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Recent non-linear feature selection approaches employing greedy optimisation of Centred Kernel Target Alignment(KTA) exhibit strong results in terms of generalisation accuracy and sparsity. However, they are computationally prohibitive for large data sets. We propose randSel, a randomised feature selection algorithm, with attractive scaling properties. Our theoretical analysis of randSel provides strong probabilistic guarantees for correct identification of relevant features. RandSels characteristics make it an ideal candidate for identifying informative learned representations. Weve conducted experimentation to establish the performance of this approach, and present encouraging results, including a 3rd position result in the recent ICML black box learning challenge as well as competitive results for signal peptide prediction, an important problem in bioinformatics.
Feature selection plays a pivotal role in learning, particularly in areas were parsimonious features can provide insight into the underlying process, such as biology. Recent approaches for non-linear feature selection employing greedy optimisation of Centred Kernel Target Alignment(KTA), while exhibiting strong results in terms of generalisation accuracy and sparsity, can become computationally prohibitive for high-dimensional datasets. We propose randSel, a randomised feature selection algorithm, with attractive scaling properties. Our theoretical analysis of randSel provides strong probabilistic guarantees for the correct identification of relevant features. Experimental results on real and artificial data, show that the method successfully identifies effective features, performing better than a number of competitive approaches.
The GRavitational lEnsing Accuracy Testing 2008 (GREAT08) Challenge focuses on a problem that is of crucial importance for future observations in cosmology. The shapes of distant galaxies can be used to determine the properties of dark energy and the nature of gravity, because light from those galaxies is bent by gravity from the intervening dark matter. The observed galaxy images appear distorted, although only slightly, and their shapes must be precisely disentangled from the effects of pixelisation, convolution and noise. The worldwide gravitational lensing community has made significant progress in techniques to measure these distortions via the Shear TEsting Program (STEP). Via STEP, we have run challenges within our own community, and come to recognise that this particular image analysis problem is ideally matched to experts in statistical inference, inverse problems and computational learning. Thus, in order to continue the progress seen in recent years, we are seeking an infusion of new ideas from these communities. This document details the GREAT08 Challenge for potential participants. Please visit http://www.great08challenge.info for the latest information.
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