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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,181 papers · 148 categories

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4081121161 · Jun 202019922001200920182026
48 results for L1-norm kernel PCA

A fast algorithm for L1-norm kernel PCA with convergence analysis.

problem Finding an optimal solution for L1-norm kernel PCA due to its non-convexity and non-smoothness.
method A fixed-point type algorithm that iteratively computes binary weights for each observation, based on a geometrically interpretable reformulation of the problem.
result The algorithm converges to a local optimal solution in a finite number of steps and the sequence of objective values converges at a linear rate.

Targeting at sparse learning, we construct Banach spaces B of functions on an input space X with the properties that (1) B possesses an l1 norm in the sense that it is isometrically isomorphic to the Banach space of integrable functions on X with respect to the counting measure; (2) point evaluations are continuous lin…

2011-01-23abs ↗pdf ↗

Explains various PCA and SPCA methods with theory and applications.

problem No specific problem stated; focuses on explaining methods.
method Explains PCA, SPCA, kernel PCA, and kernel SPCA methods with theory and applications.
result Comprehensive coverage of PCA and SPCA methods with theory and applications.

Generative Kernel PCA explores latent spaces for data interpretation and novelty detection.

problem Exploring latent spaces of datasets for better data interpretation.
method Generative Kernel PCA using hidden and visible units similar to Restricted Boltzmann Machines.
result Gradually moving in the latent space allows for interpretation of components and detection of novel patterns.

One-shot algorithm for feature-distributed kernel PCA reduces communication costs.

problem Efficiently perform kernel PCA in distributed computing environments.
method Inspired by dual relationship between sample-distributed and feature-distributed scenarios, proposes a one-shot algorithm for feature-distributed kernel PCA.
result The algorithm provides high-quality results with low communication costs, especially when eigenvalues decay fast.

Kernel method is a very powerful tool in machine learning. The trick of kernel has been effectively and extensively applied in many areas of machine learning, such as support vector machine (SVM) and kernel principal component analysis (kernel PCA). Kernel trick is to define a kernel function which relies on the inner-…

2011-05-15abs ↗pdf ↗

We describe how cross-kernel matrices, that is, kernel matrices between the data and a custom chosen set of `feature spanning points' can be used for learning. The main potential of cross-kernels lies in the fact that (a) only one side of the matrix scales with the number of data points, and (b) cross-kernels, as oppos…

2014-06-10abs ↗pdf ↗

We propose a data aggregation-based algorithm with monotonic convergence to a global optimum for a generalized version of the L1-norm error fitting model with an assumption of the fitting function. The proposed algorithm generalizes the recent algorithm in the literature, aggregate and iterative disaggregate (AID), whi…

2017-03-15abs ↗pdf ↗

Generalizes PCA to maximize any convex function of components.

problem Finding a principal vector that maximizes a convex function of components.
method Gradient ascent algorithm for solving the generalized PCA problem; fixed points of neural networks for kernel version.
result Solutions can be obtained as fixed points of simple neural networks.

This work analyzes when contrastive models are close to PCA or kernel methods.

problem Understanding when contrastive models are equivalent to kernel methods or PCA.
method Analyzing the training dynamics of two-layer contrastive models with non-linear activation.
result Wide contrastive models with cosine similarity based losses are close to PCA.

Enhances KLR for indefinite kernels with L1L_1-norm regularization.

problem Classifying with indefinite kernels captures more domain-specific information.
method Introduces L1L_1-norm regularization to induce sparsity and a proximal linearized algorithm.
result Superior performance in accuracy and sparsity on multiple datasets.

Kernel PCA explains self-attention mechanisms in deep learning models.

problem Understanding and explaining self-attention mechanisms in deep learning models.
method Deriving self-attention from kernel principal component analysis (kernel PCA).
result RPC-Attention, a robust attention mechanism, outperforms softmax attention in various tasks.

Explains Fisher and Kernel Fisher Discriminant Analysis with examples and comparisons.

problem Classifying data with different features and dimensions.
method Projection and reconstruction, scatters analysis, PCA comparison, Fisher forest.
result Equivalence of Fisher and Linear Discriminant Analysis, effectiveness of Fisher forest.

Correntropy is a second order statistical measure in kernel space, which has been successfully applied in robust learning and signal processing. In this paper, we define a nonsecond order statistical measure in kernel space, called the kernel mean-p power error (KMPE), including the correntropic loss (CLoss) as a speci…

2016-12-21abs ↗pdf ↗

Study spectral properties of radial kernels for high-dimensional mixtures.

problem Understanding spectral properties of radial kernels for high-dimensional mixtures.
method High-dimensional analysis focusing on concentration properties of components in mixtures.
result Kernel PCA can successfully cluster mixtures with common means but different covariances, even in high dimensions.

The paper studies convergence of kernel autocovariance operators for stationary processes.

problem Estimating autocovariance operators of stationary processes on Polish spaces.
method Investigates convergence of empirical estimates of autocovariance operators under various conditions.
result Provides consistency results for kernel PCA and spectral analysis methods.

The problem of estimating the kernel mean in a reproducing kernel Hilbert space (RKHS) is central to kernel methods in that it is used by classical approaches (e.g., when centering a kernel PCA matrix), and it also forms the core inference step of modern kernel methods (e.g., kernel-based non-parametric tests) that rel…

2014-11-04abs ↗pdf ↗

The paper presents a method to reduce computational and storage costs in PCA and spectral clustering.

problem Efficiently reducing computational and storage costs in PCA and spectral clustering.
method Randomly 'puncturing' the data matrix and kernel matrix through Bernoulli masks.
result The spectral behavior of the resulting kernel is fully tractable and can be drastically punctured without significant loss in performance.

Novel L1-norm and L2-norm LDA methods improve discriminant analysis.

problem Improving linear discriminant analysis for robustness and adaptability.
method Proposes L1BLDA and L2BLDA using Bhattacharyya error bound, maximizing between-class scatters and minimizing within-class scatters.
result Proposed methods avoid SSS and have no rank limit, demonstrating robust performance and effectiveness.