Justifying and generalizing contrastive divergence.

We study an expansion of the log likelihood in undirected graphical models such as the restricted Boltzmann machine (RBM), where each term in the expansion is associated with a sample in a Gibbs chain alternating between two random variables (the visible vector and the hidden vector in RBMs). We are particularly interested in estimators of the gradient of the log likelihood obtained through this expansion. We show that its residual term converges to zero, justifying the use of a truncation--running only a short Gibbs chain, which is the main idea behind the contrastive divergence (CD) estimator of the log-likelihood gradient.

Learning eigenfunctions links spectral embedding and kernel PCA.

In this letter, we show a direct relation between spectral embedding methods and kernel principal components analysis and how both are special cases of a more general learning problem: learning the principal eigenfunctions of an operator defined from a kernel and the unknown data-generating density. Whereas spectral embedding methods provided only coordinates for the training points, the analysis justifies a simple extension to out-of-sample examples (the Nyström formula) for multidimensional scaling (MDS), spectral clustering, Laplacian eigenmaps, locally linear embedding (LLE), and Isomap. The analysis provides, for all such spectral embedding methods, the definition of a loss function, whose empirical average is minimized by the traditional algorithms.