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Interpretable Discriminative Dimensionality
Reduction and Feature Selection
on the Manifold
Babak Hosseini*, Barbara Hammer
*Bielefeld University (formerly)
Dortmund University (currently)
Twitter: @Babak_hss
ECML 2019, 19 September 2019
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Outline:
• Introduction
• Proposed Method
• Experiments
• Conclusion
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Dimensionality reduction (DR):
• Mapping:
• Visualization purpose
• Lower down data complexity
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Relational representation:
• No vectorial representation 𝑿 anymore
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
DR on manifold:
dim. reduction
Input space
Relational rep.
Feature space
Projected space
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Interpretation of the projection:
dim. reduction
?
?
Feature space
Projected space
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Class-based Interpretation:
• Applicable to Kernel-based DR method
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Class-based Interpretation:
• Kernel-PCA
• Embedding dimensions
• Each 𝒖𝑖 is recont. from a selection of data
Q: all of them selected from one class?
• If Yes  dimension 𝒖𝑖 represents (or is related to) class q
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Class-based Interpretation:
• a & b: each dim. uses all classes
• c & d: each dim. uses all almost one class
• Separation of data in the label-space
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Class-based Interpretation:
Supervised K-based DR methods
• e.g.: K-FDA (kernel fisher discriminant analysis)
• Within-class (𝑆 𝑊) and between-class (𝑆 𝐵) covariance matrices
• Good class-separation
• Weak class-based interpretation
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Outline:
• Introduction
• Proposed Method
• Experiments
• Conclusion
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Notations:
• Training Matrix:
• Label matrix:
• Mapping to RKHS (rel. rep.)
• Embedding dimensions
• Embedding of 𝒙
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Objectives:
• O1: Increasing the class-based interpretation of embedding dimensions.
• O2: The embedding should make the classes more separated in the LD space.
• O3: The classes should be locally more condensed in the embedded space.
• O4: Performing feature selection if a multiple kernel representation is provided.
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Objectives:
• O1: Increasing the class-based interpretation of embedding dimensions.
• O2: The embedding should make the classes more separated in the LD space.
• O3: The classes should be locally more condensed in the embedded space.
• O4: Performing feature selection if a multiple kernel representation is provided.
Optimization framework:
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Objectives:
• O1: Increasing the class-based interpretation of embedding dimensions.
• O2: The embedding should make the classes more separated in the LD space.
• O3: The classes should be locally more condensed in the embedded space.
• O4: Performing feature selection if a multiple kernel representation is provided.
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Interpretability term (O1):
•
• Embedding vector:
1. 𝑎 𝑠𝑖, 𝑎 𝑡𝑖 non-zero  small
2. 𝑎 𝑠𝑖 = 0 or 𝑎 𝑡𝑖 = 0  large
Reconst.  close data points in RKHS
Smooth labeling in local neighborhoods
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Objectives:
• O1: Increasing the class-based interpretation of embedding dimensions.
• O2: The embedding should make the classes more separated in the LD space.
• O3: The classes should be locally more condensed in the embedded space.
• O4: Performing feature selection if a multiple kernel representation is provided.
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Inter-class dissimilarity (O2):
•
•
• Projected vectors
Goal:
• To reduce the similarity of 𝒙𝑖 and other classes in the embedded space
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Objectives:
• O1: Increasing the class-based interpretation of embedding dimensions.
• O2: The embedding should make the classes more separated in the LD space.
• O3: The classes should be locally more condensed in the embedded space.
• O4: Performing feature selection if a multiple kernel representation is provided.
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Intra-class similarity (O3):
•
•
• Works on non-zero entries in each 𝒂 𝑠 belonging to class(𝒙𝑖)
Goal:
• 𝒙𝑖: If 𝛾𝑠𝑖 is large  embedding dim 𝒖 𝑠: 𝒂 𝑠 is const. the class(𝒙𝑖)
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Objectives:
• O1: Increasing the class-based interpretation of embedding dimensions.
• O2: The embedding should make the classes more separated in the LD space.
• O3: The classes should be locally more condensed in the embedded space.
• O4: Performing feature selection if a multiple kernel representation is provided.
