在Bora等。 (2017年),在测量矩阵为高斯,信号结构是生成神经网络(GNN)的范围的设置中开发了一个数学框架,用于压缩传感保证。此后,当测量矩阵和/或网络权重遵循Subgaussian分布时,对GNNS进行压缩感测的问题进行了广泛的分析。我们超越了高斯的假设,以通过在单一基质的随机行中均匀地采样(包括作为特殊情况下的亚采样傅立叶测量值)来得出的测量矩阵。具体而言,我们证明了使用亚次采样的二型限制感测的第一个已知的限制等轴测保证,并提供了几乎有序的样品复杂性的恢复边界,解决了Scarlett等人的开放问题。 (2022,第10页)。恢复功效的特征是连贯性,这是一个新参数,该参数测量了网络范围与测量矩阵之间的相互作用。我们的方法依赖于子空间计数论点和思想的核心概率。此外,我们提出了一种正规化策略,以使GNN与测量运算符具有有利的连贯性。我们提供令人信服的数值模拟来支持这种正规训练策略:我们的策略产生低相干网络,需要更少的信号回收测量。这与我们的理论结果一起支持连贯性作为自然量,用于表征与亚次采样的生成压缩感测。
translated by 谷歌翻译
We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M . Can we complete the matrix and recover the entries that we have not seen?We show that one can perfectly recover most low-rank matrices from what appears to be an incomplete set of entries. We prove that if the number m of sampled entries obeys m ≥ C n 1.2 r log n for some positive numerical constant C, then with very high probability, most n × n matrices of rank r can be perfectly recovered by solving a simple convex optimization program. This program finds the matrix with minimum nuclear norm that fits the data. The condition above assumes that the rank is not too large. However, if one replaces the 1.2 exponent with 1.25, then the result holds for all values of the rank. Similar results hold for arbitrary rectangular matrices as well. Our results are connected with the recent literature on compressed sensing, and show that objects other than signals and images can be perfectly reconstructed from very limited information.
translated by 谷歌翻译
我们在随机特征矩阵的条件数上提供(高概率)界限。特别是,我们表明,如果复杂性比率$ \ frac {n} $ where $ n $是n $ with n $ wore $ n $是$ m $的数量,如$ \ log ^ {-1}( n)$或$ \ log(m)$,然后随机功能矩阵很好。该结果在没有正则化的情况下保持并且依赖于在随机特征矩阵的相关组件之间建立各种浓度界限。另外,我们在随机特征矩阵的受限等距常数上获得界限。我们证明了使用随机特征矩阵的回归问题相关的风险表现出双重下降现象,并且这是条件数的双缩小行为的效果。风险范围包括使用最小二乘问题的underParamedAimed设置和使用最小规范插值问题或稀疏回归问题的过次参数化设置。对于最小二乘或稀疏的回归案例,我们表明风险降低为$ M $和$ N $增加,即使在存在有限或随机噪声时也是如此。风险绑定与文献中的最佳缩放匹配,我们的结果中的常量是显式的,并且独立于数据的维度。
translated by 谷歌翻译
我们研究了用于线性回归的主动采样算法,该算法仅旨在查询目标向量$ b \ in \ mathbb {r} ^ n $的少量条目,并将近最低限度输出到$ \ min_ {x \ In \ mathbb {r} ^ d} \ | ax-b \ | $,其中$ a \ in \ mathbb {r} ^ {n \ times d} $是一个设计矩阵和$ \ | \ cdot \ | $是一些损失函数。对于$ \ ell_p $ norm回归的任何$ 0 <p <\ idty $,我们提供了一种基于Lewis权重采样的算法,其使用只需$ \ tilde {o}输出$(1+ \ epsilon)$近似解决方案(d ^ {\ max(1,{p / 2})} / \ mathrm {poly}(\ epsilon))$查询到$ b $。