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تسجيل مستخدم جديدSupervised Linear Dimension-Reduction Methods: Review, Extensions, and Comparisons
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Principal component analysis (PCA) is a well-known linear dimension-reduction method that has been widely used in data analysis and modeling. It is an unsupervised learning technique that identifies a suitable linear subspace for the input variable that contains maximal variation and preserves as much information as possible. PCA has also been used in prediction models where the original, high-dimensional space of predictors is reduced to a smaller, more manageable, set before conducting regression analysis. However, this approach does not incorporate information in the response during the dimension-reduction stage and hence can have poor predictive performance. To address this concern, several supervised linear dimension-reduction techniques have been proposed in the literature. This paper reviews selected techniques, extends some of them, and compares their performance through simulations. Two of these techniques, partial least squares (PLS) and least-squares PCA (LSPCA), consistently outperform the others in this study.
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Kernel dimensionality reduction (KDR) algorithms find a low dimensional representation of the original data by optimizing kernel dependency measures that are capable of capturing nonlinear relationships. The standard strategy is to first map the data
into a high dimensional feature space using kernels prior to a projection onto a low dimensional space. While KDR methods can be easily solved by keeping the most dominant eigenvectors of the kernel matrix, its features are no longer easy to interpret. Alternatively, Interpretable KDR (IKDR) is different in that it projects onto a subspace textit{before} the kernel feature mapping, therefore, the projection matrix can indicate how the original features linearly combine to form the new features. Unfortunately, the IKDR objective requires a non-convex manifold optimization that is difficult to solve and can no longer be solved by eigendecomposition. Recently, an efficient iterative spectral (eigendecomposition) method (ISM) has been proposed for this objective in the context of alternative clustering. However, ISM only provides theoretical guarantees for the Gaussian kernel. This greatly constrains ISMs usage since any kernel method using ISM is now limited to a single kernel. This work extends the theoretical guarantees of ISM to an entire family of kernels, thereby empowering ISM to solve any kernel method of the same objective. In identifying this family, we prove that each kernel within the family has a surrogate $Phi$ matrix and the optimal projection is formed by its most dominant eigenvectors. With this extension, we establish how a wide range of IKDR applications across different learning paradigms can be solved by ISM. To support reproducible results, the source code is made publicly available on url{https://github.com/chieh-neu/ISM_supervised_DR}.
In recent years, manifold methods have moved into focus as tools for dimension reduction. Assuming that the high-dimensional data actually lie on or close to a low-dimensional nonlinear manifold, these methods have shown convincing results in several
settings. This manifold assumption is often reasonable for functional data, i.e., data representing continuously observed functions, as well. However, the performance of manifold methods recently proposed for tabular or image data has not been systematically assessed in the case of functional data yet. Moreover, it is unclear how to evaluate the quality of learned embeddings that do not yield invertible mappings, since the reconstruction error cannot be used as a performance measure for such representations. In this work, we describe and investigate the specific challenges for nonlinear dimension reduction posed by the functional data setting. The contributions of the paper are three-fold: First of all, we define a theoretical framework which allows to systematically assess specific challenges that arise in the functional data context, transfer several nonlinear dimension reduction methods for tabular and image data to functional data, and show that manifold methods can be used successfully in this setting. Secondly, we subject performance assessment and tuning strategies to a thorough and systematic evaluation based on several different functional data settings and point out some previously undescribed weaknesses and pitfalls which can jeopardize reliable judgment of embedding quality. Thirdly, we propose a nuanced approach to make trustworthy decisions for or against competing nonconforming embeddings more objectively.
This paper is an attempt to bridge the conceptual gaps between researchers working on the two widely used approaches based on positive definite kernels: Bayesian learning or inference using Gaussian processes on the one side, and frequentist kernel m
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the same optimization problem. However, the nonconvexity of the objective function arising from non-linear kernels poses a serious challenge to optimization efficiency and limits the potential of HSIC-based formulations. As a result, only linear kernels have been computationally tractable in practice. This paper proposes a spectral-based optimization algorithm that extends beyond the linear kernel. The algorithm identifies a family of suitable kernels and provides the first and second-order local guarantees when a fixed point is reached. Furthermore, we propose a principled initialization strategy, thereby removing the need to repeat the algorithm at random initialization points. Compared to state-of-the-art optimization algorithms, our empirical results on real data show a run-time improvement by as much as a factor of $10^5$ while consistently achieving lower cost and classification/clustering errors. The implementation source code is publicly available on https://github.com/endsley.
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