Learning gradients: predictive models that infer geometry and dependence

Q. Wu, J. Guinney, M. Maggioni, S. Mukherjee

Duke University

July 2007 updated June 2008

This paper develops and discusses a modeling framework called learning gradients that allows for predictive models that simultaneously infer the geometry and statistical dependencies of the input space relevant for prediction. The geometric relations addressed in this paper hold for Euclidean spaces as well as the manifold setting. The central quantity in this framework is an estimate of the gradient of a regression or classification function, which is computed by a discriminative approach. We relate the gradient to the problem of inverse regression which in the machine learning community is typically addressed by generative models. A result of this relation is a simple and precise comparison of a variety of simultaneous regression and dimensionality reduction methods from the statistics literature. The gradient estimate is applied to a variety of problems central to machine learning: variable selection, linear and nonlinear dimension reduction, and the inference of a graphical model of the dependencies of the input variables that are relevant to prediction.

Keywords: Inverse regression; learning gradients; graphical models; manifold learning; dimension reduction.

The manuscript is available PDF format.