Conditional mean embeddings and optimal feature selection via positive definite kernels

• URL: http://arxiv.org/abs/2305.08100v1
• Date: Sun, 14 May 2023 08:29:15 GMT
• Title: Conditional mean embeddings and optimal feature selection via positive definite kernels
• Authors: Palle E.T. Jorgensen, Myung-Sin Song, and James Tian
• Abstract summary: We consider operator theoretic approaches to Conditional Conditional embeddings (CME) Our results combine a spectral analysis-based optimization scheme with the use of kernels, processes, and constructive learning algorithms.
• Score: 0.0
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Motivated by applications, we consider here new operator theoretic approaches to Conditional mean embeddings (CME). Our present results combine a spectral analysis-based optimization scheme with the use of kernels, stochastic processes, and constructive learning algorithms. For initially given non-linear data, we consider optimization-based feature selections. This entails the use of convex sets of positive definite (p.d.) kernels in a construction of optimal feature selection via regression algorithms from learning models. Thus, with initial inputs of training data (for a suitable learning algorithm,) each choice of p.d. kernel $K$ in turn yields a variety of Hilbert spaces and realizations of features. A novel idea here is that we shall allow an optimization over selected sets of kernels $K$ from a convex set $C$ of positive definite kernels $K$. Hence our \textquotedblleft optimal\textquotedblright{} choices of feature representations will depend on a secondary optimization over p.d. kernels $K$ within a specified convex set $C$.

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