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Feature-selection (O4):
• m projections:
•
•
• Multiple-kernel representation of 𝑿
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Feature-selection (O4):
• : dim. 𝑚 in 𝒙
e.g.:
• multivariate time-series
• multi-view image data
• multi-domain information
• …
• Scaling of the RKHS:
Goal:
• Given the supervised information 𝑯
• 𝛽 𝑚 ≠ 0  dim. 𝑚 is chosen
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Feature-selection (O4):
Goal:
• Given the supervised information 𝑯
• 𝛽 𝑚 ≠ 0  dim. 𝑚 is chosen
• Injecting into the opt. framework
• affine-constraint + non-negativity cons.  interpretable solution 𝜷
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Optimization scheme:
Convexity of the terms:
• PSD
• non-convex term (w.r.t. 𝑨):
• relaxation of the opt. problem
• Alternating opt. scheme
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Optimization scheme:
• Close-form solution
• ADMM algorithm
• QP
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Outline:
• Introduction
• Proposed Method
• Experiments
• Conclusion
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Datasets:
Different domains:
• face, text, image, etc.
• UCI & feature-selection rep.
• A wide range of dimensions
Alternative methods:
• Supervised: K-FDA, LDR, SDR, KDR
• Unsupervised: JSE, S-KPCA, KEDR
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Dimensionality reduction results:
• Classification accuracy (%)
• 1-nn classifier based on the projected data
• 10-fold CV
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Dimensionality reduction results:
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Interpretation of the embedding dimension:
• Interpretability measure 𝑰𝑖:
• becomes 𝟏 if 𝒂𝑖 is recon. using one class
• close to 𝟎. 𝟓 if 𝒂𝑖 is recon. using all the class
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Interpretation of the embedding dimension:
• Projecting the emb. Dimensions on the label-space:
• 𝑳 = 𝑯𝑨
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Feature selection result:
• MK representation of the data
• non-zero entries in beta:
• alternative methods:
• MKL algorithms: MKL-TR, MKL-DR, KNMF-MKL, and DMKL
• Classification accuracy &
Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019
Conclusion:
• A novel method for discriminative dimensionality reduction.
• Focused on the local neighborhoods in RKHS
• Aimed the class-based interpretation of the embedding dimensions.
• A good trade-off between interpretation and separation of classes.
• Feature-selection extension using multiple-kernel data representation.
•Thank you very much!
•Questions?
Twitter: @Babak_hss
3535

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Interpretable Discriminative Dimensionality Reduction and Feature Selection on the Manifold

  • 1. Interpretable Discriminative Dimensionality Reduction and Feature Selection on the Manifold Babak Hosseini*, Barbara Hammer *Bielefeld University (formerly) Dortmund University (currently) Twitter: @Babak_hss ECML 2019, 19 September 2019
  • 2. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Outline: • Introduction • Proposed Method • Experiments • Conclusion
  • 3. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Dimensionality reduction (DR): • Mapping: • Visualization purpose • Lower down data complexity
  • 4. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Relational representation: • No vectorial representation 𝑿 anymore
  • 5. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 DR on manifold: dim. reduction Input space Relational rep. Feature space Projected space
  • 6. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Interpretation of the projection: dim. reduction ? ? Feature space Projected space
  • 7. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Class-based Interpretation: • Applicable to Kernel-based DR method
  • 8. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Class-based Interpretation: • Kernel-PCA • Embedding dimensions • Each 𝒖𝑖 is recont. from a selection of data Q: all of them selected from one class? • If Yes  dimension 𝒖𝑖 represents (or is related to) class q
  • 9. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Class-based Interpretation: • a & b: each dim. uses all classes • c & d: each dim. uses all almost one class • Separation of data in the label-space
  • 10. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Class-based Interpretation: Supervised K-based DR methods • e.g.: K-FDA (kernel fisher discriminant analysis) • Within-class (𝑆 𝑊) and between-class (𝑆 𝐵) covariance matrices • Good class-separation • Weak class-based interpretation
  • 11. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Outline: • Introduction • Proposed Method • Experiments • Conclusion
  • 12. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Notations: • Training Matrix: • Label matrix: • Mapping to RKHS (rel. rep.) • Embedding dimensions • Embedding of 𝒙
  • 13. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Objectives: • O1: Increasing the class-based interpretation of embedding dimensions. • O2: The embedding should make the classes more separated in the LD space. • O3: The classes should be locally more condensed in the embedded space. • O4: Performing feature selection if a multiple kernel representation is provided.
  • 14. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Objectives: • O1: Increasing the class-based interpretation of embedding dimensions. • O2: The embedding should make the classes more separated in the LD space. • O3: The classes should be locally more condensed in the embedded space. • O4: Performing feature selection if a multiple kernel representation is provided. Optimization framework:
  • 15. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Objectives: • O1: Increasing the class-based interpretation of embedding dimensions. • O2: The embedding should make the classes more separated in the LD space. • O3: The classes should be locally more condensed in the embedded space. • O4: Performing feature selection if a multiple kernel representation is provided.
