Copula-based Kernel Dependency Measures

The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution. We prove that this approach has several advantageous properties. Similarly to Shannon mutual information, the proposed dependence measure is invariant to any strictly increasing transformation of the marginal variables. This is important in many applications, for example in feature selection. The estimator is consistent, robust to outliers, and uses rank statistics only. We derive upper bounds on the convergence rate and propose independence tests too. We illustrate the theoretical contributions through a series of experiments in feature selection and low-dimensional embedding of distributions.

Structure Discovery in Nonparametric Regression through Compositional Kernel Search

Despite its importance, choosing the structural form of the kernel in nonparametric regression remains a black art. We define a space of kernel structures which are built compositionally by adding and multiplying a small number of base kernels. We present a method for searching over this space of structures which mirrors the scientific discovery process. The learned structures can often decompose functions into interpretable components and enable long-range extrapolation on time-series datasets. Our structure search method outperforms many widely used kernels and kernel combination methods on a variety of prediction tasks.

Kernel conditional quantile estimation via reduction revisited

Quantile regression refers to the process of estimating the quantiles of a conditional distribution and has many important applications within econometrics and data mining, among other domains. In this paper, we show how to estimate these conditional quantile functions within a Bayes risk minimization framework using a Gaussian process prior. The resulting non-parametric probabilistic model is easy to implement and allows non-crossing quantile functions to be enforced. Moreover, it can directly be used in combination with tools and extensions of standard Gaussian Processes such as principled hyperparameter estimation, sparsification, and quantile regression with input-dependent noise rates. No existing approach enjoys all of these desirable properties. Experiments on benchmark datasets show that our method is competitive with state-of-the-art approaches. © 2009 IEEE.

Determinantal Clustering Processes - A Nonparametric Bayesian Approach to Kernel Based Semi-Supervised Clustering

Semi-supervised clustering is the task of clustering data points into clusters where only a fraction of the points are labelled. The true number of clusters in the data is often unknown and most models require this parameter as an input. Dirichlet process mixture models are appealing as they can infer the number of clusters from the data. However, these models do not deal with high dimensional data well and can encounter difficulties in inference. We present a novel nonparameteric Bayesian kernel based method to cluster data points without the need to prespecify the number of clusters or to model complicated densities from which data points are assumed to be generated from. The key insight is to use determinants of submatrices of a kernel matrix as a measure of how close together a set of points are. We explore some theoretical properties of the model and derive a natural Gibbs based algorithm with MCMC hyperparameter learning. The model is implemented on a variety of synthetic and real world data sets.

The Random Forest Kernel and other kernels for big data from random partitions

We present Random Partition Kernels, a new class of kernels derived by demonstrating a natural connection between random partitions of objects and kernels between those objects. We show how the construction can be used to create kernels from methods that would not normally be viewed as random partitions, such as Random Forest. To demonstrate the potential of this method, we propose two new kernels, the Random Forest Kernel and the Fast Cluster Kernel, and show that these kernels consistently outperform standard kernels on problems involving real-world datasets. Finally, we show how the form of these kernels lend themselves to a natural approximation that is appropriate for certain big data problems, allowing $O(N)$ inference in methods such as Gaussian Processes, Support Vector Machines and Kernel PCA.

Gene function prediction from synthetic lethality networks via ranking on demand.

MOTIVATION: Synthetic lethal interactions represent pairs of genes whose individual mutations are not lethal, while the double mutation of both genes does incur lethality. Several studies have shown a correlation between functional similarity of genes and their distances in networks based on synthetic lethal interactions. However, there is a lack of algorithms for predicting gene function from synthetic lethality interaction networks. RESULTS: In this article, we present a novel technique called kernelROD for gene function prediction from synthetic lethal interaction networks based on kernel machines. We apply our novel algorithm to Gene Ontology functional annotation prediction in yeast. Our experiments show that our method leads to improved gene function prediction compared with state-of-the-art competitors and that combining genetic and congruence networks leads to a further improvement in prediction accuracy.

Viscous layer meshes from level sets on cartesian meshes

The long term goal of our work is to enable rapid prototyping design optimization to take place on geometries of arbitrary size in a spirit of a real time computer game. In recent papers we have reported the integration of a Level Set based geometry kernel with an octree-based cut-Cartesian mesh generator, RANS flow solver and post-processing all within a single piece of software - and all implemented in parallel with commodity PC clusters as the target. This work has shown that it is possible to eliminate all serial bottlenecks from the CED Process. This paper reports further progress towards our goal; in particular we report on the generation of viscous layer meshes to bridge the body to the flow across the cut-cells. The Level Set formulation, which underpins the geometry representation, is used as a natural mechanism to allow rapid construction of conformal layer meshes. The guiding principle is to construct the mesh which most closely approximates the body but remains solvable. This apparently novel approach is described and examples given.