1. Dept. Computer Science & Engineering, Shanghai Jiao Tong University
Kernel Methods
Dept. Computer Science & Engineering,
Shanghai Jiao Tong University

2. Outline One-Dimensional Kernel Smoothers Local Regression
Local Likelihood
Kernel Density estimation
Naive Bayes
Radial Basis Functions
Mixture Models and EM
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Kernel Methods

3. One-Dimensional Kernel Smoothers
k-NN:
30-NN curve is bumpy, since is discontinuous in x.
The average changes in a discrete way, leading to a discontinuous
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Kernel Methods

4. One-Dimensional Kernel Smoothers
Nadaraya-Watson Kernel weighted average:
Epanechnikov quadratic kernel:
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Kernel Methods

5. One-Dimensional Kernel Smoothers
More general kernel:
: width function that determines the width of the neighborhood at x0.
For quadratic kernel
For k-NN kernel
Variance constant
The Epanechnikov kernel has compact support
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Kernel Methods

6. One-Dimensional Kernel Smoothers
Three popular kernel for local smoothing:
Epanechnikov kernel
and tri-cube kernel
are compact but
tri-cube has two
continuous derivatives
Gaussian kernel is
infinite support
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Kernel Methods

7. Local Linear Regression
Boundary issue
Badly biased on the boundaries because of the asymmetry of the kernel in the region.
Linear fitting remove the bias to first order
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Kernel Methods

8. Local Linear Regression
Locally weighted linear regression make a first-order correction
Separate weighted least squares at each target point x0:
The estimate:
b(x)T=(1,x); B: Nx2 regression matrix with i-th row b(x)T;
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Kernel Methods

9. Local Linear Regression
The weights combine the weighting kernel and the least squares operations——Equivalent Kernel
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10. Local Linear Regression
The expansion for , using the linearity of local regression and a series expansion of the true function f around x0
For local regression
The bias depends only on quadratic and higher-order terms in the expansion of .
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Kernel Methods

11. Local Polynomial Regression
Fit local polynomial fits of any degree d
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Kernel Methods

12. Local Polynomial Regression
Bias only have components of degree d+1 and higher.
The reduction for bias costs the increased variance.
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Kernel Methods

13. 选择核的宽度 核 中， 是参数，控制核宽度： 窗口宽度导致偏倚-方差权衡： 对于有紧支集的核， 取其支集区域的半径 对于高斯核， 取其方差
核 中， 是参数，控制核宽度：
对于有紧支集的核， 取其支集区域的半径
对于高斯核， 取其方差
对k-对近邻域法， 取 k/N
窗口宽度导致偏倚-方差权衡：
窗口较窄，方差误差大，均值误差偏倚小
窗口较宽，方差误差小，均值误差偏倚大
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Kernel Methods

14. Structured Local Regression
Structured kernels
Introduce structure by imposing appropriate restrictions on A
Structured regression function
Introduce structure by eliminating some of the higher-order terms
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Kernel Methods

15. Local Likelihood & Other Models
Any parametric model can be made local:
Parameter associated with :
Log-likelihood:
Model likelihood local to :
A varying coefficient model
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Kernel Methods

16. Local Likelihood & Other Models
Logistic Regression
Local log-likelihood for the J class model
Center the local regressions at
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Kernel Methods

17. Kernel Density Estimation
A natural local estimate
The smooth Parzen estimate
For Gaussian kernel
The estimate become
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Kernel Methods

18. Kernel Density Estimation
A kernel density estimate for systolic blood pressure. The density estimate at each point is the average contribution from each of the kernels at that point.
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Kernel Methods

19. Kernel Density Classification
Bayes’ theorem:
The estimate for CHD uses the tri-cube kernel with k-NN bandwidth.
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Kernel Methods

20. Kernel Density Classification
The population class densities and the posterior probabilities
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Kernel Methods

21. Naïve Bayes
Naïve Bayes model assume that given a class G=j, the features Xk are independent:
is kernel density estimate, or Gaussian, for coordinate Xk in class j.
If Xk is categorical, use Histogram.
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Kernel Methods

22. Radial Basis Function & Kernel
Radial basis function combine the local and flexibility of kernel methods.
Each basis element is indexed by a location or prototype parameter and a scale parameter
, a pop choice is the standard Gaussian density function.
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Kernel Methods

23. Radial Basis Function & Kernel
For simplicity, focus on least squares methods for regression, and use the Gaussian kernel.
RBF network model:
Estimate the separately from the .
A undesirable side effect of creating holes——regions of IRp where none of the kernels has appreciable support.
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Kernel Methods

24. Radial Basis Function & Kernel
Renormalized radial basis functions.
The expansion in renormalized RBF
Gaussian radial basis function with fixed width can leave holes.
Renormalized Gaussian radial basis function produce basis functions similar in some respects to B-splines.
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Kernel Methods

25. Mixture Models & EM Gaussian Mixture Model EM algorithm for mixtures
are mixture proportions,
EM algorithm for mixtures
Given log-likelihood:
Suppose we observe Latent Binary
Bad
Good
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26. Mixture Models & EM
Given ,compute
In Example
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27. Mixture Models & EM
Application of mixtures to the heart disease risk factor study.
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28. Mixture Models & EM
Mixture model used for classification of the simulated data
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29. 2018/7/4
Kernel Methods