kernels view markdown
An introduction to kernels and recent research.
kernel basics
- basic definition
- continuous
- symmetric
- PSD Gram matrix ($K_n = XX^T$)
- list of kernels
- kernels wiki: kernel memorizes points then uses dists between points to classify
- learning deep kernels
- learning data-adaptive kernels
- kernels that mimic dl
- kernel methods
- wavelet support vector machines - kernels using wavelets
ch 4 from support vector machines book
- 4.1 - what is a valid kernel
- in general, most dot-product like things constitute valid kernels
- a function is a kernel iff it is a symmetric, positive definite function
- this refers to the $n$ x $n$ matrix with entries $f(x_{row}-x_{col})$ being a psd matrix
- a given kernel can have many feature spaces (can construct different feature spaces that yield the same inner products)
- 4.2 reproducing kernel hilbert space (RKHS) of a kernel
- hilbert space - abstract vector space with (1) an inner product and (2) is complete (i.e. enough limits so calculus works)
- the RKHS is the smallest feature space of a kernel, and can serve as a canonical feature space
- RKHS - a $\mathbb K$-hilbert space that consists of functions mapping from X to $\mathbb K$
- every RKHS has a unique reproducing kernel
- every kernel has a unique RKHS
- sums/products of kernels also work
kernel papers
- data spectroscopy paper (shi et al. 2009)
- kernel matrix $K_n$
- Laplacian matrix $L_n = D_n - K_n$
- $D_n$ is diagonal matrix, with entries = column sums
- block-diagonal kernel matrix would imply a cluster
- eigenvalues of these kernel matrices can identify clusters (and are invariant to permutation)
- want to look for data points corresponding to same/similar eigenvectors
- hard to know what kernel to use, how many eigenvectors / groups look at
- here, look at population point of view - realted dependence of spectrum of $K_n$ on the data density function: $K_Pf(x) = \int K(x, y) f(y) dP(y)$
spectral clustering
- interested in top eigenvectors of $K_n$ and bottom eigenvectors of $L_n$
- scott and longuet-higgins - embed data in space of top eigenvectors, normalize in that space, and investigate block structure
- perona and freeman - 2 clusters by thresholding top eigenvector
- shi & malik - normalized cut: threshold second smallest generalize eigenvector of $L_n$
- similarly we have kernel PCA, spectral dimensionality reduction, and SVMs (which can be viewed as fitting a linear classifier in the eigenspace of $K_n$)