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Unified Framework for Spectral Dimensionality Reduction, Maximum Variance Unfolding, and Kernel Learning By Semidefinite Programming: Tutorial and Survey

2021-06-29 13:09:40
Benyamin Ghojogh, Ali Ghodsi, Fakhri Karray, Mark Crowley

Abstract

This is a tutorial and survey paper on unification of spectral dimensionality reduction methods, kernel learning by Semidefinite Programming (SDP), Maximum Variance Unfolding (MVU) or Semidefinite Embedding (SDE), and its variants. We first explain how the spectral dimensionality reduction methods can be unified as kernel Principal Component Analysis (PCA) with different kernels. This unification can be interpreted as eigenfunction learning or representation of kernel in terms of distance matrix. Then, since the spectral methods are unified as kernel PCA, we say let us learn the best kernel for unfolding the manifold of data to its maximum variance. We first briefly introduce kernel learning by SDP for the transduction task. Then, we explain MVU in detail. Various versions of supervised MVU using nearest neighbors graph, by class-wise unfolding, by Fisher criterion, and by colored MVU are explained. We also explain out-of-sample extension of MVU using eigenfunctions and kernel mapping. Finally, we introduce other variants of MVU including action respecting embedding, relaxed MVU, and landmark MVU for big data.

Abstract (translated)

URL

https://arxiv.org/abs/2106.15379

PDF

https://arxiv.org/pdf/2106.15379.pdf


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