Bayesian inference for transductive learning of kernel matrix using the Tanner-Wong data augmentation algorithm

  • Authors:
  • Zhihua Zhang;Dit-Yan Yeung;James T. Kwok

  • Affiliations:
  • Hong Kong University of Science and Technology, Kowloon, Hong Kong;Hong Kong University of Science and Technology, Kowloon, Hong Kong;Hong Kong University of Science and Technology, Kowloon, Hong Kong

  • Venue:
  • ICML '04 Proceedings of the twenty-first international conference on Machine learning
  • Year:
  • 2004

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Abstract

In kernel methods, an interesting recent development seeks to learn a good kernel from empirical data automatically. In this paper, by regarding the transductive learning of the kernel matrix as a missing data problem, we propose a Bayesian hierarchical model for the problem and devise the Tanner-Wong data augmentation algorithm for making inference on the model. The Tanner-Wong algorithm is closely related to Gibbs sampling, and it also bears a strong resemblance to the expectation-maximization (EM) algorithm. For an efficient implementation, we propose a simplified Bayesian hierarchical model and the corresponding Tanner-Wong algorithm. We express the relationship between the kernel on the input space and the kernel on the output space as a symmetric-definite generalized eigenproblem. Based on this eigenproblem, an efficient approach to choosing the base kernel matrices is presented. The effectiveness of our Bayesian model with the Tanner-Wong algorithm is demonstrated through some classification experiments showing promising results.