Title
Influence function and robust variant of kernel canonical correlation analysis.
Abstract
Many unsupervised kernel methods rely on the estimation of kernel covariance operator (kernel CO) or kernel cross-covariance operator (kernel CCO). Both are sensitive to contaminated data, even when bounded positive definite kernels are used. To the best of our knowledge, there are few well-founded robust kernel methods for statistical unsupervised learning. In addition, while the influence function (IF) of an estimator can characterize its robustness, asymptotic properties and standard error, the IF of a standard kernel canonical correlation analysis (standard kernel CCA) has not been derived yet. To fill this gap, we first propose a robust kernel covariance operator (robust kernel CO) and a robust kernel cross-covariance operator (robust kernel CCO) based on a generalized loss function instead of the quadratic loss function. Second, we derive the IF for robust kernel CCO and standard kernel CCA. Using the IF of the standard kernel CCA, we can detect influential observations from two sets of data. Finally, we propose a method based on the robust kernel CO and the robust kernel CCO, called robust kernel CCA, which is less sensitive to noise than the standard kernel CCA. The introduced principles can also be applied to many other kernel methods involving kernel CO or kernel CCO. Our experiments on both synthesized and imaging genetics data demonstrate that the proposed IF of standard kernel CCA can identify outliers. It is also seen that the proposed robust kernel CCA method performs better for ideal and contaminated data than the standard kernel CCA.
Year
DOI
Venue
2018
10.1016/j.neucom.2018.04.008
Neurocomputing
Keywords
Field
DocType
Robustness,Influence function,Kernel (coss-) covariance operator,Kernel methods,Imaging genetics analysis
Pattern recognition,Radial basis function kernel,Kernel embedding of distributions,Kernel principal component analysis,Polynomial kernel,Artificial intelligence,Kernel method,Variable kernel density estimation,Kernel regression,Mathematics,Machine learning,Kernel (statistics)
Journal
Volume
ISSN
Citations 
304
0925-2312
1
PageRank 
References 
Authors
0.35
19
3
Name
Order
Citations
PageRank
Md. Ashad Alam1102.91
kenji fukumizu21683158.91
Yu-Ping Wang328158.87