提出任意核函数的显式有限维特征映射,让核方法可直接用原始形式计算。
An Exact Finite-dimensional Explicit Feature Map for Kernel Functions
- 构造任意核函数的显式有限维特征映射,使内积等于核值
- 实现无需核技巧的原始形式算法,突破传统对偶限制
- 适用于PCA与t-SNE等场景,可直接可视化核空间
机器学习中的核方法通过核函数将数据点映射到希尔伯特空间并计算内积,而无需显式计算映射。对于高斯、拉普拉斯等核函数,其特征空间为无穷维,导致操作只能隐式进行,依赖对偶表示与核技巧。本文针对任意核函数,提出一种显式且有限维的特征映射,确保在训练和测试中特征空间内的内积精确等于核函数值。该显式映射使核化算法能以原始形式表述,无需核技巧或对偶表示。作为首个应用,我们直接推导出无需对偶表示的核化机器学习算法,并应用于主成分分析(PCA)。作为另一应用,不修改t-SNE算法及其实现,即可用于可视化核函数的特征空间。
原文摘要 · Abstract (English)
Kernel methods in machine learning use a kernel function that takes two data points as input and returns their inner product after mapping them to a Hilbert space, implicitly and without actually computing the mapping. For many kernel functions, such as Gaussian and Laplacian kernels, the feature space is known to be infinite-dimensional, making operations in this space possible only implicitly. This implicit nature necessitates algorithms to be expressed using dual representations and the kernel trick. In this paper, given an arbitrary kernel function, we introduce an explicit, finite-dimensional feature map for any arbitrary kernel function that ensures the inner product of data points in the feature space equals the kernel function value, during both training and testing. The existence of this explicit mapping allows for kernelized algorithms to be formulated in their primal form, without the need for the kernel trick or the dual representation. As a first application, we demonstrate how to derive kernelized machine learning algorithms directly, without resorting to the dual representation, and apply this method specifically to PCA. As another application, without any changes to the t-SNE algorithm and its implementation, we use it for visualizing the feature space of kernel functions.
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