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Data Visualization and Feature Selection: New Algorithms for Nongaus sian Data Howard Hua Yang and John Moody NIPS’99

Data Visualization and Feature Selection: New Algorithms for Nongaussian Data Howard Hua Yang and John Moody NIPS ’ 99

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Page 1: Data Visualization and Feature Selection: New Algorithms for Nongaussian Data Howard Hua Yang and John Moody NIPS ’ 99

Data Visualization and Feature Selection: New Algorithms for

Nongaussian Data

Howard Hua Yang and John MoodyNIPS’99

Page 2: Data Visualization and Feature Selection: New Algorithms for Nongaussian Data Howard Hua Yang and John Moody NIPS ’ 99

Contents

Data visualizationGood 2-D projections for high dimensional data interpretation

Feature selectionEliminate redundancy

Joint mutual informationICA

Page 3: Data Visualization and Feature Selection: New Algorithms for Nongaussian Data Howard Hua Yang and John Moody NIPS ’ 99

Introduction

Visualization of input data and feature selection are intimately related.Input variable selection is the most important step in the model selection process.

Model-independent approaches to select input variables before model specification.Data visualization is very important for human to understand the structural relation among variables in a system.

Page 4: Data Visualization and Feature Selection: New Algorithms for Nongaussian Data Howard Hua Yang and John Moody NIPS ’ 99

Joint mutual information for input/feature selectionMutual information

Kullback-Leibler divergence

Joint mutual information

))()(||),(();( ypxpyxpKYXI iii

x xq

xpxpxqxpK

)()(

log)())(||)((

))(),...,(||),,...,(();,...,( ypxxpyxxpKYXXI kikiki

Page 5: Data Visualization and Feature Selection: New Algorithms for Nongaussian Data Howard Hua Yang and John Moody NIPS ’ 99

Conditional MI

When

Use joint mutual information instead of the mutual information to select inputs for a neural network classifier and for data visualization.

);,( YXXI ji

);( YXI i

0),...,|;();,...,();,,...,(X 111111 nnnnn XXYXIYXXIYXXI

)|;()|;();,();,( 13123121 XYXIXYXIYXXIYXXI

kj xx

kjkjikjkji xxypxxyxpKxxpXXYXI,

)),|(),|,((),(),|;(

);();();( 321 YXIYXIYXI

Page 6: Data Visualization and Feature Selection: New Algorithms for Nongaussian Data Howard Hua Yang and John Moody NIPS ’ 99
Page 7: Data Visualization and Feature Selection: New Algorithms for Nongaussian Data Howard Hua Yang and John Moody NIPS ’ 99

Data visualization methods

Supervised methods based on JMI cf) CCA

Unsupervised methods based on ICA cf) PCA

Efficient method for JMI

);,(maxarg ),( YXXI jiji

)|;();();,( ijiji XYXIYXIYXXI

Page 8: Data Visualization and Feature Selection: New Algorithms for Nongaussian Data Howard Hua Yang and John Moody NIPS ’ 99

Application to Signal Visualization and

ClassificationJMI and visualization of radar pulse patterns

Radar pattern 15-dimensional vector, 3 classes

Compute JMIs, select inputs

Page 9: Data Visualization and Feature Selection: New Algorithms for Nongaussian Data Howard Hua Yang and John Moody NIPS ’ 99
Page 10: Data Visualization and Feature Selection: New Algorithms for Nongaussian Data Howard Hua Yang and John Moody NIPS ’ 99
Page 11: Data Visualization and Feature Selection: New Algorithms for Nongaussian Data Howard Hua Yang and John Moody NIPS ’ 99

Radar pulse classification

7 hidden unitsExperiments

all inputs vs. 4 selected inputs4 inputs with the largest JMI vs. randomly selected 4 inputs

Page 12: Data Visualization and Feature Selection: New Algorithms for Nongaussian Data Howard Hua Yang and John Moody NIPS ’ 99
Page 13: Data Visualization and Feature Selection: New Algorithms for Nongaussian Data Howard Hua Yang and John Moody NIPS ’ 99

ConclusionsAdvantage of single JMI

Can distinguish inputs when all of them have the sameCan eliminate the redundancy in the inputs when one input is a function of other inputs