在机器学习中调用多种假设需要了解歧管的几何形状和维度,理论决定了需要多少样本。但是,在应用程序数据中,采样可能不均匀,歧管属性是未知的,并且(可能)非纯化;这意味着社区必须适应本地结构。我们介绍了一种用于推断相似性内核提供数据的自适应邻域的算法。从本地保守的邻域(Gabriel)图开始,我们根据加权对应物进行迭代率稀疏。在每个步骤中,线性程序在全球范围内产生最小的社区,并且体积统计数据揭示了邻居离群值可能违反了歧管几何形状。我们将自适应邻域应用于非线性维度降低,地球计算和维度估计。与标准算法的比较,例如使用K-Nearest邻居,证明了它们的实用性。
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最近有一项激烈的活动在嵌入非常高维和非线性数据结构的嵌入中,其中大部分在数据科学和机器学习文献中。我们分四部分调查这项活动。在第一部分中,我们涵盖了非线性方法,例如主曲线,多维缩放,局部线性方法,ISOMAP,基于图形的方法和扩散映射,基于内核的方法和随机投影。第二部分与拓扑嵌入方法有关,特别是将拓扑特性映射到持久图和映射器算法中。具有巨大增长的另一种类型的数据集是非常高维网络数据。第三部分中考虑的任务是如何将此类数据嵌入中等维度的向量空间中,以使数据适合传统技术,例如群集和分类技术。可以说,这是算法机器学习方法与统计建模(所谓的随机块建模)之间的对比度。在论文中,我们讨论了两种方法的利弊。调查的最后一部分涉及嵌入$ \ mathbb {r}^ 2 $,即可视化中。提出了三种方法:基于第一部分,第二和第三部分中的方法,$ t $ -sne,UMAP和大节。在两个模拟数据集上进行了说明和比较。一个由嘈杂的ranunculoid曲线组成的三胞胎,另一个由随机块模型和两种类型的节点产生的复杂性的网络组成。
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In this work we study statistical properties of graph-based algorithms for multi-manifold clustering (MMC). In MMC the goal is to retrieve the multi-manifold structure underlying a given Euclidean data set when this one is assumed to be obtained by sampling a distribution on a union of manifolds $\mathcal{M} = \mathcal{M}_1 \cup\dots \cup \mathcal{M}_N$ that may intersect with each other and that may have different dimensions. We investigate sufficient conditions that similarity graphs on data sets must satisfy in order for their corresponding graph Laplacians to capture the right geometric information to solve the MMC problem. Precisely, we provide high probability error bounds for the spectral approximation of a tensorized Laplacian on $\mathcal{M}$ with a suitable graph Laplacian built from the observations; the recovered tensorized Laplacian contains all geometric information of all the individual underlying manifolds. We provide an example of a family of similarity graphs, which we call annular proximity graphs with angle constraints, satisfying these sufficient conditions. We contrast our family of graphs with other constructions in the literature based on the alignment of tangent planes. Extensive numerical experiments expand the insights that our theory provides on the MMC problem.
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We consider the problem of estimating a multivariate function $f_0$ of bounded variation (BV), from noisy observations $y_i = f_0(x_i) + z_i$ made at random design points $x_i \in \mathbb{R}^d$, $i=1,\ldots,n$. We study an estimator that forms the Voronoi diagram of the design points, and then solves an optimization problem that regularizes according to a certain discrete notion of total variation (TV): the sum of weighted absolute differences of parameters $\theta_i,\theta_j$ (which estimate the function values $f_0(x_i),f_0(x_j)$) at all neighboring cells $i,j$ in the Voronoi diagram. This is seen to be equivalent to a variational optimization problem that regularizes according to the usual continuum (measure-theoretic) notion of TV, once we restrict the domain to functions that are piecewise constant over the Voronoi diagram. The regression estimator under consideration hence performs (shrunken) local averaging over adaptively formed unions of Voronoi cells, and we refer to it as the Voronoigram, following the ideas in Koenker (2005), and drawing inspiration from Tukey's regressogram (Tukey, 1961). Our contributions in this paper span both the conceptual and theoretical frontiers: we discuss some of the unique properties of the Voronoigram in comparison to TV-regularized estimators that use other graph-based discretizations; we derive the asymptotic limit of the Voronoi TV functional; and we prove that the Voronoigram is minimax rate optimal (up to log factors) for estimating BV functions that are essentially bounded.
