Kronecker产品的自然概括是Kronecker产品的张量Kronecker产品,在多个研究社区中独立出现。像它们的矩阵对应物一样,张量的概括为隐式乘法和分解定理提供了结构。我们提出了一个定理,该定理将张量kronecker产品的主要特征向量分解,这是从矩阵理论到张量特征向量的罕见概括。该定理意味着在kronecker产品的张量功率方法的迭代中应该存在低级结构。我们研究了网络对齐算法TAME中的低等级结构,这是一种功率方法启发式方法。直接或通过新的启发式嵌入方法使用低级结构,我们生成的新算法在提高或保持准确性的同时更快,并扩展到无法通过现有技术实际处理的问题。
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Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which demonstrates that randomization offers a powerful tool for performing low-rank matrix approximation. These techniques exploit modern computational architectures more fully than classical methods and open the possibility of dealing with truly massive data sets.This paper presents a modular framework for constructing randomized algorithms that compute partial matrix decompositions. These methods use random sampling to identify a subspace that captures most of the action of a matrix. The input matrix is then compressed-either explicitly or implicitly-to this subspace, and the reduced matrix is manipulated deterministically to obtain the desired low-rank factorization. In many cases, this approach beats its classical competitors in terms of accuracy, speed, and robustness. These claims are supported by extensive numerical experiments and a detailed error analysis.The specific benefits of randomized techniques depend on the computational environment. Consider the model problem of finding the k dominant components of the singular value decomposition of an m × n matrix. (i) For a dense input matrix, randomized algorithms require O(mn log(k)) floating-point operations (flops) in contrast with O(mnk) for classical algorithms. (ii) For a sparse input matrix, the flop count matches classical Krylov subspace methods, but the randomized approach is more robust and can easily be reorganized to exploit multi-processor architectures. (iii) For a matrix that is too large to fit in fast memory, the randomized techniques require only a constant number of passes over the data, as opposed to O(k) passes for classical algorithms. In fact, it is sometimes possible to perform matrix approximation with a single pass over the data.
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网络数据通常在各种应用程序中收集,代表感兴趣的功能之间直接测量或统计上推断的连接。在越来越多的域中,这些网络会随着时间的流逝而收集,例如不同日子或多个主题之间的社交媒体平台用户之间的交互,例如在大脑连接性的多主体研究中。在分析多个大型网络时,降低降低技术通常用于将网络嵌入更易于处理的低维空间中。为此,我们通过专门的张量分解来开发用于网络集合的主组件分析(PCA)的框架,我们将半对称性张量PCA或SS-TPCA术语。我们得出计算有效的算法来计算我们提出的SS-TPCA分解,并在标准的低级别信号加噪声模型下建立方法的统计效率。值得注意的是,我们表明SS-TPCA具有与经典矩阵PCA相同的估计精度,并且与网络中顶点数的平方根成正比,而不是预期的边缘数。我们的框架继承了古典PCA的许多优势,适用于广泛的无监督学习任务,包括识别主要网络,隔离有意义的更改点或外出观察,以及表征最不同边缘的“可变性网络”。最后,我们证明了我们的提案对模拟数据的有效性以及经验法律研究的示例。用于建立我们主要一致性结果的技术令人惊讶地简单明了,可能会在其他各种网络分析问题中找到使用。
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我们研究了用$ q $ modes $ a \ in \ mathbb {r}^{n \ times \ ldots \ times n} $的近似给定张量的问题。图$ g =(v,e)$,其中$ | v | = q $,以及张张量的集合$ \ {u_v \ mid v \ in v \} $,以$ g $指定的方式收缩以获取张量$ t $。对于$ u_v $的每种模式,对应于$ v $的边缘事件,尺寸为$ k $,我们希望找到$ u_v $,以便最小化$ t $和$ a $之间的frobenius norm距离。这概括了许多众所周知的张量网络分解,例如张量列,张量环,塔克和PEPS分解。我们大约是二进制树网络$ t'$带有$ o(q)$核的大约$ a $,因此该网络的每个边缘上的尺寸最多是$ \ widetilde {o}(k^{o(dt) } \ cdot q/\ varepsilon)$,其中$ d $是$ g $的最大度,$ t $是其树宽,因此$ \ | a -t'-t'\ | _f^2 \ leq(1 + \ Varepsilon)\ | a -t \ | _f^2 $。我们算法的运行时间为$ o(q \ cdot \ text {nnz}(a)) + n \ cdot \ text {poly}(k^{dt} q/\ varepsilon)$,其中$ \ text {nnz }(a)$是$ a $的非零条目的数量。我们的算法基于一种可能具有独立感兴趣的张量分解的新维度降低技术。我们还开发了固定参数可处理的$(1 + \ varepsilon)$ - 用于张量火车和塔克分解的近似算法,改善了歌曲的运行时间,Woodruff和Zhong(Soda,2019),并避免使用通用多项式系统求解器。我们表明,我们的算法对$ 1/\ varepsilon $具有几乎最佳的依赖性,假设没有$ O(1)$ - 近似算法的$ 2 \至4 $ norm,并且运行时间比蛮力更好。最后,我们通过可靠的损失函数和固定参数可拖动CP分解给出了塔克分解的其他结果。