  • 16. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Interpretability term (O1): • • Embedding vector: 1. 𝑎 𝑠𝑖, 𝑎 𝑡𝑖 non-zero  small 2. 𝑎 𝑠𝑖 = 0 or 𝑎 𝑡𝑖 = 0  large Reconst.  close data points in RKHS Smooth labeling in local neighborhoods
  • 17. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Objectives: • O1: Increasing the class-based interpretation of embedding dimensions. • O2: The embedding should make the classes more separated in the LD space. • O3: The classes should be locally more condensed in the embedded space. • O4: Performing feature selection if a multiple kernel representation is provided.
  • 18. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Inter-class dissimilarity (O2): • • • Projected vectors Goal: • To reduce the similarity of 𝒙𝑖 and other classes in the embedded space
  • 19. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Objectives: • O1: Increasing the class-based interpretation of embedding dimensions. • O2: The embedding should make the classes more separated in the LD space. • O3: The classes should be locally more condensed in the embedded space. • O4: Performing feature selection if a multiple kernel representation is provided.
  • 20. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Intra-class similarity (O3): • • • Works on non-zero entries in each 𝒂 𝑠 belonging to class(𝒙𝑖) Goal: • 𝒙𝑖: If 𝛾𝑠𝑖 is large  embedding dim 𝒖 𝑠: 𝒂 𝑠 is const. the class(𝒙𝑖)
  • 21. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Objectives: • O1: Increasing the class-based interpretation of embedding dimensions. • O2: The embedding should make the classes more separated in the LD space. • O3: The classes should be locally more condensed in the embedded space. • O4: Performing feature selection if a multiple kernel representation is provided.
  • 22. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Feature-selection (O4): • m projections: • • • Multiple-kernel representation of 𝑿
  • 23. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Feature-selection (O4): • : dim. 𝑚 in 𝒙 e.g.: • multivariate time-series • multi-view image data • multi-domain information • … • Scaling of the RKHS: Goal: • Given the supervised information 𝑯 • 𝛽 𝑚 ≠ 0  dim. 𝑚 is chosen
  • 24. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Feature-selection (O4): Goal: • Given the supervised information 𝑯 • 𝛽 𝑚 ≠ 0  dim. 𝑚 is chosen • Injecting into the opt. framework • affine-constraint + non-negativity cons.  interpretable solution 𝜷
  • 25. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Optimization scheme: Convexity of the terms: • PSD • non-convex term (w.r.t. 𝑨): • relaxation of the opt. problem • Alternating opt. scheme
  • 26. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Optimization scheme: • Close-form solution • ADMM algorithm • QP
  • 27. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Outline: • Introduction • Proposed Method • Experiments • Conclusion
  • 28. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Datasets: Different domains: • face, text, image, etc. • UCI & feature-selection rep. • A wide range of dimensions Alternative methods: • Supervised: K-FDA, LDR, SDR, KDR • Unsupervised: JSE, S-KPCA, KEDR
  • 29. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Dimensionality reduction results: • Classification accuracy (%) • 1-nn classifier based on the projected data • 10-fold CV
  • 30. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Dimensionality reduction results:
  • 31. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Interpretation of the embedding dimension: • Interpretability measure 𝑰𝑖: • becomes 𝟏 if 𝒂𝑖 is recon. using one class • close to 𝟎. 𝟓 if 𝒂𝑖 is recon. using all the class
  • 32. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Interpretation of the embedding dimension: • Projecting the emb. Dimensions on the label-space: • 𝑳 = 𝑯𝑨
  • 33. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Feature selection result: • MK representation of the data • non-zero entries in beta: • alternative methods: • MKL algorithms: MKL-TR, MKL-DR, KNMF-MKL, and DMKL • Classification accuracy &
  • 34. Babak Hosseini, Barbara Hammer ECML 2019, 19 September 2019 Conclusion: • A novel method for discriminative dimensionality reduction. • Focused on the local neighborhoods in RKHS • Aimed the class-based interpretation of the embedding dimensions. • A good trade-off between interpretation and separation of classes. • Feature-selection extension using multiple-kernel data representation.
  • 35. •Thank you very much! •Questions? Twitter: @Babak_hss 3535

Editor's Notes