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In [[signal processing]], ''' Kernel adaptive filtering''' is an [[adaptive filtering]] technique for general nonlinear problems. It is a natural generalization of linear adaptive filtering in [[reproducing kernel Hilbert space]]s. Kernel adaptive filters are online [[kernel methods]], closely related to some [[artificial neural networks]] such as [[radial basis function network]]s and regularization networks. Some distinguishing features include: The learning process is [[Online machine learning|online]], the learning process is convex with no local minima, and the learning process requires moderate [[Computational complexity theory|complexity]].
 
==Adaptive Filtering==
 
A ''linear'' adaptive filter is a [[linear filter]] built on basic operational units like adders and multipliers and is usually implemented by programmable [[digital signal processor]]s. Mathematically it can be modeled by a linear combiner <math>\mathbf{w}</math>. Supplied with an input <math>u\,</math>, the output of the filter is <math>y=\mathbf{w} ^{T} u</math>.
 
<math>\mathbf{w}</math> is also called the linear coefficients (weights) of the filter. The dimensionality of <math>\mathbf{w}</math> is the filter order. A unique feature of an adaptive filter is that its coefficient can be updated ''online'' according to some optimization criterion. One common criterion is to minimize the [[mean square error]] <math> E [d- \mathbf{w} ^ {T} u]^2</math>. The adaptation of the weights is a [[supervised learning]] process, which requires training data <math>\{u, \; d\}</math>. The updating rule is  
 
:<math>\mathbf{w} (i) = \mathbf{w}(i-1) + \mathbf{g}(i) e(i)</math>
 
where <math>\mathbf{w}(i-1)</math> is the filter weight at time ''i-1''. The error <math> e\,(i)</math> is the prediction error of <math>\mathbf{w}(i-1)</math> on the ''i''-th datum <math>\{u(i), \; d(i) \}</math>
 
:<math>e(i) = d(i) - \mathbf{w} (i-1)^T u(i)</math>
 
The parameter <math>\mathbf{g}(i)</math> is the algorithm gain, which can assume different formats in different algorithms. The most notable adaptive filters include [[least mean squares filter]] and [[recursive least squares]] filter. Despite their simple structure (and probably because of it), they enjoy wide applicability and successes in diverse fields such as communications, control, [[radar]], [[sonar]], [[seismology]], and [[biomedical engineering]], among others. The theory of linear adaptive filters has reached a highly mature stage of development. However, the same can not be said about nonlinear adaptive filters,.
 
==Adaptive Filtering in Reproducing Kernel Hilbert Spaces==
 
Kernel adaptive filters are linear adaptive filters in [[reproducing kernel Hilbert spaces]]. They belong to a more general methodology called [[kernel methods]]. The main idea of kernel methods can be summarized as follows: transform the input data into a high-dimensional [[feature space]] via a [[positive definite kernel]] such that the [[inner product]] operation in the feature space can be computed efficiently through the kernel evaluation. Then appropriate linear methods are subsequently applied on the transformed data. As long as we can formulate the algorithm in terms of inner product (or equivalent kernel evaluation), we never explicitly have to compute in the high dimensional feature space. While this methodology is called the kernel trick, the underlying reproducing kernel Hilbert space plays a central role to provide linearity, convexity, and universal approximation capability at the same time. Successful examples of this methodology include [[support vector machines]], [[principal component analysis]], [[Fisher discriminant analysis]] and many others!.
 
Kernel adaptive filters include kernel least mean square, kernel affine projection algorithms, kernel recursive least squares, extended kernel recursive least squares and kernel Kalman filters. Viewed as a learning problem, kernel adaptive filters aim to estimate <math>\,f\,</math> sequentially by minimizing <math> E [d- f(u)]^2\,</math>. The general updating rule of a kernel adaptive filter is
 
:<math>f_i = f_{i-1} + \mathbf{g}(i) e(i)</math>
 
where <math>f_{i-1}\,</math> is the estimate at time <math>i\,-1</math>. <math> e\,(i)</math> is the prediction error of <math>f_{i-1}\,</math> on the <math> i\; </math>th datum.  
 