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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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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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Network-based analyses of dynamical systems have become increasingly popular in climate science. Here we address network construction from a statistical perspective and highlight the often ignored fact that the calculated correlation values are only empirical estimates. To measure spurious behaviour as deviation from a ground truth network, we simulate time-dependent isotropic random fields on the sphere and apply common network construction techniques. We find several ways in which the uncertainty stemming from the estimation procedure has major impact on network characteristics. When the data has locally coherent correlation structure, spurious link bundle teleconnections and spurious high-degree clusters have to be expected. Anisotropic estimation variance can also induce severe biases into empirical networks. We validate our findings with ERA5 reanalysis data. Moreover we explain why commonly applied resampling procedures are inappropriate for significance evaluation and propose a statistically more meaningful ensemble construction framework. By communicating which difficulties arise in estimation from scarce data and by presenting which design decisions increase robustness, we hope to contribute to more reliable climate network construction in the future.
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We review clustering as an analysis tool and the underlying concepts from an introductory perspective. What is clustering and how can clusterings be realised programmatically? How can data be represented and prepared for a clustering task? And how can clustering results be validated? Connectivity-based versus prototype-based approaches are reflected in the context of several popular methods: single-linkage, spectral embedding, k-means, and Gaussian mixtures are discussed as well as the density-based protocols (H)DBSCAN, Jarvis-Patrick, CommonNN, and density-peaks.
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A common approach to modeling networks assigns each node to a position on a low-dimensional manifold where distance is inversely proportional to connection likelihood. More positive manifold curvature encourages more and tighter communities; negative curvature induces repulsion. We consistently estimate manifold type, dimension, and curvature from simply connected, complete Riemannian manifolds of constant curvature. We represent the graph as a noisy distance matrix based on the ties between cliques, then develop hypothesis tests to determine whether the observed distances could plausibly be embedded isometrically in each of the candidate geometries. We apply our approach to data-sets from economics and neuroscience.
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Experimental sciences have come to depend heavily on our ability to organize, interpret and analyze high-dimensional datasets produced from observations of a large number of variables governed by natural processes. Natural laws, conservation principles, and dynamical structure introduce intricate inter-dependencies among these observed variables, which in turn yield geometric structure, with fewer degrees of freedom, on the dataset. We show how fine-scale features of this structure in data can be extracted from \emph{discrete} approximations to quantum mechanical processes given by data-driven graph Laplacians and localized wavepackets. This data-driven quantization procedure leads to a novel, yet natural uncertainty principle for data analysis induced by limited data. We illustrate the new approach with algorithms and several applications to real-world data, including the learning of patterns and anomalies in social distancing and mobility behavior during the COVID-19 pandemic.
