Spectral feature projections that maximize Shannon mutual information with class labels

Determining optimal subspace projections that can maintain task-relevant information in the data is an important problem in machine learning and pattern recognition. In this paper, we propose a nonparametric nonlinear subspace projection technique that maintains class separability maximally under the Shannon mutual information (MI) criterion. Employing kernel density estimates for nonparametric estimation of MI makes possible an interesting marriage of kernel density estimation-based information theoretic methods and kernel machines, which have the ability to determine nonparametric nonlinear solutions for difficult problems in machine learning. Significant computational savings are achieved by translating the definition of the desired projection into the kernel-induced feature space, which leads to obtain analytical solution.