Tsuda K., Kawanabe M. (2002) The Leave-One-Out Kernel. In: Dorronsoro J.R. (eds) Artificial Neural Networks — ICANN 2002. ICANN 2002. Lecture Notes in Computer Science, vol 2415. Springer, Berlin, Heidelberg
Recently, several attempts have been made for deriving data-dependent kernels from distribution estimates with parametric models (e.g. the Fisher kernel). In this paper, we propose a new kernel derived from any distribution estimators, parametric or nonparametric. This kernel is called the Leave-one-out kernel (i.e. LOO kernel), because the leave-one-out process plays an important role to compute this kernel. We will show that, when applied to a parametric model, the LOO kernel converges to the Fisher kernel asymptotically as the number of samples goes to infinity.