Shared Kernel Information Embedding for discriminative inference

Latent variable models, such as the GPLVM and related methods, help mitigate overfitting when learning from small or moderately sized training sets. Nevertheless, existing methods suffer from several problems: 1) complexity, 2) the lack of explicit mappings to and from the latent space, 3) an inability to cope with multimodality, and 4) the lack of a well-defined density over the latent space. We propose an LVM called the Kernel Information Embedding (KIE) that defines a coherent joint density over the input and a learned latent space. Learning is quadratic, and it works well on small data sets. We also introduce a generalization, the shared KIE (sKIE), that allows us to model multiple input spaces (e.g., image features and poses) using a single, shared latent representation. KIE and sKIE permit missing data during inference and partially labeled data during learning. We show that with data sets too large to learn a coherent global model, one can use the sKIE to learn local online models. We use sKIE for human pose inference.