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A simple and intuitive method for feature selection consists of choosing the feature subset that maximizes a nonparametric measure of dependence between the response and the features. A popular proposal from the literature uses the…

Machine Learning · Statistics 2024-06-12 Keli Liu , Feng Ruan

The Hilbert Schmidt Independence Criterion (HSIC) is a kernel dependence measure that has applications in various aspects of machine learning. Conveniently, the objectives of different dimensionality reduction applications using HSIC often…

Machine Learning · Statistics 2019-09-12 Chieh Wu , Jared Miller , Yale Chang , Mario Sznaier , Jennifer Dy

A new non parametric approach to the problem of testing the independence of two random process is developed. The test statistic is the Hilbert Schmidt Independence Criterion (HSIC), which was used previously in testing independence for…

Machine Learning · Statistics 2014-06-18 Kacper Chwialkowski , Arthur Gretton

Kernel dependence measures yield accurate estimates of nonlinear relations between random variables, and they are also endorsed with solid theoretical properties and convergence rates. Besides, the empirical estimates are easy to compute in…

Machine Learning · Statistics 2016-11-03 Adrián Pérez-Suay , Gustau Camps-Valls

We introduce a framework for filtering features that employs the Hilbert-Schmidt Independence Criterion (HSIC) as a measure of dependence between the features and the labels. The key idea is that good features should maximise such…

Machine Learning · Computer Science 2007-05-23 Le Song , Alex Smola , Arthur Gretton , Karsten Borgwardt , Justin Bedo

Kernel techniques are among the most popular and powerful approaches of data science. Among the key features that make kernels ubiquitous are (i) the number of domains they have been designed for, (ii) the Hilbert structure of the function…

Machine Learning · Statistics 2025-03-18 Florian Kalinke , Zoltán Szabó

This paper introduces Kernel-based Information Criterion (KIC) for model selection in regression analysis. The novel kernel-based complexity measure in KIC efficiently computes the interdependency between parameters of the model using a…

Machine Learning · Statistics 2014-12-16 Somayeh Danafar , Kenji Fukumizu , Faustino Gomez

Finding statistically significant high-order interaction features in predictive modeling is important but challenging task. The difficulty lies in the fact that, for a recent applications with high-dimensional covariates, the number of…

Machine Learning · Statistics 2015-06-29 S. Suzumura , K. Nakagawa , K. Tsuda , I. Takeuchi

Testing the independence between two random variables $x$ and $y$ is an important problem in statistics and machine learning, where the kernel-based tests of independence is focused to address the study of dependence recently. The advantage…

Methodology · Statistics 2015-04-14 Wen-Yu Hua , Philip Reiss , Debashis Ghosh

We approach self-supervised learning of image representations from a statistical dependence perspective, proposing Self-Supervised Learning with the Hilbert-Schmidt Independence Criterion (SSL-HSIC). SSL-HSIC maximizes dependence between…

Machine Learning · Statistics 2021-12-06 Yazhe Li , Roman Pogodin , Danica J. Sutherland , Arthur Gretton

In this paper, we propose a new kernel-based co-occurrence measure that can be applied to sparse linguistic expressions (e.g., sentences) with a very short learning time, as an alternative to pointwise mutual information (PMI). As well as…

Computation and Language · Computer Science 2020-10-13 Sho Yokoi , Sosuke Kobayashi , Kenji Fukumizu , Jun Suzuki , Kentaro Inui

Detecting influential features in non-linear and/or high-dimensional data is a challenging and increasingly important task in machine learning. Variable selection methods have thus been gaining much attention as well as post-selection…

Statistics Theory · Mathematics 2021-06-18 Tobias Freidling , Benjamin Poignard , Héctor Climente-González , Makoto Yamada

Testing the dependency between two random variables is an important inference problem in statistics since many statistical procedures rely on the assumption that the two samples are independent. To test whether two samples are independent,…

Methodology · Statistics 2023-01-04 Jin-Ting Zhang , Tianming Zhu

Dependence measures based on reproducing kernel Hilbert spaces, also known as Hilbert-Schmidt Independence Criterion and denoted HSIC, are widely used to statistically decide whether or not two random vectors are dependent. Recently,…

Statistics Theory · Mathematics 2021-01-13 Mélisande Albert , Béatrice Laurent , Amandine Marrel , Anouar Meynaoui

This paper presents a new efficient black-box attribution method based on Hilbert-Schmidt Independence Criterion (HSIC), a dependence measure based on Reproducing Kernel Hilbert Spaces (RKHS). HSIC measures the dependence between regions of…

Computer Vision and Pattern Recognition · Computer Science 2022-09-28 Paul Novello , Thomas Fel , David Vigouroux

This work proposes to learn fair low-rank tensor decompositions by regularizing the Canonical Polyadic Decomposition factorization with the kernel Hilbert-Schmidt independence criterion (KHSIC). It is shown, theoretically and empirically,…

Machine Learning · Computer Science 2021-04-29 Kevin Kim , Alex Gittens

In this paper, we aim to perform sensitivity analysis of set-valued models and, in particular, to quantify the impact of uncertain inputs on feasible sets, which are key elements in solving a robust optimization problem under constraints.…

Nonparametric feature selection in high-dimensional data is an important and challenging problem in statistics and machine learning fields. Most of the existing methods for feature selection focus on parametric or additive models which may…

Methodology · Statistics 2021-03-31 Hang Yu , Yuanjia Wang , Donglin Zeng

Measuring divergence between two distributions is essential in machine learning and statistics and has various applications including binary classification, change point detection, and two-sample test. Furthermore, in the era of big data,…

Measurements of systems taken along a continuous functional dimension, such as time or space, are ubiquitous in many fields, from the physical and biological sciences to economics and engineering.Such measurements can be viewed as…

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