  Many contemporary statistical learning methods assume a Euclidean feature
space. This paper presents a method for defining similarity based on
hyperspherical geometry and shows that it often improves the performance of
support vector machine compared to other competing similarity measures.
Specifically, the idea of using heat diffusion on a hypersphere to measure
similarity has been previously proposed, demonstrating promising results based
on a heuristic heat kernel obtained from the zeroth order parametrix expansion;
however, how well this heuristic kernel agrees with the exact hyperspherical
heat kernel remains unknown. This paper presents a higher order parametrix
expansion of the heat kernel on a unit hypersphere and discusses several
problems associated with this expansion method. We then compare the heuristic
kernel with an exact form of the heat kernel expressed in terms of a uniformly
and absolutely convergent series in high-dimensional angular momentum
eigenmodes. Being a natural measure of similarity between sample points
dwelling on a hypersphere, the exact kernel often shows superior performance in
kernel SVM classifications applied to text mining, tumor somatic mutation
imputation, and stock market analysis.
