Learning Reconstructive Embeddings in Reproducing Kernel Hilbert Spaces via the Representer Theorem
Enrique Feito-Casares, Francisco M. Melgarejo-Meseguer, José-Luis Rojo-Álvarez
TL;DR
The paper tackles learning low-dimensional embeddings that preserve the autoreconstructive geometry of data in a Reproducing-Kernel Hilbert Space ($RKHS$). It introduces Autoreconstructive Kernel Embedding (KE), a two-step method: (i) learn reconstruction weights $\boldsymbol{\beta}$ in the high-dimensional RKHS via a closed-form solution to a quadratic reconstruction loss, and (ii) learn a latent embedding by kernel alignment so the latent kernel $\boldsymbol{G}_H$ mirrors the original reconstruction relationships, using a separable operator-valued kernel. The approach yields a Nyström-based out-of-sample extension and a detailed computational analysis, with empirical validation on concentric circles, Swiss roll, cancer biomolecule fingerprints, and IoT intrusion data, where KE often outperforms KPCA and UMAP on synthetic tasks and demonstrates competitive discriminative performance on real-world tasks. Overall, KE provides a principled, geometry-preserving dimension-reduction framework that can be adapted to vector-valued data and domain-specific kernels, with potential applications in visualization, clustering, and anomaly detection.
Abstract
Motivated by the growing interest in representation learning approaches that uncover the latent structure of high-dimensional data, this work proposes new algorithms for reconstruction-based manifold learning within Reproducing-Kernel Hilbert Spaces (RKHS). Each observation is first reconstructed as a linear combination of the other samples in the RKHS, by optimizing a vector form of the Representer Theorem for their autorepresentation property. A separable operator-valued kernel extends the formulation to vector-valued data while retaining the simplicity of a single scalar similarity function. A subsequent kernel-alignment task projects the data into a lower-dimensional latent space whose Gram matrix aims to match the high-dimensional reconstruction kernel, thus transferring the auto-reconstruction geometry of the RKHS to the embedding. Therefore, the proposed algorithms represent an extended approach to the autorepresentation property, exhibited by many natural data, by using and adapting well-known results of Kernel Learning Theory. Numerical experiments on both simulated (concentric circles and swiss-roll) and real (cancer molecular activity and IoT network intrusions) datasets provide empirical evidence of the practical effectiveness of the proposed approach.
