Kernel methods

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In computer science, kernel methods (KMs) are a class of algorithms for pattern analysis, whose best known member is the support vector machine (SVM). The general task of pattern analysis is to find and study general types of relations (for example clusters, rankings, principal components, correlations, classifications) in general types of data (such as sequences, text documents, sets of points, vectors, images, etc.).

KMs approach the problem by mapping the data into a high dimensional feature space, where each coordinate corresponds to one feature of the data items, transforming the data into a set of points in a Euclidean space. In that space, a variety of methods can be used to find relations in the data. Since the mapping can be quite general (not necessarily linear, for example), the relations found in this way are accordingly very general.

KMs owe their name to the use of kernel functions, which enable them to operate in the feature space without ever computing the coordinates of the data in that space, but rather by simply computing the inner products between the images of all pairs of data in the feature space. This operation is often computationally cheaper than the explicit computation of the coordinates. This approach is called the kernel trick. Kernel functions have been introduced for sequence data, graphs, text, images, as well as vectors.

Algorithms capable of operating with kernels include Support vector machine (SVM), Gaussian processes, Fisher's linear discriminant analysis (LDA), principal components analysis (PCA), canonical correlation analysis, ridge regression, spectral clustering, linear adaptive filters and many others.

Most kernel algorithms are based on convex optimization or eigenproblems, are computationally efficient and statistically well-founded. Typically, their statistical properties are analyzed using statistical learning theory (for example, using Rademacher complexity).

Applications

Application areas of kernel methods are diverse and include geostatistics,[1] kriging, inverse distance weighting, 3D reconstruction, bioinformatics, chemoinformatics, information extraction and handwriting recognition.

Popular kernels

Notes

  1. Honarkhah, M and Caers, J, 2010, Stochastic Simulation of Patterns Using Distance-Based Pattern Modeling, Mathematical Geosciences, 42: 487 - 517

References

  • J. Shawe-Taylor and N. Cristianini. Kernel Methods for Pattern Analysis. Cambridge University Press, 2004.
  • W. Liu, J. Principe and S. Haykin. Kernel Adaptive Filtering: A Comprehensive Introduction. Wiley, 2010.

External links

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