In this communication we present a new algorithm for solving Support Vector Classifiers (SVC) with large training data sets. The new algorithm is based on an Iterative Re-Weighted Least Squares procedure which is used to optimize the SVc. Moreover, a novel sample selection strategy for the working set is presented, which randomly chooses the working set among the training samples that do not fulfill the stopping criteria. The validity of both proposals, the optimization procedure and sample selection strategy, is shown by means of computer experiments using well-known data sets.

An online recursive algorithm for training support vector machines, one vector at a time, is presented. Adiabatic increments retain the Kuhn Tucker conditions on all previously seen training data, in a number of steps each computed analytically. The incremental procedure is reversible, and decremental "unlearning" offers an efficient method to exactly evaluate leave-one-out generalization performance.

Such learning tasks can typically be characterized by the existence of a model and a loss function. A fitted model of complexity k is a function of the data points D and depends on a specific set of fitted parameters B. The loss function (goodnessof-fit) is a functional of the model and maps each specific model to a scalar used to evaluate the model, e.g., likelihood for density estimation or sum-of-squares for regression. Figure 1 illustrates a typical empirical curve for loss function versus complexity, for mixtures of Markov models fitted to a large data set of 900,000 sequences. The complexity k is the number of Markov models being used in the mixture (see Cadez et al. (2000) for further details on the model and the data set). The empirical curve has a distinctly concave appearance, with large relative gains in fit for low complexity models and much more modest relative gains for high complexity models.

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.

Low-dimensional representations are key to solving problems in highlevel vision, such as face compression and recognition. Factorial coding strategies for reducing the redundancy present in natural images on the basis of their second-order statistics have been successful in accounting for both psychophysical and neurophysiological properties of early vision. Class-specific representations are presumably formed later, at the higher-level stages of cortical processing. Here we show that when retinotopic factorial codes are derived for ensembles of natural objects, such as human faces, not only redundancy, but also dimensionality is reduced. We also show that objects are built from parts in a non-Gaussian fashion which allows these local-feature codes to have dimensionalities that are substantially lower than the respective Nyquist sampling rates.

We establish a principled framework for adaptive transform coding. Transform coders are often constructed by concatenating an ad hoc choice of transform with suboptimal bit allocation and quantizer design. Instead, we start from a probabilistic latent variable model in the form of a mixture of constrained Gaussian mixtures. From this model we derive a transform coding algorithm, which is a constrained version of the generalized Lloyd algorithm for vector quantizer design. A byproduct of our derivation is the introduction of a new transform basis, which unlike other transforms (PCA, DCT, etc.) is explicitly optimized for coding.

A system has been developed to extract diagnostic information from jet engine carcass vibration data. Support Vector Machines applied to novelty detection provide a measure of how unusual the shape of a vibration signature is, by learning a representation of normality. We describe a novel method for Support Vector Machines of including information from a second class for novelty detection and give results from the application to Jet Engine vibration analysis.

We introduce a method of feature selection for Support Vector Machines. The method is based upon finding those features which minimize bounds on the leave-one-out error. This search can be efficiently performed via gradient descent. The resulting algorithms are shown to be superior to some standard feature selection algorithms on both toy data and real-life problems of face recognition, pedestrian detection and analyzing DNA micro array data.

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.

Based on a statistical mechanics approach, we develop a method for approximately computing average case learning curves for Gaussian process regression models. The approximation works well in the large sample size limit and for arbitrary dimensionality of the input space. We explain how the approximation can be systematically improved and argue that similar techniques can be applied to general likelihood models. 1 Introduction Gaussian process (GP) models have gained considerable interest in the Neural Computation Community (see e.g.[I, 2, 3, 4]) in recent years. Being nonparametric models by construction their theoretical understanding seems to be less well developed compared to simpler parametric models like neural networks. We are especially interested in developing theoretical approaches which will at least give good approximations to generalization errors when the number of training data is sufficiently large. In this paper we present a step in this direction which is based on a statistical mechanics approach.