我们表明,这一依赖于$ D $是最佳的,直到对数因素。我们的结果解决了陈和Derezi的最近开放问题,陈和Derezi \'{n} Ski,他们为$ \ ell_1 $ norm提供了附近的最佳界限,以及$ p \中的$ \ ell_p $回归的次优界限(1,2) $。我们还提供了$ O的第一个总灵敏度上限(D ^ {\ max \ {1,p / 2 \} \ log ^ 2 n)$以满足最多的$ p $多项式增长。这改善了Tukan,Maalouf和Feldman的最新结果。通过将此与我们的技术组合起来的$ \ ell_p $回归结果,我们获得了一个使$ \ tilde o的活动回归算法(d ^ {1+ \ max \ {1,p / 2 \}} / \ mathrm {poly}。 (\ epsilon))$疑问,回答陈和德里兹的另一个打开问题{n}滑雪。对于Huber损失的重要特殊情况,我们进一步改善了我们对$ \ tilde o的主动样本复杂性的绑定(d ^ {(1+ \ sqrt2)/ 2} / \ epsilon ^ c)$和非活跃$ \ tilde o的样本复杂性(d ^ {4-2 \ sqrt 2} / \ epsilon ^ c)$,由于克拉克森和伍德拉夫而改善了Huber回归的以前的D ^ 4 $。我们的敏感性界限具有进一步的影响,使用灵敏度采样改善了各种先前的结果,包括orlicz规范子空间嵌入和鲁棒子空间近似。最后,我们的主动采样结果为每种$ \ ell_p $ norm提供的第一个Sublinear时间算法。
translated by 谷歌翻译
在本文中,我们研究了主要成分分析的问题,并采用了生成建模假设,采用了一个普通矩阵的通用模型,该模型包括涉及尖峰矩阵恢复和相位检索在内的明显特殊情况。关键假设是,基础信号位于$ l $ -Lipschitz连续生成模型的范围内,该模型具有有限的$ k $二维输入。我们提出了一个二次估计器,并证明它享有顺序的统计率$ \ sqrt {\ frac {k \ log l} {m} {m}} $,其中$ m $是样本的数量。我们还提供了近乎匹配的算法独立的下限。此外,我们提供了经典功率方法的一种变体,该方法将计算的数据投射到每次迭代期间生成模型的范围内。我们表明,在适当的条件下,该方法将指数级的快速收敛到达到上述统计率的点。我们在各种图像数据集上对峰值矩阵和相位检索模型进行实验,并说明了我们方法的性能提高到经典功率方法,并为稀疏主组件分析设计了截断的功率方法。
translated by 谷歌翻译
随机奇异值分解(RSVD)是用于计算大型数据矩阵截断的SVD的一类计算算法。给定A $ n \ times n $对称矩阵$ \ mathbf {m} $,原型RSVD算法输出通过计算$ \ mathbf {m mathbf {m} $的$ k $引导singular vectors的近似m}^{g} \ mathbf {g} $;这里$ g \ geq 1 $是一个整数,$ \ mathbf {g} \ in \ mathbb {r}^{n \ times k} $是一个随机的高斯素描矩阵。在本文中,我们研究了一般的“信号加上噪声”框架下的RSVD的统计特性,即,观察到的矩阵$ \ hat {\ mathbf {m}} $被认为是某种真实但未知的加法扰动信号矩阵$ \ mathbf {m} $。我们首先得出$ \ ell_2 $(频谱规范)和$ \ ell_ {2 \ to \ infty} $(最大行行列$ \ ell_2 $ norm)$ \ hat {\ hat {\ Mathbf {M}} $和信号矩阵$ \ Mathbf {M} $的真实单数向量。这些上限取决于信噪比(SNR)和功率迭代$ g $的数量。观察到一个相变现象,其中较小的SNR需要较大的$ g $值以保证$ \ ell_2 $和$ \ ell_ {2 \ to \ fo \ infty} $ distances的收敛。我们还表明,每当噪声矩阵满足一定的痕量生长条件时,这些相变发生的$ g $的阈值都会很清晰。最后,我们得出了近似奇异向量的行波和近似矩阵的进入波动的正常近似。我们通过将RSVD的几乎最佳性能保证在应用于三个统计推断问题的情况下,即社区检测,矩阵完成和主要的组件分析,并使用缺失的数据来说明我们的理论结果。
translated by 谷歌翻译
我们调查与高斯的混合的数据分享共同但未知,潜在虐待协方差矩阵的数据。我们首先考虑具有两个等级大小的组件的高斯混合,并根据最大似然估计导出最大切割整数程序。当样品的数量在维度下线性增长时,我们证明其解决方案实现了最佳的错误分类率,直到对数因子。但是,解决最大切割问题似乎是在计算上棘手的。为了克服这一点,我们开发了一种高效的频谱算法,该算法达到最佳速率,但需要一种二次样本量。虽然这种样本复杂性比最大切割问题更差,但我们猜测没有多项式方法可以更好地执行。此外,我们收集了支持统计计算差距存在的数值和理论证据。最后,我们将MAX-CUT程序概括为$ k $ -means程序,该程序处理多组分混合物的可能性不平等。它享有相似的最优性保证,用于满足运输成本不平等的分布式的混合物,包括高斯和强烈的对数的分布。
translated by 谷歌翻译
