The Landmark Selection Method for Multiple Output Prediction

06/27/2012

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by   Krishnakumar Balasubramanian, et al.

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Conditional modeling x → y is a central problem in machine learning. A substantial research effort is devoted to such modeling when x is high dimensional. We consider, instead, the case of a high dimensional y, where x is either low dimensional or high dimensional. Our approach is based on selecting a small subset y_L of the dimensions of y, and proceed by modeling (i) x → y_L and (ii) y_L → y. Composing these two models, we obtain a conditional model x → y that possesses convenient statistical properties. Multi-label classification and multivariate regression experiments on several datasets show that this model outperforms the one vs. all approach as well as several sophisticated multiple output prediction methods.