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我们调查识别来自域中的采样点的域的边界。我们向边界引入正常矢量的新估计,指向边界的距离,以及对边界条内的点位于边界的测试。可以有效地计算估算器,并且比文献中存在的估计更准确。我们为估算者提供严格的错误估计。此外,我们使用检测到的边界点来解决Point云上PDE的边值问题。我们在点云上证明了LAPLACH和EIKONG方程的错误估计。最后,我们提供了一系列数值实验,说明了我们的边界估计器,在点云上的PDE应用程序的性能,以及在图像数据集上测试。
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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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本文为工程产品的计算模型或仅返回分类信息的过程提供了一种新的高效和健壮方法,用于罕见事件概率估计,例如成功或失败。对于此类模型,大多数用于估计故障概率的方法,这些方法使用结果的数值来计算梯度或估计与故障表面的接近度。即使性能函数不仅提供了二进制输出,系统的状态也可能是连续输入变量域中定义的不平滑函数,甚至是不连续的函数。在这些情况下,基于经典的梯度方法通常会失败。我们提出了一种简单而有效的算法,该算法可以从随机变量的输入域进行顺序自适应选择点,以扩展和完善简单的基于距离的替代模型。可以在连续采样的任何阶段完成两个不同的任务:(i)估计失败概率,以及(ii)如果需要进一步改进,则选择最佳的候选者进行后续模型评估。选择用于模型评估的下一个点的建议标准最大化了使用候选者分类的预期概率。因此,全球探索与本地剥削之间的完美平衡是自动维持的。该方法可以估计多种故障类型的概率。此外,当可以使用模型评估的数值来构建平滑的替代物时,该算法可以容纳此信息以提高估计概率的准确性。最后,我们定义了一种新的简单但一般的几何测量,这些测量是对稀有事实概率对单个变量的全局敏感性的定义,该度量是作为所提出算法的副产品获得的。
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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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我们介绍了一种算法,用于计算采样歧管的测量测量算法,其依赖于对采样数据的植物嵌入的曲线图的模拟。我们的方法利用经典的结果在半导体分析和量子古典对应中,并形成用于学习数据集的歧管的技术的基础,随后用于高维数据集的非线性维度降低。我们以基于CoVID-19移动数据的聚类演示,从模型歧管中采样数据采样的数据,并通过集群演示来说明新的算法。最后,我们的方法揭示了数据采样和量化提供的离散化之间有趣的连接。
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我们讨论集群分析的拓扑方面,并表明在聚类之前推断数据集的拓扑结构可以大大增强群集检测:理论论证和经验证据表明,聚类嵌入向量,代表数据歧管的结构,而不是观察到的特征矢量他们自己是非常有益的。为了证明,我们将流形学习方法与基于密度的聚类方法DBSCAN结合了歧管学习方法UMAP。合成和真实数据结果表明,这既简化和改善了多种低维问题,包括密度变化和/或纠缠形状的群集。我们的方法简化了聚类,因为拓扑预处理始终降低DBSCAN的参数灵敏度。然后,用dbscan聚类所得的嵌入可以超过诸如spectacl和clustergan之类的复杂方法。最后,我们的调查表明,聚类中的关键问题似乎不是数据的标称维度或其中包含多少不相关的功能,而是\ textIt {可分离}群集在环境观察空间中的\ textit {可分离},它们嵌入了它们中。 ,通常是数据特征定义的(高维)欧几里得空间。我们的方法之所以成功,是因为我们将数据投影到更合适的空间后,从某种意义上说,我们执行了群集分析。
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本文介绍了一组数字方法,用于在不变(弹性)二阶Sobolev指标的设置中对3D表面进行Riemannian形状分析。更具体地说,我们解决了代表为3D网格的参数化或未参数浸入式表面之间的测量学和地球距离的计算。在此基础上,我们为表面集的统计形状分析开发了工具,包括用于估算Karcher均值并在形状群体上执行切线PCA的方法,以及计算沿表面路径的平行传输。我们提出的方法从根本上依赖于通过使用Varifold Fidelity术语来为地球匹配问题提供轻松的变异配方,这使我们能够在计算未参数化表面之间的地理位置时强制执行重新训练的独立性,同时还可以使我们能够与多用途算法相比,使我们能够将表面与vare表面进行比较。采样或网状结构。重要的是,我们演示了如何扩展放松的变分框架以解决部分观察到的数据。在合成和真实的各种示例中,说明了我们的数值管道的不同好处。
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大多数维度降低方法采用频域表示,从基质对角线化获得,并且对于具有较高固有维度的大型数据集可能不会有效。为了应对这一挑战,相关的聚类和投影(CCP)提供了一种新的数据域策略,不需要解决任何矩阵。CCP将高维特征分配到相关的群集中,然后根据样本相关性将每个集群中的特征分为一个一维表示。引入了残留相似性(R-S)分数和索引,Riemannian歧管中的数据形状以及基于代数拓扑的持久性Laplacian进行可视化和分析。建议的方法通过与各种机器学习算法相关的基准数据集验证。
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这篇综述的目的是将读者介绍到图表内,以将其应用于化学信息学中的分类问题。图内核是使我们能够推断分子的化学特性的功能,可以帮助您完成诸如寻找适合药物设计的化合物等任务。内核方法的使用只是一种特殊的两种方式量化了图之间的相似性。我们将讨论限制在这种方法上,尽管近年来已经出现了流行的替代方法,但最著名的是图形神经网络。
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在此备忘录中,我们开发了一般框架,它允许同时研究$ \ MathBB R ^ D $和惠特尼在$ \ Mathbb r的离散和非离散子集附近的insoctry扩展问题附近的标签和未标记的近对准数据问题。^ d $与某些几何形状。此外,我们调查了与集群,维度减少,流形学习,视觉以及最小的能量分区,差异和最小最大优化的相关工作。给出了谐波分析,计算机视觉,歧管学习和与我们工作的信号处理中的众多开放问题。本发明内容中的一部分工作基于纸张中查尔斯Fefferman的联合研究[48],[49],[50],[51]。
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