元学习或学习学习,寻求设计算法,可以利用以前的经验快速学习新技能或适应新环境。表示学习 - 用于执行元学习的关键工具 - 了解可以在多个任务中传输知识的数据表示,这在数据稀缺的状态方面是必不可少的。尽管最近在Meta-Leature的实践中感兴趣的兴趣,但缺乏元学习算法的理论基础,特别是在学习可转让陈述的背景下。在本文中,我们专注于多任务线性回归的问题 - 其中多个线性回归模型共享常见的低维线性表示。在这里,我们提供了可提供的快速,采样高效的算法,解决了(1)的双重挑战,从多个相关任务和(2)将此知识转移到新的,看不见的任务中的常见功能。两者都是元学习的一般问题的核心。最后,我们通过在学习这些线性特征的样本复杂性上提供信息定理下限来补充这些结果。
translated by 谷歌翻译
现代神经网络通常以强烈的过度构造状态运行:它们包含许多参数,即使实际标签被纯粹随机的标签代替,它们也可以插入训练集。尽管如此,他们在看不见的数据上达到了良好的预测错误:插值训练集并不会导致巨大的概括错误。此外,过度散色化似乎是有益的,因为它简化了优化景观。在这里,我们在神经切线(NT)制度中的两层神经网络的背景下研究这些现象。我们考虑了一个简单的数据模型,以及各向同性协变量的矢量,$ d $尺寸和$ n $隐藏的神经元。我们假设样本量$ n $和尺寸$ d $都很大,并且它们在多项式上相关。我们的第一个主要结果是对过份术的经验NT内核的特征结构的特征。这种表征意味着必然的表明,经验NT内核的最低特征值在$ ND \ gg n $后立即从零界限,因此网络可以在同一制度中精确插值任意标签。我们的第二个主要结果是对NT Ridge回归的概括误差的表征,包括特殊情况,最小值-ULL_2 $ NORD插值。我们证明,一旦$ nd \ gg n $,测试误差就会被内核岭回归之一相对于无限宽度内核而近似。多项式脊回归的误差依次近似后者,从而通过与激活函数的高度组件相关的“自我诱导的”项增加了正则化参数。多项式程度取决于样本量和尺寸(尤其是$ \ log n/\ log d $)。
translated by 谷歌翻译
In this paper, we study the trace regression when a matrix of parameters B* is estimated via the convex relaxation of a rank-regularized regression or via regularized non-convex optimization. It is known that these estimators satisfy near-optimal error bounds under assumptions on the rank, coherence, and spikiness of B*. We start by introducing a general notion of spikiness for B* that provides a generic recipe to prove the restricted strong convexity of the sampling operator of the trace regression and obtain near-optimal and non-asymptotic error bounds for the estimation error. Similar to the existing literature, these results require the regularization parameter to be above a certain theory-inspired threshold that depends on observation noise that may be unknown in practice. Next, we extend the error bounds to cases where the regularization parameter is chosen via cross-validation. This result is significant in that existing theoretical results on cross-validated estimators (Kale et al., 2011; Kumar et al., 2013; Abou-Moustafa and Szepesvari, 2017) do not apply to our setting since the estimators we study are not known to satisfy their required notion of stability. Finally, using simulations on synthetic and real data, we show that the cross-validated estimator selects a near-optimal penalty parameter and outperforms the theory-inspired approach of selecting the parameter.
