A central issue in principal component analysis (PCA) is choosing the number of principal components to be retained. By interpreting PCA as density estimation, we show how to use Bayesian model selection to estimate the true dimensionality of the data. The resulting estimate is simple to compute yet guaranteed to pick the correct dimensionality, given enough data. The estimate involves an integral over the Steifel manifold of k-frames, which is difficult to compute exactly. But after choosing an appropriate parameterization and applying Laplace's method, an accurate and practical estimator is obtained. In simulations, it is convincingly better than cross-validation and other proposed algorithms, plus it runs much faster.

In theory, the Winnow multiplicative update has certain advantages over the Perceptron additive update when there are many irrelevant attributes. Recently, there has been much effort on enhancing the Perceptron algorithm by using regularization, leading to a class of linear classification methods called support vector machines. Similarly, it is also possible to apply the regularization idea to the Winnow algorithm, which gives methods we call regularized Winnows. We show that the resulting methods compare with the basic Winnows in a similar way that a support vector machine compares with the Perceptron. We investigate algorithmic issues and learning properties of the derived methods. Some experimental results will also be provided to illustrate different methods. 1 Introduction In this paper, we consider the binary classification problem that is to determine a label y E {-1, 1} associated with an input vector x. A useful method for solving this problem is through linear discriminant functions, which consist of linear combinations of the components of the input variable.

We present an algorithm that samples the hypothesis space of kernel classifiers. Given a uniform prior over normalised weight vectors and a likelihood based on a model of label noise leads to a piecewise constant posterior that can be sampled by the kernel Gibbs sampler (KGS). The KGS is a Markov Chain Monte Carlo method that chooses a random direction in parameter space and samples from the resulting piecewise constant density along the line chosen. The KGS can be used as an analytical tool for the exploration of Bayesian transduction, Bayes point machines, active learning, and evidence-based model selection on small data sets that are contaminated with label noise. For a simple toy example we demonstrate experimentally how a Bayes point machine based on the KGS outperforms an SVM that is incapable of taking into account label noise. 1 Introduction Two great ideas have dominated recent developments in machine learning: the application of kernel methods and the popularisation of Bayesian inference.

In this paper we show that the kernel peA algorithm of Sch6lkopf et al (1998) can be interpreted as a form of metric multidimensional scaling (MDS) when the kernel function k(x, y) is isotropic, i.e. it depends only on Ilx - yll. This leads to a metric MDS algorithm where the desired configuration of points is found via the solution of an eigenproblem rather than through the iterative optimization of the stress objective function. The question of kernel choice is also discussed.

We introduce a novel kernel for comparing two text documents. The kernel is an inner product in the feature space consisting of all subsequences of length k. A subsequence is any ordered sequence of k characters occurring in the text though not necessarily contiguously. The subsequences are weighted by an exponentially decaying factor of their full length in the text, hence emphasising those occurrences which are close to contiguous. A direct computation of this feature vector would involve a prohibitive amount of computation even for modest values of k, since the dimension of the feature space grows exponentially with k. The paper describes how despite this fact the inner product can be efficiently evaluated by a dynamic programming technique.

To control the walking gaits of a four-legged robot we present a novel neuromorphic VLSI chip that coordinates the relative phasing of the robot's legs similar to how spinal Central Pattern Generators are believed to control vertebrate locomotion [3]. The chip controls the leg movements by driving motors with time varying voltages which are the outputs of a small network of coupled oscillators. The characteristics of the chip's output voltages depend on a set of input parameters. The relationship between input parameters and output voltages can be computed analytically for an idealized system. In practice, however, this ideal relationship is only approximately true due to transistor mismatch and offsets. Fine tuning of the chip's input parameters is done automatically by the robotic system, using an unsupervised Support Vector (SV) learning algorithm introduced recently [7]. The learning requires only that the description of the desired output is given. The machine learns from (unlabeled) examples how to set the parameters to the chip in order to obtain a desired motor behavior.

A method is described which, like the kernel trick in support vector machines (SVMs), lets us generalize distance-based algorithms to operate in feature spaces, usually nonlinearly related to the input space. This is done by identifying a class of kernels which can be represented as norm-based distances in Hilbert spaces. It turns out that common kernel algorithms, such as SVMs and kernel PCA, are actually really distance based algorithms and can be run with that class of kernels, too. As well as providing a useful new insight into how these algorithms work, the present work can form the basis for conceiving new algorithms. 1 Introduction One of the crucial ingredients of SVMs is the so-called kernel trick for the computation of dot products in high-dimensional feature spaces using simple functions defined on pairs of input patterns. This trick allows the formulation of nonlinear variants of any algorithm that can be cast in terms of dot products, SVMs being but the most prominent example [13, 8]. Although the mathematical result underlying the kernel trick is almost a century old [6], it was only much later [1, 3,13] that it was made fruitful for the machine learning community. Kernel methods have since led to interesting generalizations of learning algorithms and to successful real-world applications. The present paper attempts to extend the utility of the kernel trick by looking at the problem of which kernels can be used to compute distances in feature spaces. Again, the underlying mathematical results, mainly due to Schoenberg, have been known for a while [7]; some of them have already attracted interest in the kernel methods community in various contexts [11, 5, 15].

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The product of experts learning procedure [1] can discover a set of stochastic binary features that constitute a nonlinear generative model of handwritten images of digits. The quality of generative models learned in this way can be assessed by learning a separate model for each class of digit and then comparing the unnormalized probabilities of test images under the 10 different class-specific models. To improve discriminative performance, it is helpful to learn a hierarchy of separate models for each digit class. Each model in the hierarchy has one layer of hidden units and the nth level model is trained on data that consists of the activities of the hidden units in the already trained (n - l)th level model. After training, each level produces a separate, unnormalized log probabilty score. With a three-level hierarchy for each of the 10 digit classes, a test image produces 30 scores which can be used as inputs to a supervised, logistic classification network that is trained on separate data. On the MNIST database, our system is comparable with current state-of-the-art discriminative methods, demonstrating that the product of experts learning procedure can produce effective generative models of high-dimensional data. 1 Learning products of stochastic binary experts Hinton [1] describes a learning algorithm for probabilistic generative models that are composed of a number of experts. Each expert specifies a probability distribution over the visible variables and the experts are combined by multiplying these distributions together and renormalizing.

High dimensional data modeling is difficult mainly because the so-called "curse of dimensionality". We propose a technique called "Gaussianization" for high dimensional density estimation, which alleviates the curse of dimensionality by exploiting the independence structures in the data. Gaussianization is motivated from recent developments in the statistics literature: projection pursuit, independent component analysis and Gaussian mixture models with semi-tied covariances. We propose an iterative Gaussianization procedure which converges weakly: at each iteration, the data is first transformed to the least dependent coordinates and then each coordinate is marginally Gaussianized by univariate techniques. Gaussianization offers density estimation sharper than traditional kernel methods and radial basis function methods.