Gaussian process GPy kernel input dimension - machine-learning

In GPy GPy.kern.kern(input_dim), the input dimension represents the dimensions of the input so that the kernel dimension matches the input dimension.
"input_dim:
is the number of dimensions to work on. Make sure to give the
tight dimensionality of inputs.
You most likely want this to be the integer telling the number of
input dimensions of the kernel."
As per the kernel cookbook ' Multiplying together kernels is the standard way to combine two kernels, especially if they are defined on different inputs to your function' (https://www.cs.toronto.edu/~duvenaud/cookbook/). So is there a way to define different kernels for each input dimension in GPy or any other library?
I couldn't find a way to do this in any resources. Any help would be much appreciated.

Related

Where do dimensions in Word2Vec come from?

I am using word2vec model for training a neural network and building a neural embedding for finding the similar words on the vector space. But my question is about dimensions in the word and context embeddings (matrices), which we initialise them by random numbers(vectors) at the beginning of the training, like this https://iksinc.wordpress.com/2015/04/13/words-as-vectors/
Lets say we want to display {book,paper,notebook,novel} words on a graph, first of all we should build a matrix with this dimensions 4x2 or 4x3 or 4x4 etc, I know the first dimension of the matrix its the size of our vocabulary |v|. But the second dimension of the matrix (number of vector's dimensions), for example this is a vector for word “book" [0.3,0.01,0.04], what are these numbers? do they have any meaning? for example the 0.3 number related to the relation between word “book" and “paper” in the vocabulary, the 0.01 is the relation between book and notebook, etc.
Just like TF-IDF, or Co-Occurence matrices that each dimension (column) Y has a meaning - its a word or document related to the word in row X.
The word2vec model uses a network architecture to represent the input word(s) and most likely associated output word(s).
Assuming there is one hidden layer (as in the example linked in the question), the two matrices introduced represent the weights and biases that allow the network to compute its internal representation of the function mapping the input vector (e.g. “cat” in the linked example) to the output vector (e.g. “climbed”).
The weights of the network are a sub-symbolic representation of the mapping between the input and the output – any single weight doesn’t necessarily represent anything meaningful on its own. It’s the connection weights between all units (i.e. the interactions of all the weights) in the network that gives rise to the network’s representation of the function mapping. This is why neural networks are often referred to as “black box” models – it can be very difficult to interpret why they make particular decisions and how they learn. As such, it's very difficult to say what the vector [0.3,0.01,0.04] represents exactly.
Network weights are traditionally initialised to random values for two main reasons:
It prevents a bias being introduced to the model before training begins
It allows the network to start from different points in the search space after initialisation (helping reduce the impact of local minima)
A network’s ability to learn can be very sensitive to the way its weights are initialised. There are more advanced ways of initialising weights today e.g. this paper (see section: Weights initialization scaling coefficient).
The way in which weights are initialised and the dimension of the hidden layer are often referred to as hyper-parameters and are typically chosen according to heuristics and prior knowledge of the problem space.
I have wondered the same thing and put in a vector like (1 0 0 0 0 0...) to see what terms it was nearest to. The answer is that the results returned didn't seem to cluster around any particular meaning, but were just kind of random. This was using Mikolov's 300-dimensional vectors trained on Google News.
Look up NNSE semantic vectors for a vector space where the individual dimensions do seem to carry specific human-graspable meanings.

How to use opencv ann to evaluate a function output

Can I compute the function f(x) = sqr(x) using opencv ANN ?
I need to train my ann by using set of integers and their square values.
I need to get squared value of a integer as output from ann model.
If we can do that using opencv ann, what will be the number input neurons, output neurons and how to specify the classes etc.. ??
You mention class specification, but I don't think that this is a class categorization problem. I think it would be better to treat the input as X, and the output as sqr(X). Then this becomes a general function approximation problem.
There is an issue with this particular problem however. Neural networks aren't well suited for functions with unbounded input/output. The output of a neural network is usually limited to the range of its activation function, and the input value is usually scaled to some reasonable range. Assuming you are using the default activation (symmetrical sigmoid), your output is limited to (-1, 1). If you have a limited range of integers you want to use, you can still do this, but you'll have to scale the inputs and outputs accordingly.
If you use this method, there will be one input node, and one output node, corresponding to the scaled versions of X and sqr(X) respectively. OpenCV will try to take care of scaling for you automatically. It's probably best for you to trust this, UNLESS you are planning on providing multiple different sets of training data. The different sets may have different distributions, hence a different scale.