translated by 谷歌翻译
This paper studies the quantization of heavy-tailed data in some fundamental statistical estimation problems, where the underlying distributions have bounded moments of some order. We propose to truncate and properly dither the data prior to a uniform quantization. Our major standpoint is that (near) minimax rates of estimation error are achievable merely from the quantized data produced by the proposed scheme. In particular, concrete results are worked out for covariance estimation, compressed sensing, and matrix completion, all agreeing that the quantization only slightly worsens the multiplicative factor. Besides, we study compressed sensing where both covariate (i.e., sensing vector) and response are quantized. Under covariate quantization, although our recovery program is non-convex because the covariance matrix estimator lacks positive semi-definiteness, all local minimizers are proved to enjoy near optimal error bound. Moreover, by the concentration inequality of product process and covering argument, we establish near minimax uniform recovery guarantee for quantized compressed sensing with heavy-tailed noise.
translated by 谷歌翻译
Neural networks with random weights appear in a variety of machine learning applications, most prominently as the initialization of many deep learning algorithms and as a computationally cheap alternative to fully learned neural networks. In the present article, we enhance the theoretical understanding of random neural networks by addressing the following data separation problem: under what conditions can a random neural network make two classes $\mathcal{X}^-, \mathcal{X}^+ \subset \mathbb{R}^d$ (with positive distance) linearly separable? We show that a sufficiently large two-layer ReLU-network with standard Gaussian weights and uniformly distributed biases can solve this problem with high probability. Crucially, the number of required neurons is explicitly linked to geometric properties of the underlying sets $\mathcal{X}^-, \mathcal{X}^+$ and their mutual arrangement. This instance-specific viewpoint allows us to overcome the usual curse of dimensionality (exponential width of the layers) in non-pathological situations where the data carries low-complexity structure. We quantify the relevant structure of the data in terms of a novel notion of mutual complexity (based on a localized version of Gaussian mean width), which leads to sound and informative separation guarantees. We connect our result with related lines of work on approximation, memorization, and generalization.
