Advances in Neural Information Processing Systems 22, Advances in Neural Information Processing Systems 22: 23rd Annual Conference on Neural Information Processing Systems 2009:673-681, Biologische Kybernetik, Max-Planck-Gesellschaft, 2009
A kernel embedding of probability distributions into reproducing kernel Hilbert spaces (RKHS) has recently been proposed, which allows the comparison of two probability measures P and Q based on the distance between their respective embeddings: for a sufficiently rich RKHS, this distance is zero if and only if P and Q coincide. In using this distance as a statistic for a test of whether two samples are from different distributions, a major difficulty arises in computing the significance threshold, since the empirical statistic has as its null distribution (where P = Q) an infinite weighted sum of x2 random variables. Prior finite sample approximations to the null distribution include using bootstrap resampling, which
yields a consistent estimate but is computationally costly; and fitting a parametric model with the low order moments of the test statistic, which can work well in practice but has no consistency or accuracy guarantees. The main result of the present work is a novel estimate of the null distribution, computed from the eigenspectrum of the Gram matrix on the aggregate sample from P and Q, and having
lower computational cost than the bootstrap. A proof of consistency of this estimate is provided. The performance of the null distribution estimate is compared with the bootstrap and parametric approaches on an artificial example, high dimensional multivariate data, and text.
Gretton, A.Fukumizu, K.Harchaoui, Z.Sriperumbudur, BK. (2009). A Fast, Consistent Kernel Two-Sample Test In: Advances in Neural Information Processing Systems 22, Advances in Neural Information Processing Systems 22: 23rd Annual Conference on Neural Information Processing Systems 2009, 673-681, Curran, Red Hook, NY, USA, 23rd Annual Conference on Neural Information Processing Systems (NIPS 2009)
Advances in Neural Information Processing Systems 17, Advances in Neural Information Processing Systems:257-264, Biologische Kybernetik, Max-Planck-Gesellschaft, July, 2005
Choice-based conjoint analysis builds models of consumers preferences over products with answers gathered in questionnaires. Our main goal is to bring tools from the machine learning community to solve more efficiently this problem. Thus, we propose two algorithms to estimate quickly and accurately consumer preferences.
Our goal is to understand the principles of Perception, Action and Learning in autonomous systems that successfully interact with complex environments and to use this understanding to design future systems