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Kernel matrices, as well as weighted graphs represented by them, are ubiquitous objects in machine learning, statistics and other related fields. The main drawback of using kernel methods (learning and inference using kernel matrices) is efficiency -- given $n$ input points, most kernel-based algorithms need to materialize the full $n \times n$ kernel matrix before performing any subsequent computation, thus incurring $\Omega(n^2)$ runtime. Breaking this quadratic barrier for various problems has therefore, been a subject of extensive research efforts. We break the quadratic barrier and obtain $\textit{subquadratic}$ time algorithms for several fundamental linear-algebraic and graph processing primitives, including approximating the top eigenvalue and eigenvector, spectral sparsification, solving linear systems, local clustering, low-rank approximation, arboricity estimation and counting weighted triangles. We build on the recent Kernel Density Estimation framework, which (after preprocessing in time subquadratic in $n$) can return estimates of row/column sums of the kernel matrix. In particular, we develop efficient reductions from $\textit{weighted vertex}$ and $\textit{weighted edge sampling}$ on kernel graphs, $\textit{simulating random walks}$ on kernel graphs, and $\textit{importance sampling}$ on matrices to Kernel Density Estimation and show that we can generate samples from these distributions in $\textit{sublinear}$ (in the support of the distribution) time. Our reductions are the central ingredient in each of our applications and we believe they may be of independent interest. We empirically demonstrate the efficacy of our algorithms on low-rank approximation (LRA) and spectral sparsification, where we observe a $\textbf{9x}$ decrease in the number of kernel evaluations over baselines for LRA and a $\textbf{41x}$ reduction in the graph size for spectral sparsification.
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This survey provides an overview of higher-order tensor decompositions, their applications, and available software. A tensor is a multidimensional or N -way array. Decompositions of higher-order tensors (i.e., N -way arrays with N ≥ 3) have applications in psychometrics, chemometrics, signal processing, numerical linear algebra, computer vision, numerical analysis, data mining, neuroscience, graph analysis, and elsewhere. Two particular tensor decompositions can be considered to be higher-order extensions of the matrix singular value decomposition: CANDECOMP/PARAFAC (CP) decomposes a tensor as a sum of rank-one tensors, and the Tucker decomposition is a higher-order form of principal component analysis. There are many other tensor decompositions, including INDSCAL, PARAFAC2, CANDELINC, DEDICOM, and PARATUCK2 as well as nonnegative variants of all of the above. The N-way Toolbox, Tensor Toolbox, and Multilinear Engine are examples of software packages for working with tensors.
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近年来,基于Weisfeiler-Leman算法的算法和神经架构,是一个众所周知的Graph同构问题的启发式问题,它成为具有图形和关系数据的机器学习的强大工具。在这里,我们全面概述了机器学习设置中的算法的使用,专注于监督的制度。我们讨论了理论背景,展示了如何将其用于监督的图形和节点表示学习,讨论最近的扩展,并概述算法的连接(置换 - )方面的神经结构。此外,我们概述了当前的应用和未来方向,以刺激进一步的研究。
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Graph clustering is a fundamental problem in unsupervised learning, with numerous applications in computer science and in analysing real-world data. In many real-world applications, we find that the clusters have a significant high-level structure. This is often overlooked in the design and analysis of graph clustering algorithms which make strong simplifying assumptions about the structure of the graph. This thesis addresses the natural question of whether the structure of clusters can be learned efficiently and describes four new algorithmic results for learning such structure in graphs and hypergraphs. All of the presented theoretical results are extensively evaluated on both synthetic and real-word datasets of different domains, including image classification and segmentation, migration networks, co-authorship networks, and natural language processing. These experimental results demonstrate that the newly developed algorithms are practical, effective, and immediately applicable for learning the structure of clusters in real-world data.
