Kernel nearest means

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Kernel nearest means
Usman Roshan
Feature space transformation
• Let Φ(x) be a feature space
transformation.
• For example if we are in a twodimensional vector space and
x=(x1, x2) then
f (x) = (x , x )
2
1
2
2
Computing Euclidean distances
in a different feature space
• The advantage of kernels is that we can
compute Euclidean and other distances
in different features spaces without
explicitly doing the feature space
conversion.
Computing Euclidean distances
in a different feature space
• First note that the Euclidean distance
between two vectors can be written as
x - y = (x - y)T (x - y) = xT x + yT y - 2xT y
2
• In feature space we have
f (x) - f (y)
2
=
(f (x) - f (y)) (f (x) - f (y))
T
= f (x) f (x) + f (y) f (y) - 2f (x) f (y)
=
K(x, x) + K(y, y) - 2K(x, y)
T
where K is the kernel matrix.
T
T
Computing distance to mean
in feature space
• Recall that the mean of a class (say C1) is given by
m1 =
=
( )
( )å
1
x
+
x
+
…
+
x
1
2
n1
n1
1
n1
x1
i =1… n1
• In feature space the mean Φm would be
( )
( )åf
fm = 1 n f (x1 ) + f (x2 ) +… + f (xn ) = 1 n
1
1
1
i=1… n1
(x1 )
Computing distance to mean
in feature space
K (m, m) = fmTfm
( )
æ 1
=ç n
è
= 1
= 1
T
ö æ 1
å f (xi )÷ø çè n
i=1… n
( )
å
n 2 i=1…
n j=1… n
T
f
(x
)
å i f (x j )
n
2
å å K(x , x )
i
i=1… n j=1… n
j
ö
å f (x j )÷ø
j=1… n
Computing distance to mean
in feature space
K(x, m) = f xT fm
( )
æ 1
= f (x) ç n
è
T
ö
å f (xi )÷ø
i=1… n
= 1 n å f (x)T f (xi )
i=1… n
= 1 n å K(x, x j )
i=1… n
Computing distance to mean
in feature space
• Replace K(m,m) and K(m,x) with
calculations from previous slides
f (m) - f (x)
2
= K(m, m) + K(x, x) - 2K(m, x)
=
1
n
2
å å K(x , x ) + K(x, x) - 2 1 n å K(x, x )
i
i=1… n j=1… n
j
j
i=1… n
Kernel nearest means
algorithm
• Compute kernel
• Let xi (i=0..n-1) be the training
datapoints and yi (i=0..n’-1) the test.
• For each mean mi compute K(mi,mi)
• For each datapoint yi in the test set do
– For each mean mj do
• dj = K(mj,mj) + K(yi,yi) - 2K(mi,yj)
• Assign yi to the class with the minimum dj
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