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机器学习的几何观点-Home-LAMDA
Unlabeled Data to Estimate Geometry Measured (labeled) points: discriminant structure Unmeasured (unlabeled) points: geometrical structure Compute nearest neighbor graph G * Unlabeled Data to Estimate Geometry Measured (labeled) points: discriminant structure Unmeasured (unlabeled) points: geometrical structure Compute nearest neighbor graph G * Laplacian Regularized Least Square (Belkin and Niyogi, 2006) Linear objective function Solution * Active Learning How to find the most representative points on the manifold? * Objective: Guide the selection of the subset of data points that gives the most amount of information. Experimental design: select samples to label Manifold Regularized Experimental Design Share the same objective function as Laplacian Regularized Least Squares, simultaneously minimize the least square error on the measured samples and preserve the local geometrical structure of the data space. Active Learning * , In order to make the estimator as stable as possible, the size of the covariance matrix should be as small as possible. D-optimality: minimize the determinant of the covariance matrix Analysis of Bias and Variance * Select the first data point such that is maximized, Suppose k points have been selected, choose the (k+1)th point such that . Update Manifold Regularized Experimental Design Where are selected from The algorithm * Consider feature space F induced by some nonlinear mapping φ, and f(xi), f(xj) =K(xi, xi). K(·, ·): positive semi-definite kernel function Regression model in RKHS: Objective function in RKHS: Nonlinear Generalization in RKHS * Select the first data point such that is maximized, Suppose k points have been selected, choose
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