The Kardashian Kernel - Find a separating hyperplane with this One
Transcription
The Kardashian Kernel - Find a separating hyperplane with this One
The Kardashian Kernel David F. Fouhey Sublime and Distinguished Grand Poobah, CMU, Karlsruhe Inst. of Technology, Kharkiv Polytechnic Inst. Daniel Maturana Distinguished Appointed Lecturer of Keeping it Real, CMU, KAIST, Kyushu Inst. of Technology Introduction Outline 1 Introduction Motivation Related work 2 The Kardashian Kernel Formalities On Some Issues Raised by the Kardashian Kernel 3 Applications Kardashian SVM Graph Kardashiancian Kardashian Kopula 4 Conclusions and future work 2 / 46 Introduction Motivation Motivation • Kernel machines are popular • Have fancy math • They work well 3 / 46 Introduction Motivation Motivation • Kernel machines are popular • Have fancy math • They work well • The Kardashians are popular • (TODO) 4 / 46 Introduction Motivation Motivation • Kernel machines are popular • Have fancy math • They work well • The Kardashians are popular • (TODO) • Why not combine them? 5 / 46 Introduction Related work Related work • • • • • • • • • • • • • Kronecker product Krylov subspace methods Kolmogorov axioms Kalman Filters Kent distribution Karhunen-Loève Transform Keypoint retrieval w/ K-d tree search Kriging (AKA Gaussian process regression) Kohonen maps (AKA Self-Organizing Maps) K-grams K-folds K-armed bandits ... 6 / 46 Introduction Related work Related work • • • • • • • • • • • • • • Kronecker product Krylov subspace methods Kolmogorov axioms Kalman Filters Kent distribution Karhunen-Loève Transform Keypoint retrieval w/ K-d tree search Kriging (AKA Gaussian process regression) Kohonen maps (AKA Self-Organizing Maps) K-grams K-folds K-armed bandits ... Our approach: provably k-optimal, as our paper has significantly more k’s and substantially more pictures of the Kardashians 7 / 46 The Kardashian Kernel Outline 1 Introduction Motivation Related work 2 The Kardashian Kernel Formalities On Some Issues Raised by the Kardashian Kernel 3 Applications Kardashian SVM Graph Kardashiancian Kardashian Kopula 4 Conclusions and future work 8 / 46 The Kardashian Kernel Formalities Definitions • Let X be an instance space. 9 / 46 The Kardashian Kernel Formalities Definitions • Let X be an instance space. • The Kardashian Kernel is an inner product operator KK : X × X → R. 10 / 46 The Kardashian Kernel Formalities Definitions • Let X be an instance space. • The Kardashian Kernel is an inner product operator KK : X × X → R. • Kernel trick (Mercer): KK (x, x 0 ) = κ(x)T κ(x), with κ : X → K. 11 / 46 The Kardashian Kernel Formalities Definitions • Let X be an instance space. • The Kardashian Kernel is an inner product operator KK : X × X → R. • Kernel trick (Mercer): KK (x, x 0 ) = κ(x)T κ(x), with κ : X → K. • can leverage the Kardashian Feature space without suffering the Kurse of Dimensionality. 12 / 46 The Kardashian Kernel Formalities The Kardashian Kernel Trick 13 / 46 The Kardashian Kernel On Some Issues Raised by the Kardashian Kernel On Some Issues Raised by the Kardashian Kernel 14 / 46 The Kardashian Kernel On Some Issues Raised by the Kardashian Kernel On Reproducing Kardashian Kernels • Does KK define a Reproducing Kernel Hilbert Space (RKHS)? i.e. are the Kardashians Reproducing Kernels? 15 / 46 The Kardashian Kernel On Some Issues Raised by the Kardashian Kernel On Reproducing Kardashian Kernels • Does KK define a Reproducing Kernel Hilbert Space (RKHS)? i.e. are the Kardashians Reproducing Kernels? • Only proven for case of Kourtney 16 / 46 The Kardashian Kernel On Some Issues Raised by the Kardashian Kernel On Reproducing Kardashian Kernels • Does KK define a Reproducing Kernel Hilbert Space (RKHS)? i.e. are the Kardashians Reproducing Kernels? • Only proven for case of Kourtney • But prominent bloggers argue that it is also true for Kim 17 / 46 The Kardashian Kernel On Some Issues Raised by the Kardashian Kernel On Divergence Functionals Crucial question: does the space induced by κ have structure that is advantageous to minimizing the f -divergences? Theorem n n i=1 j=1 1X 1X λn min = hw , κ(xi )i − loghw , κ(yj )i + ||w ||2K w n n 2 Proof. Obvious by the use of the Jensen-Jenner Inequality. 