Kernel adaptive filters provide a new perspective for linear adaptive filters since linear adaptive filters become a special case being alternatively expressed in the [[dual space]]. Kernel adaptive filters clearly show that there is a growing memory structure embedded in the filter weights. They naturally create a growing radial basis function network, learning the network topology and adapting the free parameters directly from data at the same time. The learning rule is a beautiful combination of the error-correction and memory-based learning, and potentially it will have a deep impact on our understanding about the essence of learning theory.
 
==References==
*{{cite journal |author=C. Richard; J.-C. M. Bermudez; P. Honeine |title=Online prediction of time series data with kernels |journal=IEEE Transactions on Signal Processing |volume=57 |issue=3 |pages=1058–67 |date=March 2009 |doi=10.1109/TSP.2008.2009895 |url=http://www.cedric-richard.fr/Articles/richard2009online.pdf|format=PDF}}
*{{cite journal |author=W. Parreira; J.-C. M. Bermudez; C. Richard; J.-Y. Tourneret |title=Stochastic behavior analysis of the Gaussian kernel-least-mean-square algorithm. |journal=IEEE Transactions on Signal Processing |volume=60 |issue=5 |pages=2208–2222 |date=May 2012 |doi=10.1109/TSP.2012.2186132 |url=http://www.cedric-richard.fr/Articles/parreira2012stochastic.pdf|format=PDF}}
*{{cite journal |author=C. Richard; J.-C. M. Bermudez |title=Closed-form conditions for convergence of the Gaussian kernel-least-mean-square algorithm. |journal=Proc. of Asilomar'12 |pages=1797–1801 |date=November 2012 |doi=10.1109/ACSSC.2012.6489344 |url=http://www.cedric-richard.fr/Articles/richard2012closed.pdf|format=PDF}}
*{{cite journal |author=G. Wei; J. Chen; C. Richard; J. Huang; R. Flamary |title=Kernel LMS algorithm with forward-backward splitting for dictionary learning. |journal=Proc. of IEEE ICASSP'13 |pages=1797–1801 |date=May 2013 |url=http://www.cedric-richard.fr/Articles/gao2013kernel.pdf|format=PDF}}
* P. Bouboulis, S. Theodoridis "Extension of Wirtinger calculus and the complex kernel LMS", IEEE Workshop on Machine Learning for Signal Processing, MLSP, Finland, 2010.
* K. Slavakis, S. Theodoridis, I Yamada, "Adaptive constrained learning in reproducing kernel Hilbert spaces", IEEE Transactions on Signal Processing, pp.&nbsp;4744–4764,  Vol 57(12), 2009.
* K. Slavakis, S. Theodoridis, I. Yamada "Online classification using kernels and projection-based adaptive algorithms", IEEE Transactions on Signal Processing, Vol. 56(7), pp.&nbsp;2781–2797, 2008.
* K. Slavakis, S. Theodoridis "Sliding Window Generalized Kernel Affine Projection Algorithm using Projection Mappings",  Special Issue on Emerging Machine Learning Techniques in Signal Processing, EURASIP Journal on Advances in Signal Processing, vol. 2008, Article ID 830381, 2008. {{doi|10.1155/2008/830381}}.
* W. Liu, J. Principe, S. Haykin. Kernel Adaptive Filtering: A Comprehensive Introduction. Wiley, 2010.
* S. Haykin, ''Adaptive Filter Theory'', Fourth edition, Prentice Hall, 2002.
* W. Liu, P. Pokharel, J. C. Principe. The kernel least mean square algorithm, ''IEEE Transactions on Signal Processing'', volume 56, issue 2, pages 543-554, 2008.
* J. Kivinen, A. Smola and R. C. Williamson. Online learning with kernels, ''IEEE Transactions on Signal Processing'', volume 52, issue 8, pages 2165-2176, 2004.
* W. Liu, J. C. Principe. The kernel affine projection algorithms, ''EURASIP Journal on Advances in Signal Processing'', 2008.
* Y. Engel, S. Mannor and R. Meir. The kernel recursive least-squares algorithm, ''IEEE Transactions on Signal Processing'', volume 52, issue 8, pages 2275-2285, 2004.
* W. Liu, J. C. Principe. Extended recursive least squares in RKHS, ''Proc. First Workshop on Cognitive Signal Processing'', Santorini, Greece, 2008.
* L. Ralaivola, F. d'Alche-Buc. Time series filtering, smoothing and learning using the kernel Kalman filter, ''Proceedings. 2005 IEEE International Joint Conference on Neural Networks'', pages 1449-1454, 2005.
 
