Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick to inference in a parametric Bayesian model. For example, Gaussian process regression can be derived this way from Bayesian linear regression. Despite the su...

While deep neural networks have achieved state-of-the-art performance on many tasks across varied domains, they still remain black boxes whose inner workings are hard to interpret and understand. In this paper, we develop a novel method for efficiently capturing the behaviour of deep neural networks using kernels. In particular, we construct a hierarchy of increasingly complex kernels that enco...

Abstract- Kernel trick and projection to tangent spaces are two choices for linearizing the data points lying on Riemannian manifolds. These approaches are used to provide the prerequisites for applying standard machine learning methods on Riemannian manifolds. Classical kernels implicitly project data to high dimensional feature space without considering the intrinsic geometry of data points. ...

Kernel method is a very powerful tool in machine learning. The trick of kernel has been effectively and extensively applied in many areas of machine learning, such as support vector machine (SVM) and kernel principal component analysis (kernel PCA). Kernel trick is to define a kernel function which relies on the inner-product of data in the feature space without knowing these feature space data...

A method is described which, like the kernel trick in support vector machines (SVMs), lets us generalize distance-based algorithms to operate in feature spaces, usually nonlinearly related to the input space. This is done by identifying a class of kernels which can be represented as norm-based distances in Hilbert spaces. It turns out that common kernel algorithms, such as SVMs and kernel PCA, ...

This lecture will introduce the Support Vector algorithms for classification and regression. They are an application of the so called kernel trick, which allows the extension of a certain class of linear algorithms to the non linear case. The kernel trick will be introduced and in the context of structural risk minimization, large margin algorithms for classification and regression will be pres...

Factor modeling is a powerful statistical technique that permits common dynamics to be captured in large panel of data with few latent variables, or factors, thus alleviating the curse dimensionality. Despite its popularity and widespread use for various applications ranging from genomics finance, this methodology has predominantly remained linear. This study estimates factors nonlinearly throu...

In this paper, we present a kernel trick embedded Gaussian Mixture Model (GMM), called kernel GMM. The basic idea is to embed kernel trick into EM algorithm and deduce a parameter estimation algorithm for GMM in feature space. Kernel GMM could be viewed as a Bayesian Kernel Method. Compared with most classical kernel methods, the proposed method can solve problems in probabilistic framework. Mo...

We propose a new family of kernels, based on the Kardashian family. We provide theoretical insights. We dance. As an application, we apply the new class of kernels to the problem of doing stuff. Figure 1: A motivation for the Kernel Trick. κ maps the real world of sane people into the subset of (R − Q)∞ spanned by Robert Kardashian, Sr. and Kris Jenner (formerly Kardashian). We would like to av...