translated by 谷歌翻译
本文涉及使用多项式的有限样品的平滑,高维函数的近似。这项任务是计算科学和工程中许多应用的核心 - 尤其是由参数建模和不确定性量化引起的。通常在此类应用中使用蒙特卡洛(MC)采样,以免屈服于维度的诅咒。但是,众所周知,这种策略在理论上是最佳的。尺寸$ n $有许多多项式空间,样品复杂度尺度划分为$ n $。这种有据可查的现象导致了一致的努力,以设计改进的,实际上是近乎最佳的策略,其样本复杂性是线性的,甚至线性地缩小了$ n $。自相矛盾的是,在这项工作中,我们表明MC实际上是高维度中的一个非常好的策略。我们首先通过几个数值示例记录了这种现象。接下来,我们提出一个理论分析,该分析能够解决这种悖论,以实现无限多变量的全体形态功能。我们表明,基于$ M $ MC样本的最小二乘方案,其错误衰减为$ m/\ log(m)$,其速率与最佳$ n $ term的速率相同多项式近似。该结果是非构造性的,因为它假定了进行近似的合适多项式空间的知识。接下来,我们提出了一个基于压缩感应的方案,该方案达到了相同的速率,除了较大的聚类因子。该方案是实用的,并且在数值上,它的性能和比知名的自适应最小二乘方案的性能和更好。总体而言,我们的发现表明,当尺寸足够高时,MC采样非常适合平滑功能近似。因此,改进的采样策略的好处通常仅限于较低维度的设置。
translated by 谷歌翻译
The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the literature of a diverse set of fields including system identification and control, Euclidean embedding, and collaborative filtering. Although specific instances can often be solved with specialized algorithms, the general affine rank minimization problem is NP-hard, because it contains vector cardinality minimization as a special case.In this paper, we show that if a certain restricted isometry property holds for the linear transformation defining the constraints, the minimum rank solution can be recovered by solving a convex optimization problem, namely the minimization of the nuclear norm over the given affine space. We present several random ensembles of equations where the restricted isometry property holds with overwhelming probability, provided the codimension of the subspace is Ω(r(m + n) log mn), where m, n are the dimensions of the matrix, and r is its rank.The techniques used in our analysis have strong parallels in the compressed sensing framework. We discuss how affine rank minimization generalizes this pre-existing concept and outline a dictionary relating concepts from cardinality minimization to those of rank minimization. We also discuss several algorithmic approaches to solving the norm minimization relaxations, and illustrate our results with numerical examples.
translated by 谷歌翻译
对于高维和非参数统计模型,速率最优估计器平衡平方偏差和方差是一种常见的现象。虽然这种平衡被广泛观察到,但很少知道是否存在可以避免偏差和方差之间的权衡的方法。我们提出了一般的策略,以获得对任何估计方差的下限,偏差小于预先限定的界限。这表明偏差差异折衷的程度是不可避免的,并且允许量化不服从其的方法的性能损失。该方法基于许多抽象的下限,用于涉及关于不同概率措施的预期变化以及诸如Kullback-Leibler或Chi-Sque-diversence的信息措施的变化。其中一些不平等依赖于信息矩阵的新概念。在该物品的第二部分中,将抽象的下限应用于几种统计模型,包括高斯白噪声模型,边界估计问题,高斯序列模型和高维线性回归模型。对于这些特定的统计应用,发生不同类型的偏差差异发生,其实力变化很大。对于高斯白噪声模型中集成平方偏置和集成方差之间的权衡,我们将较低界限的一般策略与减少技术相结合。这允许我们将原始问题与估计的估计器中的偏差折衷联动,以更简单的统计模型中具有额外的对称性属性。在高斯序列模型中,发生偏差差异的不同相位转换。虽然偏差和方差之间存在非平凡的相互作用,但是平方偏差的速率和方差不必平衡以实现最小估计速率。
translated by 谷歌翻译
We consider the nonlinear inverse problem of learning a transition operator $\mathbf{A}$ from partial observations at different times, in particular from sparse observations of entries of its powers $\mathbf{A},\mathbf{A}^2,\cdots,\mathbf{A}^{T}$. This Spatio-Temporal Transition Operator Recovery problem is motivated by the recent interest in learning time-varying graph signals that are driven by graph operators depending on the underlying graph topology. We address the nonlinearity of the problem by embedding it into a higher-dimensional space of suitable block-Hankel matrices, where it becomes a low-rank matrix completion problem, even if $\mathbf{A}$ is of full rank. For both a uniform and an adaptive random space-time sampling model, we quantify the recoverability of the transition operator via suitable measures of incoherence of these block-Hankel embedding matrices. For graph transition operators these measures of incoherence depend on the interplay between the dynamics and the graph topology. We develop a suitable non-convex iterative reweighted least squares (IRLS) algorithm, establish its quadratic local convergence, and show that, in optimal scenarios, no more than $\mathcal{O}(rn \log(nT))$ space-time samples are sufficient to ensure accurate recovery of a rank-$r$ operator $\mathbf{A}$ of size $n \times n$. This establishes that spatial samples can be substituted by a comparable number of space-time samples. We provide an efficient implementation of the proposed IRLS algorithm with space complexity of order $O(r n T)$ and per-iteration time complexity linear in $n$. Numerical experiments for transition operators based on several graph models confirm that the theoretical findings accurately track empirical phase transitions, and illustrate the applicability and scalability of the proposed algorithm.