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This work considers a computationally and statistically efficient parameter estimation method for a wide class of latent variable models-including Gaussian mixture models, hidden Markov models, and latent Dirichlet allocation-which exploits a certain tensor structure in their low-order observable moments (typically, of second-and third-order). Specifically, parameter estimation is reduced to the problem of extracting a certain (orthogonal) decomposition of a symmetric tensor derived from the moments; this decomposition can be viewed as a natural generalization of the singular value decomposition for matrices. Although tensor decompositions are generally intractable to compute, the decomposition of these specially structured tensors can be efficiently obtained by a variety of approaches, including power iterations and maximization approaches (similar to the case of matrices). A detailed analysis of a robust tensor power method is provided, establishing an analogue of Wedin's perturbation theorem for the singular vectors of matrices. This implies a robust and computationally tractable estimation approach for several popular latent variable models.
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随机块模型(SBM)是一个随机图模型,其连接不同的顶点组不同。它被广泛用作研究聚类和社区检测的规范模型,并提供了肥沃的基础来研究组合统计和更普遍的数据科学中出现的信息理论和计算权衡。该专着调查了最近在SBM中建立社区检测的基本限制的最新发展,无论是在信息理论和计算方案方面,以及各种恢复要求,例如精确,部分和弱恢复。讨论的主要结果是在Chernoff-Hellinger阈值中进行精确恢复的相转换,Kesten-Stigum阈值弱恢复的相变,最佳的SNR - 单位信息折衷的部分恢复以及信息理论和信息理论之间的差距计算阈值。该专着给出了在寻求限制时开发的主要算法的原则推导,特别是通过绘制绘制,半定义编程,(线性化)信念传播,经典/非背带频谱和图形供电。还讨论了其他块模型的扩展,例如几何模型和一些开放问题。
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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.
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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.
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由于机器学习,统计和科学的应用,多边缘最佳运输(MOT)引起了极大的兴趣。但是,在大多数应用中,MOT的成功受到缺乏有效算法的严重限制。实际上,MOT一般需要在边际K及其支撑大小n的数量中指数时间n。本文开发了一个关于“结构”在poly(n,k)时间中可溶解的一般理论。我们开发了一个统一的算法框架,用于通过表征不同算法所需的“结构”来解决poly(n,k)时间中的MOT,这是根据双重可行性甲骨文的简单变体所需的。该框架有几个好处。首先,它使我们能够证明当前是最流行的MOT算法的Sinkhorn算法比其他算法要在poly(n,k)时间中求解MOT所需的结构更严格。其次,我们的框架使得为给定的MOT问题开发poly(n,k)时间算法变得更加简单。特别是(大约)解决双重可行性Oracle是必要和足够的 - 这更适合标准算法技术。我们通过为三个通用类成本结构类别的poly(n,k)时间算法开发poly(n,k)时间算法来说明这种易用性:(1)图形结构; (2)设定优化结构; (3)低阶和稀疏结构。对于结构(1),我们恢复了Sindhorn具有poly(n,k)运行时的已知结果;此外,我们为计算精确且稀疏的解决方案提供了第一个poly(n,k)时间算法。对于结构(2) - (3),我们给出了第一个poly(n,k)时间算法,甚至用于近似计算。这三个结构一起涵盖了许多MOT的当前应用。
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We propose an efficient method for approximating natural gradient descent in neural networks which we call Kronecker-factored Approximate Curvature (K-FAC). K-FAC is based on an efficiently invertible approximation of a neural network's Fisher information matrix which is neither diagonal nor low-rank, and in some cases is completely non-sparse. It is derived by approximating various large blocks of the Fisher (corresponding to entire layers) as being the Kronecker product of two much smaller matrices. While only several times more expensive to compute than the plain stochastic gradient, the updates produced by K-FAC make much more progress optimizing the objective, which results in an algorithm that can be much faster than stochastic gradient descent with momentum in practice. And unlike some previously proposed approximate natural-gradient/Newton methods which use high-quality non-diagonal curvature matrices (such as Hessian-free optimization), K-FAC works very well in highly stochastic optimization regimes. This is because the cost of storing and inverting K-FAC's approximation to the curvature matrix does not depend on the amount of data used to estimate it, which is a feature typically associated only with diagonal or low-rank approximations to the curvature matrix.
