Constructing Orthogonal Latent Features for Arbitrary Loss

  title={Constructing Orthogonal Latent Features for Arbitrary Loss},
  author={Michinari Momma and Kristin P. Bennett},
A boosting framework for constructing orthogonal features targeted to a given loss function is developed. Combined with techniques from spectral methods such as PCA and PLS, an orthogonal boosting algorithm for linear hypothesis is used to efficiently construct orthogonal latent features selected to optimize the given loss function. The method is generalized to construct orthogonal nonlinear features using the kernel trick. The resulting method, Boosted Latent Features (BLF) is demonstrated to… CONTINUE READING
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