18 / 46 Applications Outline 1 Introduction Motivation Related work 2 The Kardashian Kernel Formalities On Some Issues Raised by the Kardashian Kernel 3 Applications Kardashian SVM Graph Kardashiancian Kardashian Kopula 4 Conclusions and future work 19 / 46 Applications Kardashian SVM Kardashian SVM problem setting Regular Support Vector Machines (SVMs) are boring. We propose to solve the following optimization problem, which is subject to the Kardashian-Karush-Kuhn-Tucker (KKKT) Conditions: n X 1 ξi min ||w||2 + C w,ξ,b 2 i=1 20 / 46 Applications Kardashian SVM Kardashian SVM problem setting Regular Support Vector Machines (SVMs) are boring. We propose to solve the following optimization problem, which is subject to the Kardashian-Karush-Kuhn-Tucker (KKKT) Conditions: n X 1 ξi min ||w||2 + C w,ξ,b 2 i=1 such that yi (wT κ(xi ) − b) ≥ 1 − ξi ξi ≥ 0 ζj = 0 1≤i ≤n 1≤i ≤n 1 ≤ j ≤ m. 21 / 46 Applications Kardashian SVM Learning algorithm • Standard approach: Kuadratic Programming (KP) 22 / 46 Applications Kardashian SVM Learning algorithm • Standard approach: Kuadratic Programming (KP) • But see Kurvature of optimization manifold 23 / 46 Applications Kardashian SVM Learning algorithm • Standard approach: Kuadratic Programming (KP) • But see Kurvature of optimization manifold • Take advantage of geometry: Konvex-Koncave Procedure (KKP) 24 / 46 Applications Kardashian SVM Experiment: Kardashian or Cardassian? (a) Kardashian - (l. to r.) Kim, Khloé, Kourtney, Kris (b) Cardassian - (l. to r.) Gul Dukat, Elim Garak (c) A failure case (or is it?): Kardashian - Rob Our “Kardashian or Cardassian” dataset. 25 / 46 Applications Kardashian SVM Schematic for Kardashian or Cardassian SVM wTx – b = 0 Cardassian Union Cardassia Prime w Bajor Earth United Federation of Planets In the feature space K induced by κ, the decision boundary between Cardassian and Kardashian lies approximately 5 light years from Cardassia Prime. 26 / 46 Applications Graph Kardashiancian Graph Kardashiancian 27 / 46 Applications Graph Kardashiancian Graph Kardashiancian • The Graph Laplacian ` `i,j deg(vi ) if i = j := −1 if i 6= j and vi is adjacent to vj 0 otherwise. 28 / 46 Applications Graph Kardashiancian Graph Kardashiancian • The Graph Kardashiancian K Ki,j deg(vi ) := −κ 0 if i = j if i 6= j and vi is Kardashian-adjacent to vj otherwise. 29 / 46 Applications Graph Kardashiancian Graph Kardashiancian 30 / 46 Applications Graph Kardashiancian Graph Kardashiancian • Application: KardashianRank 31 / 46 Applications Kardashian Kopula Kardashian Kopula 32 / 46 Applications Kardashian Kopula Kardashian Kopula • Powerful generalization of the Gaussian Copula cΣ (u) = √ −1 1 1 −1 T −1 exp − Φ (u) Σ − I Φ (u) 2 det Σ 33 / 46 Applications Kardashian Kopula Kardashian Kopula • Powerful generalization of the Gaussian Copula cΣK (u) =√ −1 1 1 −1 T −1 exp − K (u) Σ − I K (u) 2 det Σ 34 / 46 Applications Kardashian Kopula Kardashian Kopula • Powerful generalization of the Gaussian Copula cΣK (u) =√ −1 1 1 −1 T −1 exp − K (u) Σ − I K (u) 2 det Σ • Video illustrating the Kardashian Kopula (featuring rapper Ray J) may be found in the supplementary material 35 / 46 Conclusions and future work Outline 1 Introduction Motivation Related work 2 The Kardashian Kernel Formalities On Some Issues Raised by the Kardashian Kernel 3 Applications Kardashian SVM Graph Kardashiancian Kardashian Kopula 4 Conclusions and future work 36 / 46 Conclusions and future work Celebrity-based Machine Learning We have exhausted Kardashianity, but currently working on: 37 / 46 Conclusions and future work Celebrity-based Machine Learning The Tila Tequila Transform (TTT ) 38 / 46 Conclusions and future work Celebrity-based Machine Learning The Jensen-Shannon-Jersey-Shore (JS 2 ) divergence A powerful generalization of The Kardashian-Kulback-Leibler (KKL) divergence 39 / 46 Conclusions and future work Celebrity-based Machine Learning Jamie Lee Curtis Regularization min ||y − β (t) L X ! Xβ(t)l ||22 + λ||β(t) − β(t − 24h)||2 l=1 40 / 46 Conclusions and future work Celebrity-based Machine Learning The Richard Pryor Prior 41 / 46 Conclusions and future work Celebrity-based Machine Learning The Carrie Fisher Information Matrix 42 / 46 Conclusions and future work Celebrity-based Machine Learning Miley Cyrus Markov Chain Monte Carlo (MCMCMC ) methods for inference 43 / 46 Conclusions and future work Celebrity-based Machine Learning Hannah Montana Hidden Markov Models (HMHMHMM). Train with MCMCMC for best of both worlds! 44 / 46 Conclusions and future work Celebrity-based Machine Learning The Orlando Bloom Filter 45 / 46 Conclusions and future work Celebrity-based Machine Learning Johnny Depp Belief Nets (JDBNs) 46 / 46 Conclusions and future work Thank you 47 / 46
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