[[Category:Kernel methods for machine learning]]
[[Category:Signal processing]]
[[Category:Nonlinear filters]]

Revision as of 10:41, 18 November 2013

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In signal processing, Kernel adaptive filtering is an adaptive filtering technique for general nonlinear problems. It is a natural generalization of linear adaptive filtering in reproducing kernel Hilbert spaces. Kernel adaptive filters are online kernel methods, closely related to some artificial neural networks such as radial basis function networks and regularization networks. Some distinguishing features include: The learning process is online, the learning process is convex with no local minima, and the learning process requires moderate complexity.

Adaptive Filtering

A linear adaptive filter is a linear filter built on basic operational units like adders and multipliers and is usually implemented by programmable digital signal processors. Mathematically it can be modeled by a linear combiner w. Supplied with an input u, the output of the filter is y=wTu.

w is also called the linear coefficients (weights) of the filter. The dimensionality of w is the filter order. A unique feature of an adaptive filter is that its coefficient can be updated online according to some optimization criterion. One common criterion is to minimize the mean square error E[dwTu]2. The adaptation of the weights is a supervised learning process, which requires training data {u,d}. The updating rule is

w(i)=w(i1)+g(i)e(i)

where w(i1) is the filter weight at time i-1. The error e(i) is the prediction error of w(i1) on the i-th datum {u(i),d(i)}

e(i)=d(i)w(i1)Tu(i)

The parameter g(i) is the algorithm gain, which can assume different formats in different algorithms. The most notable adaptive filters include least mean squares filter and recursive least squares filter. Despite their simple structure (and probably because of it), they enjoy wide applicability and successes in diverse fields such as communications, control, radar, sonar, seismology, and biomedical engineering, among others. The theory of linear adaptive filters has reached a highly mature stage of development. However, the same can not be said about nonlinear adaptive filters,.

Adaptive Filtering in Reproducing Kernel Hilbert Spaces

Kernel adaptive filters are linear adaptive filters in reproducing kernel Hilbert spaces. They belong to a more general methodology called kernel methods. The main idea of kernel methods can be summarized as follows: transform the input data into a high-dimensional feature space via a positive definite kernel such that the inner product operation in the feature space can be computed efficiently through the kernel evaluation. Then appropriate linear methods are subsequently applied on the transformed data. As long as we can formulate the algorithm in terms of inner product (or equivalent kernel evaluation), we never explicitly have to compute in the high dimensional feature space. While this methodology is called the kernel trick, the underlying reproducing kernel Hilbert space plays a central role to provide linearity, convexity, and universal approximation capability at the same time. Successful examples of this methodology include support vector machines, principal component analysis, Fisher discriminant analysis and many others!.

Kernel adaptive filters include kernel least mean square, kernel affine projection algorithms, kernel recursive least squares, extended kernel recursive least squares and kernel Kalman filters. Viewed as a learning problem, kernel adaptive filters aim to estimate f sequentially by minimizing E[df(u)]2. The general updating rule of a kernel adaptive filter is

fi=fi1+g(i)e(i)

where fi1 is the estimate at time i1. e(i) is the prediction error of fi1 on the ith datum.

Kernel adaptive filters provide a new perspective for linear adaptive filters since linear adaptive filters become a special case being alternatively expressed in the dual space. Kernel adaptive filters clearly show that there is a growing memory structure embedded in the filter weights. They naturally create a growing radial basis function network, learning the network topology and adapting the free parameters directly from data at the same time. The learning rule is a beautiful combination of the error-correction and memory-based learning, and potentially it will have a deep impact on our understanding about the essence of learning theory.

References

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    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

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    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang
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    Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules

    Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.

    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang
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