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Title: Learning from data : Hermite scheme and normal estimation on Riemannian manifolds
Other Titles: Ji yu shu ju de xue xi : Aiermite suan fa yu Liman liu xing shang de fa xiang liang gu ji
基於數據的學習 : 埃爾米特算法與黎曼流形上的法向量估計
Authors: Shi, Lei (石磊)
Department: Department of Mathematics
Degree: Doctor of Philosophy
Issue Date: 2010
Publisher: City University of Hong Kong
Subjects: Hermite polynomials.
Riemannian manifolds.
Notes: CityU Call Number: QA404.5 .S44 2010
vii, 126 leaves 30 cm.
Thesis (Ph.D.)--City University of Hong Kong, 2010.
Includes bibliographical references (leaves [117]-126)
Type: thesis
Abstract: In this thesis, we investigate some algorithms in learning theory for purpose of regression, manifold learning and data analysis. Their design and asymptotic performance will be discussed in detail from the view point of approximation theory. In the first part, the problem of learning from data involving function values and gradients is studied in a framework of least-square regularized regression in reproducing kernel Hilbert spaces. The algorithm is implemented by a linear system with the coefficient matrix involving both block matrices for generating Graph Laplacians and Hessians. The additional data for function gradients improve learning performance of the algorithm. Error analysis is done by means of sampling operators for the sample error and integral operators in Sobolev spaces for the approximation error. Normal estimation is an important topic for processing point cloud data and surface reconstruction in computer graphics. In the second part of the thesis, we consider the problem of estimating normals for a (unknown) submanifold of a Euclidean space of codimension 1 from random points on the manifold. We propose a kernel based learning algorithm in an unsupervised form of gradient learning. The algorithm can be implemented by solving a linear algebra problem. Error analysis is conducted under conditions on the true normals of the manifold and the sampling distribution. In the last part of this thesis, we consider the regression problem by learning with a regularization scheme in a data dependent hypothesis space. For a given set of samples, functions in this hypothesis space are defined to be linear combinations of basis functions generated by a kernel function and sample data, thus are entirely determined by the combination coefficients. The data dependence nature of the kernel-based hypothesis space provides flexibility and adaptivity for the learning algorithms. The regularization scheme is essentially different from the standard one in a reproducing kernel Hilbert space: the kernel function is not necessarily symmetric or positive semi-definite and the regularizer, as a functional acting on the functions in such kinds of hypothesis spaces, is taken to be the p-th power of the lᵖ-norm of the corresponding combination coefficients. The differences lead to additional difficulty in the error analysis. To be more specific, we mainly study two cases in this thesis: p = 1 and p = 2. When p = 1, the l¹-regularizer often leads to sparsity of the solution vector which can greatly improve the efficiency of computations. When p = 2, the corresponding algorithm is linear and is easy to implement by solving a linear system. Both algorithms have been studied in the literature. In this thesis, we apply concentration techniques with l²-empirical covering numbers to get the best learning rate for the the learning algorithms. Since our aim is a capacity dependent analysis, we also show that the function spaces involved in the error analysis induced by the non-symmetric kernel function have nice behaviors in terms of the l²-empirical covering numbers of its unit ball.
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