translated by 谷歌翻译
近年来,在诸如denoing,压缩感应,介入和超分辨率等反问题中使用深度学习方法的使用取得了重大进展。尽管这种作品主要是由实践算法和实验驱动的,但它也引起了各种有趣的理论问题。在本文中,我们调查了这一作品中一些突出的理论发展,尤其是生成先验,未经训练的神经网络先验和展开算法。除了总结这些主题中的现有结果外,我们还强调了一些持续的挑战和开放问题。
translated by 谷歌翻译
本文向许多受访者调查了同时的偏好和度量学习。一组由$ d $二维功能向量和表格的配对比较``项目$ i $都比item $ j $更可取'的项目。我们的模型共同学习了一个距离指标,该指标表征了人群对项目相似性的一般度量,以及每个用户反映其个人喜好的潜在理想点。该模型具有捕获个人喜好的灵活性,同时享受在人群中摊销的度量学习样本成本。我们首先以无声的,连续的响应设置(即等于项目距离的差异)来研究这个问题,以了解学习的基本限制。接下来,我们建立了嘈杂的预测错误保证,可以从人类受访者那里收集诸如二进制测量值,并显示样品复杂性在基础度量较低时如何提高。最后,我们根据响应分布的假设建立恢复保证。我们在模拟数据和大量用户的颜色偏好判断数据集上演示了模型的性能。
translated by 谷歌翻译
我们考虑估计与I.I.D的排名$ 1 $矩阵因素的问题。高斯,排名$ 1 $的测量值,这些测量值非线性转化和损坏。考虑到非线性的两种典型选择,我们研究了从随机初始化开始的此非convex优化问题的天然交流更新规则的收敛性能。我们通过得出确定性递归,即使在高维问题中也是准确的,我们显示出算法的样本分割版本的敏锐收敛保证。值得注意的是,虽然无限样本的种群更新是非信息性的,并提示单个步骤中的精确恢复,但算法 - 我们的确定性预测 - 从随机初始化中迅速地收敛。我们尖锐的非反应分析也暴露了此问题的其他几种细粒度,包括非线性和噪声水平如何影响收敛行为。从技术层面上讲,我们的结果可以通过证明我们的确定性递归可以通过我们的确定性顺序来预测我们的确定性序列,而当每次迭代都以$ n $观测来运行时,我们的确定性顺序可以通过$ n^{ - 1/2} $的波动。我们的技术利用了源自有关高维$ m $估计文献的遗留工具,并为通过随机数据的其他高维优化问题的随机初始化而彻底地分析了高阶迭代算法的途径。
translated by 谷歌翻译
The goal of compressed sensing is to estimate a vector from an underdetermined system of noisy linear measurements, by making use of prior knowledge on the structure of vectors in the relevant domain. For almost all results in this literature, the structure is represented by sparsity in a well-chosen basis. We show how to achieve guarantees similar to standard compressed sensing but without employing sparsity at all. Instead, we suppose that vectors lie near the range of a generative model G : R k → R n . Our main theorem is that, if G is L-Lipschitz, then roughly O(k log L) random Gaussian measurements suffice for an 2/ 2 recovery guarantee. We demonstrate our results using generative models from published variational autoencoder and generative adversarial networks. Our method can use 5-10x fewer measurements than Lasso for the same accuracy.
translated by 谷歌翻译