of a hydraulic robot arm, and show that SVR improves on previously published results.

PostScript [BibTex]

Gretton, A., Doucet, A., Herbrich, R., Rayner, P., Schölkopf, B. Support Vector Regression for Black-Box System Identification In 11th IEEE Workshop on Statistical Signal Processing, pages: 341-344, IEEE Signal Processing Society, Piscataway, NY, USA, 11th IEEE Workshop on Statistical Signal Processing, 2001 (inproceedings)

PostScript [BibTex]

Bound on the Leave-One-Out Error for 2-Class Classification using nu-SVMs

Gretton, A., Herbrich, R., Schölkopf, B., Rayner, P.

University of Cambridge, 2001, Updated May 2003 (literature review expanded) (techreport)

Abstract

Three estimates of the leave-one-out error for $nu$-support vector (SV) machine binary classifiers are presented. Two of the estimates are based on the geometrical concept of the {em span}, which was introduced in the context of bounding the leave-one-out error for $C$-SV machine binary classifiers, while the third is based on optimisation over the criterion used to train the $nu$-support vector classifier. It is shown that the estimates presented herein provide informative and efficient approximations of the generalisation behaviour, in both a toy example and benchmark data sets. The proof strategies in the $nu$-SV context are also compared with those used to derive leave-one-out error estimates in the $C$-SV case.

PostScript [BibTex]

Gretton, A., Herbrich, R., Schölkopf, B., Rayner, P. Bound on the Leave-One-Out Error for 2-Class Classification using nu-SVMs University of Cambridge, 2001, Updated May 2003 (literature review expanded) (techreport)

PostScript [BibTex]

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