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我们提出了一个算法框架,用于近距离矩阵上的量子启发的经典算法,概括了Tang的突破性量子启发算法开始的一系列结果,用于推荐系统[STOC'19]。由量子线性代数算法和gily \'en,su,low和wiebe [stoc'19]的量子奇异值转换(SVT)框架[SVT)的动机[STOC'19],我们开发了SVT的经典算法合适的量子启发的采样假设。我们的结果提供了令人信服的证据,表明在相应的QRAM数据结构输入模型中,量子SVT不会产生指数量子加速。由于量子SVT框架基本上概括了量子线性代数的所有已知技术,因此我们的结果与先前工作的采样引理相结合,足以概括所有有关取消量子机器学习算法的最新结果。特别是,我们的经典SVT框架恢复并经常改善推荐系统,主成分分析,监督聚类,支持向量机器,低秩回归和半决赛程序解决方案的取消结果。我们还为汉密尔顿低级模拟和判别分析提供了其他取消化结果。我们的改进来自识别量子启发的输入模型的关键功能,该模型是所有先前量子启发的结果的核心:$ \ ell^2 $ -Norm采样可以及时近似于其尺寸近似矩阵产品。我们将所有主要结果减少到这一事实,使我们的简洁,独立和直观。
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In recent years, spectral clustering has become one of the most popular modern clustering algorithms. It is simple to implement, can be solved efficiently by standard linear algebra software, and very often outperforms traditional clustering algorithms such as the k-means algorithm. On the first glance spectral clustering appears slightly mysterious, and it is not obvious to see why it works at all and what it really does. The goal of this tutorial is to give some intuition on those questions. We describe different graph Laplacians and their basic properties, present the most common spectral clustering algorithms, and derive those algorithms from scratch by several different approaches. Advantages and disadvantages of the different spectral clustering algorithms are discussed.
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在过去十年中,图形内核引起了很多关注,并在结构化数据上发展成为一种快速发展的学习分支。在过去的20年中,该领域发生的相当大的研究活动导致开发数十个图形内核,每个图形内核都对焦于图形的特定结构性质。图形内核已成功地成功地在广泛的域中,从社交网络到生物信息学。本调查的目标是提供图形内核的文献的统一视图。特别是,我们概述了各种图形内核。此外,我们对公共数据集的几个内核进行了实验评估,并提供了比较研究。最后,我们讨论图形内核的关键应用,并概述了一些仍有待解决的挑战。
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我们研究了一种基于播种在随机节点上的个性化Pagerank矢量矩阵的简单嵌入技术。我们表明,该矩阵(1)的元素对数产生的嵌入与光谱嵌入具有重要意义的一类图形的光谱嵌入有关,因此可以对数据进行有用的表示,(2)可以为(2)完成(2)与网络的大小相比,整个网络或较小的部分,可以实现精确的本地表示形式,并且(3)使用相对较少的Pagerank向量。最重要的是,这种嵌入策略的一般性质打开了许多新兴应用,这些应用程序可能无法确定为基于Pagerank的亲戚。例如,类似的技术可以在来自HyperGraphs的Pagerank矢量上使用,以获取“光谱样”的嵌入。
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The stochastic block model (SBM) is a random graph model with planted clusters. It is widely employed as a canonical model to study clustering and community detection, and provides generally a fertile ground to study the statistical and computational tradeoffs that arise in network and data sciences.This note surveys the recent developments that establish the fundamental limits for community detection in the SBM, both with respect to information-theoretic and computational thresholds, and for various recovery requirements such as exact, partial and weak recovery (a.k.a., detection). The main results discussed are the phase transitions for exact recovery at the Chernoff-Hellinger threshold, the phase transition for weak recovery at the Kesten-Stigum threshold, the optimal distortion-SNR tradeoff for partial recovery, the learning of the SBM parameters and the gap between information-theoretic and computational thresholds.The note also covers some of the algorithms developed in the quest of achieving the limits, in particular two-round algorithms via graph-splitting, semi-definite programming, linearized belief propagation, classical and nonbacktracking spectral methods. A few open problems are also discussed.
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该博士学位论文的中心对象是在计算机科学和统计力学领域的不同名称中以不同名称而闻名的。在计算机科学中,它被称为“最大切割问题”,这是著名的21个KARP的原始NP硬性问题之一,而物理学的相同物体称为Ising Spin Glass模型。这种丰富的结构的模型通常是减少或重新制定计算机科学,物理和工程学的现实问题。但是,准确地求解此模型(查找最大剪切或基态)可能会留下一个棘手的问题(除非$ \ textit {p} = \ textit {np} $),并且需要为每一个开发临时启发式学特定的实例家庭。离散和连续优化之间的明亮而美丽的连接之一是一种基于半限定编程的圆形方案,以最大程度地切割。此过程使我们能够找到一个近乎最佳的解决方案。此外,该方法被认为是多项式时间中最好的。在本论文的前两章中,我们研究了旨在改善舍入方案的局部非凸照。在本文的最后一章中,我们迈出了一步,并旨在控制我们想要在前几章中解决的问题的解决方案。我们在Ising模型上制定了双层优化问题,在该模型中,我们希望尽可能少地调整交互作用,以使所得ISING模型的基态满足所需的标准。大流行建模出现了这种问题。我们表明,当相互作用是非负的时,我们的双层优化是在多项式时间内使用凸编程来解决的。
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