How to pre-process dataset for maximum effectiveness with LibSVM Weka implementation

So I read a paper that said that processing your dataset correctly can increase LibSVM classification accuracy dramatically...I'm using the Weka implementation and would like some help making sure my dataset is optimal.
Here are my (example) attributes:
Power Numeric (real numbers, range is from 0 to 1.5132, 9000+ unique values)
Voltage Numeric (similar to Power)
Light Numeric (0 and 1 are the only 2 possible values)
Day Numeric (1 through 20 are the possible values, equal number of each value)
Range Nominal {1,2,3,4,5} <----these are the classes
My question is: which Weka pre-processing filters should I apply to make this dataset more effective for LibSVM?
Should I normalize and/or standardize the Power and Voltage data values?
Should I use a Discretization filter on anything?
Should I be binning the Power/Voltage values into a lot smaller number of bins?
Should I make the Light value Binary instead of numeric?
Should I normalize the Day values? Does it even make sense to do that?
Should I be using the Nominal to Binary or Nominal to some thing else filter for the classes "Range"?
Please advice on these questions and anything else you think I might have missed...
Thanks in advance!!
Normalization is very important, as it influences the concept of distance which is used by SVM. The two main approaches to normalization are:
Scale each input dimension to the same interval, for example [0, 1]. This is the most common approach by far. It is necessary to prevent some input dimensions to completely dominate others. Recommended by the LIBSVM authors in their beginner's guide (Appendix B for examples).
Scale each instance to a given length. This is common in text mining / computer vision.
As to handling types of inputs:
Continuous: no work needed, SVM works on these implicitly.
Ordinal: treat as continuous variables. For example cold, lukewarm, hot could be modeled as 1, 2, 3 without implicitly defining an unnatural structure.
Nominal: perform one-hot encoding, e.g. for an input with N levels, generate N new binary input dimensions. This is necessary because you must avoid implicitly defining a varying distance between nominal levels. For example, modelling cat, dog, bird as 1, 2 and 3 implies that a dog and bird are more similar than a cat and bird which is nonsense.
Normalization must be done after substituting inputs where necessary.
To answer your questions:
Should I normalize and/or standardize the Power and Voltage data
values?
Yes, standardize all (final) input dimensions to the same interval (including dummies!).
Should I use a Discretization filter on anything?
No.
Should I be binning the Power/Voltage values into a lot smaller number of
bins?
No. Treat them as continuous variables (e.g. one input each).
Should I make the Light value Binary instead of numeric?
No, SVM has no concept of binary variables and treats everything as numeric. So converting it will just lead to an extra type-cast internally.
Should I normalize the Day values? Does it even make sense to do
that?
If you want to use 1 input dimension, you must normalize it just like all others.
Should I be using the Nominal to Binary or Nominal to some thing else filter for the classes "Range"?
Nominal to binary, using one-hot encoding.

