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Model-based transductive learning of the kernel matrix
Authors:Zhihua Zhang  James T. Kwok  Dit-Yan Yeung
Affiliation:(1) Department of Computer Science, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong
Abstract:This paper addresses the problem of transductive learning of the kernel matrix from a probabilistic perspective. We define the kernel matrix as a Wishart process prior and construct a hierarchical generative model for kernel matrix learning. Specifically, we consider the target kernel matrix as a random matrix following the Wishart distribution with a positive definite parameter matrix and a degree of freedom. This parameter matrix, in turn, has the inverted Wishart distribution (with a positive definite hyperparameter matrix) as its conjugate prior and the degree of freedom is equal to the dimensionality of the feature space induced by the target kernel. Resorting to a missing data problem, we devise an expectation-maximization (EM) algorithm to infer the missing data, parameter matrix and feature dimensionality in a maximum a posteriori (MAP) manner. Using different settings for the target kernel and hyperparameter matrices, our model can be applied to different types of learning problems. In particular, we consider its application in a semi-supervised learning setting and present two classification methods. Classification experiments are reported on some benchmark data sets with encouraging results. In addition, we also devise the EM algorithm for kernel matrix completion. Editor: Philip M. Long
Keywords:Kernel learning  Wishart process  Bayesian inference  Transductive learning  EM algorithm  MAP estimation  Semi-supervised learning
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