Feature Understanding and Sparsity Enhancement via 2-Layered kernel machines (2L-FUSE)
- URL: http://arxiv.org/abs/2509.07806v1
- Date: Tue, 09 Sep 2025 14:45:10 GMT
- Title: Feature Understanding and Sparsity Enhancement via 2-Layered kernel machines (2L-FUSE)
- Abstract summary: We propose a novel sparsity enhancement strategy for regression tasks, based on learning a data-adaptive kernel metric.<n>The resulting shape matrix defines a Mahalanobis-type deformation of the input space, which is factorized via an eigen-decomposition.<n>Experiments on synthetic and applications to real datasets of geomagnetic storms demonstrate that our approach achieves minimal yet highly informative feature sets without losing predictive performance.
- Score: 3.674863913115431
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We propose a novel sparsity enhancement strategy for regression tasks, based on learning a data-adaptive kernel metric, i.e., a shape matrix, through 2-Layered kernel machines. The resulting shape matrix, which defines a Mahalanobis-type deformation of the input space, is then factorized via an eigen-decomposition, allowing us to identify the most informative directions in the space of features. This data-driven approach provides a flexible, interpretable and accurate feature reduction scheme. Numerical experiments on synthetic and applications to real datasets of geomagnetic storms demonstrate that our approach achieves minimal yet highly informative feature sets without losing predictive performance.
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