ICML2008/Data Spectroscopy
From GusWiki
< ICML2008
[edit] Data Spectroscopy: Learning Mixture Models using Eigenspaces of Convolution Operators
warning: the following is a confused summary
presented by Mikhail Belkin
- compute the kernel matrix, for a Gaussian kernel. Since this matrix is symmetric, all its eigenvalues are real.
- look at the eigenvalues: most eigenvalues will be small negative numbers. But for each mode of the distribution, there will be a large positive eigenvalue.
- eigenvectors' indices correspond to data points
- we can find the maximum index (i.e. data point most amplified by the kernel matrix). That will be the mean?
slogan:
- we can hear the shape of a drum from its spectrum; can we hear the shape of a Gaussian?