non linear svm kernel dimension

I have some problems with understanding the kernels for non-linear SVM.
First what I understood by non-linear SVM is: using kernels the input is transformed to a very high dimension space where the transformed input can be separated by a linear hyper-plane.
Kernel for e.g: RBF:
K(x_i, x_j) = exp(-||x_i - x_j||^2/(2*sigma^2));
where x_i and x_j are two inputs. here we need to change the sigma to adapt to our problem.
(1) Say if my input dimension is d, what will be the dimension of the
transformed space?
(2) If the transformed space has a dimension of more than 10000 is it
effective to use a linear SVM there to separate the inputs?
Well it is not only a matter of increasing the dimension. That's the general mechanism but not the whole idea, if it were true that the only goal of the kernel mapping is to increase the dimension, one could conclude that all kernels functions are equivalent and they are not.
The way how the mapping is made would make possible a linear separation in the new space.
Talking about your example and just to extend a bit what greeness said, RBF kernel would order the feature space in terms of hyperspheres where an input vector would need to be close to an existing sphere in order to produce an activation.
So to answer directly your questions:
1) Note that you don't work on feature space directly. Instead, the optimization problem is solved using the inner product of the vectors in the feature space, so computationally you won't increase the dimension of the vectors.
2) It would depend on the nature of your data, having a high dimensional pattern would somehow help you to prevent overfitting but not necessarily will be linearly separable. Again, the linear separability in the new space would be achieved because the way the map is made and not only because it is in a higher dimension. In that sense, RBF would help but keep in mind that it might not perform well on generalization if your data is not locally enclosed.
The transformation usually increases the number of dimensions of your data, not necessarily very high. It depends. The RBF Kernel is one of the most popular kernel functions. It adds a "bump" around each data point. The corresponding feature space is a Hilbert space of infinite dimensions.
It's hard to tell if a transformation into 10000 dimensions is effective or not for classification without knowing the specific background of your data. However, choosing a good mapping (encoding prior knowledge + getting right complexity of function class) for your problem improves results.
For example, the MNIST database of handwritten digits contains 60K training examples and 10K test examples with 28x28 binary images.
Linear SVM has ~8.5% test error.
Polynomial SVM has ~ 1% test error.
Your question is a very natural one that almost everyone who's learned about kernel methods has asked some variant of. However, I wouldn't try to understand what's going on with a non-linear kernel in terms of the implied feature space in which the linear hyperplane is operating, because most non-trivial kernels have feature spaces that it is very difficult to visualise.
Instead, focus on understanding the kernel trick, and think of the kernels as introducing a particular form of non-linear decision boundary in input space. Because of the kernel trick, and some fairly daunting maths if you're not familiar with it, any kernel function satisfying certain properties can be viewed as operating in some feature space, but the mapping into that space is never performed. You can read the following (fairly) accessible tutorial if you're interested: from zero to Reproducing Kernel Hilbert Spaces in twelve pages or less.
Also note that because of the formulation in terms of slack variables, the hyperplane does not have to separate points exactly: there's an objective function that's being maximised which contains penalties for misclassifying instances, but some misclassification can be tolerated if the margin of the resulting classifier on most instances is better. Basically, we're optimising a classification rule according to some criteria of:
how big the margin is
the error on the training set
and the SVM formulation allows us to solve this efficiently. Whether one kernel or another is better is very application-dependent (for example, text classification and other language processing problems routinely show best performance with a linear kernel, probably due to the extreme dimensionality of the input data). There's no real substitute for trying a bunch out and seeing which one works best (and make sure the SVM hyperparameters are set properly---this talk by one of the LibSVM authors has the gory details).

Is scaling of feature values in LibSVM necessary?

If I have 200 features, and if each feature can have a value ranging from 0 to infinity, should I scale the feature values to be in the range [0-1] before I go ahead and train a LibSVM on top of it?
Now, suppose I did scale the values, and after training the model if I get one vector with its values or the features as input, how do I scale these values of the input test vector before classifying it?
Thanks
Abhishek S
You should store the ranges of you feature-values used for training. Then when you extract a feature-value from an unknown instance, use the particular range for scaling.
Use the formula (here for the range [-1.0 , 1.0]):
double scaled_val = -1.0 + (1.0 - -1.0) * (extracted_val - vmin)/(vmax-vmin);
The Guide provided at libsvm website explains the scaling well:
"2.2 Scaling
Scaling before applying SVM is very important. Part 2 of Sarle's Neural Networks
FAQ Sarle (1997) explains the importance of this and most of considerations also apply
to SVM. The main advantage of scaling is to avoid attributes in greater numeric
ranges dominating those in smaller numeric ranges. Another advantage is to avoid
numerical diculties during the calculation. Because kernel values usually depend on
the inner products of feature vectors, e.g. the linear kernel and the polynomial kernel,
large attribute values might cause numerical problems. We recommend linearly
scaling each attribute to the range [-1; +1] or [0; 1].
Of course we have to use the same method to scale both training and testing
data."
If you've got infinite feature values, you're not going to be able to use LIBSVM anyway.
More practically, scaling is generally useful so the kernel doesn't have to deal with large numbers, so I would say go for it and scale. It's not a requirement, though.
And as Anony-Mousse implied in the comments, please try running experiments with and without scaling so you can see the difference.
Now, suppose I did scale the values, and after training the model if I get one vector with its values or the features as input, how do I scale these values of the input test vector before classifying it?
You don't need to scale again. You already did that in the pre-training step (i.e. data processing).

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