Positive Definite Kernels in Machine Learning

This survey is an introduction to positive definite kernels and the set of methods they have inspired in the machine learning literature, namely kernel methods. We first discuss some properties of positive definite kernels as well as reproducing kernel Hibert spaces, the natural extension of the set of functions $\{k(x,\cdot),x\in\mathcal{X}\}$ associated with a kernel $k$ defined on a space $\mathcal{X}$. We discuss at length the construction of kernel functions that take advantage of well-known statistical models. We provide an overview of numerous data-analysis methods which take advantage of reproducing kernel Hilbert spaces and discuss the idea of combining several kernels to improve the performance on certain tasks. We also provide a short cookbook of different kernels which are particularly useful for certain data-types such as images, graphs or speech segments.Comment: draft. corrected a typo in figure

A Smoothed Dual Approach for Variational Wasserstein Problems

Variational problems that involve Wasserstein distances have been recently proposed to summarize and learn from probability measures. Despite being conceptually simple, such problems are computationally challenging because they involve minimizing over quantities (Wasserstein distances) that are themselves hard to compute. We show that the dual formulation of Wasserstein variational problems introduced recently by Carlier et al. (2014) can be regularized using an entropic smoothing, which leads to smooth, differentiable, convex optimization problems that are simpler to implement and numerically more stable. We illustrate the versatility of this approach by applying it to the computation of Wasserstein barycenters and gradient flows of spacial regularization functionals

Sliced Wasserstein Kernel for Persistence Diagrams

Persistence diagrams (PDs) play a key role in topological data analysis (TDA), in which they are routinely used to describe topological properties of complicated shapes. PDs enjoy strong stability properties and have proven their utility in various learning contexts. They do not, however, live in a space naturally endowed with a Hilbert structure and are usually compared with specific distances, such as the bottleneck distance. To incorporate PDs in a learning pipeline, several kernels have been proposed for PDs with a strong emphasis on the stability of the RKHS distance w.r.t. perturbations of the PDs. In this article, we use the Sliced Wasserstein approximation SW of the Wasserstein distance to define a new kernel for PDs, which is not only provably stable but also provably discriminative (depending on the number of points in the PDs) w.r.t. the Wasserstein distance $d_1$ between PDs. We also demonstrate its practicality, by developing an approximation technique to reduce kernel computation time, and show that our proposal compares favorably to existing kernels for PDs on several benchmarks.Comment: Minor modification

Systematic biases in human heading estimation.

Heading estimation is vital to everyday navigation and locomotion. Despite extensive behavioral and physiological research on both visual and vestibular heading estimation over more than two decades, the accuracy of heading estimation has not yet been systematically evaluated. Therefore human visual and vestibular heading estimation was assessed in the horizontal plane using a motion platform and stereo visual display. Heading angle was overestimated during forward movements and underestimated during backward movements in response to both visual and vestibular stimuli, indicating an overall multimodal bias toward lateral directions. Lateral biases are consistent with the overrepresentation of lateral preferred directions observed in neural populations that carry visual and vestibular heading information, including MSTd and otolith afferent populations. Due to this overrepresentation, population vector decoding yields patterns of bias remarkably similar to those observed behaviorally. Lateral biases are inconsistent with standard bayesian accounts which predict that estimates should be biased toward the most common straight forward heading direction. Nevertheless, lateral biases may be functionally relevant. They effectively constitute a perceptual scale expansion around straight ahead which could allow for more precise estimation and provide a high gain feedback signal to facilitate maintenance of straight-forward heading during everyday navigation and locomotion