Notes on PCA, Regularization, Sparsity and Support Vector Machines

We derive a new representation for a function as a linear combination of local correlation kernels at optimal sparse locations and discuss its relation to PCA, regularization, sparsity principles and Support Vector Machines. We first review previous results for the approximation of a function from discrete data (Girosi, 1998) in the context of Vapnik"s feature space and dual representation (Vapnik, 1995). We apply them to show 1) that a standard regularization functional with a stabilizer defined in terms of the correlation function induces a regression function in the span of the feature space of classical Principal Components and 2) that there exist a dual representations of the regression function in terms of a regularization network with a kernel equal to a generalized correlation function. We then describe the main observation of the paper: the dual representation in terms of the correlation function can be sparsified using the Support Vector Machines (Vapnik, 1982) technique and this operation is equivalent to sparsify a large dictionary of basis functions adapted to the task, using a variation of Basis Pursuit De-Noising (Chen, Donoho and Saunders, 1995; see also related work by Donahue and Geiger, 1994; Olshausen and Field, 1995; Lewicki and Sejnowski, 1998). In addition to extending the close relations between regularization, Support Vector Machines and sparsity, our work also illuminates and formalizes the LFA concept of Penev and Atick (1996). We discuss the relation between our results, which are about regression, and the different problem of pattern classification.

Using Structural and Functional Information in Diagnostic Design

We wish to design a diagnostic for a device from knowledge of its structure and function. the diagnostic should achieve both coverage of the faults that can occur in the device, and should strive to achieve specificity in its diagnosis when it detects a fault. A system is described that uses a simple model of hardware structure and function, representing the device in terms of its internal primitive functions and connections. The system designs a diagnostic in three steps. First, an extension of path sensitization is used to design a test for each of the connections in teh device. Next, the resulting tests are improved by increasing their specificity. Finally the tests are ordered so that each relies on the fewest possible connections. We describe an implementation of this system and show examples of the results for some simple devices.