Multiple--Instance Learning: Christoffel Function Approach to Distribution Regression Problem
A two--step Christoffel function based solution is proposed to distribution regression problem. On the first step, to model distribution of observations inside a bag, build Christoffel function for each bag of observations. Then, on the second step, build outcome variable Christoffel function, but use the bag's Christoffel function value at given point as the weight for the bag's outcome. The approach allows the result to be obtained in closed form and then to be evaluated numerically. While most of existing approaches minimize some kind an error between outcome and prediction, the proposed approach is conceptually different, because it uses Christoffel function for knowledge representation, what is conceptually equivalent working with probabilities only. To receive possible outcomes and their probabilities Gauss quadrature for second--step measure can be built, then the nodes give possible outcomes and normalized weights -- outcome probabilities. A library providing numerically stable polynomial basis for these calculations is available, what make the proposed approach practical.
Code (0)
등록된 구현이 없습니다.
Tasks
Multiple Instance LearningregressionSimilar Papers 제목 키워드 기반
Data-Driven Reachability analysis and Support set Estimation with Christoffel Functions
We present algorithms for estimating the forward reachable set of a dynamical system using only a finite collection of independent and identically distributed samples. The produced estimate is the sublevel set of a funct…
Nyström landmark sampling and regularized Christoffel functions
Selecting diverse and important items, called landmarks, from a large set is a problem of interest in machine learning. As a specific example, in order to deal with large training sets, kernel methods often rely on low r…
DiversityPoint ProcessesChristoffel-DPS: Optimal sensor placement in diffusion posterior sampling for arbitrary distributions
State estimation is a critical task in scientific, engineering and control applications. Since the reliability of reconstructions depends on the number and position of sensors, optimal sensor placement (OSP) is essential…
Data-Driven Reachability Analysis with Christoffel Functions
We present an algorithm for data-driven reachability analysis that estimates finite-horizon forward reachable sets for general nonlinear systems using level sets of a certain class of polynomials known as Christoffel fun…
Relating Leverage Scores and Density using Regularized Christoffel Functions
Statistical leverage scores emerged as a fundamental tool for matrix sketching and column sampling with applications to low rank approximation, regression, random feature learning and quadrature. Yet, the very nature of …
regression