Some Equivalences between Kernel Methods and Information Theoretic Methods

  • Authors:
  • Robert Jenssen;Torbjørn Eltoft;Deniz Erdogmus;Jose C. Principe

  • Affiliations:
  • Department of Physics and Technology, University of Tromsø, Tromsø, Norway N---9037;Department of Physics and Technology, University of Tromsø, Tromsø, Norway N---9037;Computer Science and Engineering Department, Oregon Graduate Institute, OHSU, Portland, USA 97006;Department of Electrical and Computer Engineering, University of Florida, Gainesville, USA 32611

  • Venue:
  • Journal of VLSI Signal Processing Systems
  • Year:
  • 2006

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Abstract

In this paper, we discuss some equivalences between two recently introduced statistical learning schemes, namely Mercer kernel methods and information theoretic methods. We show that Parzen window-based estimators for some information theoretic cost functions are also cost functions in a corresponding Mercer kernel space. The Mercer kernel is directly related to the Parzen window. Furthermore, we analyze a classification rule based on an information theoretic criterion, and show that this corresponds to a linear classifier in the kernel space. By introducing a weighted Parzen window density estimator, we also formulate the support vector machine in this information theoretic perspective.