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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量子哈密顿学习和量子吉布斯采样的双重任务与物理和化学中的许多重要问题有关。在低温方案中,这些任务的算法通常会遭受施状能力,例如因样本或时间复杂性差而遭受。为了解决此类韧性,我们将量子自然梯度下降的概括引入了参数化的混合状态,并提供了稳健的一阶近似算法,即量子 - 固定镜下降。我们使用信息几何学和量子计量学的工具证明了双重任务的数据样本效率,因此首次将经典Fisher效率的开创性结果推广到变异量子算法。我们的方法扩展了以前样品有效的技术,以允许模型选择的灵活性,包括基于量子汉密尔顿的量子模型,包括基于量子的模型,这些模型可能会规避棘手的时间复杂性。我们的一阶算法是使用经典镜下降二元性的新型量子概括得出的。两种结果都需要特殊的度量选择,即Bogoliubov-Kubo-Mori度量。为了从数值上测试我们提出的算法,我们将它们的性能与现有基准进行了关于横向场ISING模型的量子Gibbs采样任务的现有基准。最后,我们提出了一种初始化策略,利用几何局部性来建模状态的序列(例如量子 - 故事过程)的序列。我们从经验上证明了它在实际和想象的时间演化的经验上,同时定义了更广泛的潜在应用。
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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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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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Koopman运算符是无限维的运算符,可全球线性化非线性动态系统,使其光谱信息可用于理解动态。然而,Koopman运算符可以具有连续的光谱和无限维度的子空间,使得它们的光谱信息提供相当大的挑战。本文介绍了具有严格融合的数据驱动算法,用于从轨迹数据计算Koopman运算符的频谱信息。我们引入了残余动态模式分解(ResDMD),它提供了第一种用于计算普通Koopman运算符的Spectra和PseudtoStra的第一种方案,无需光谱污染。使用解析器操作员和RESDMD,我们还计算与测量保存动态系统相关的光谱度量的平滑近似。我们证明了我们的算法的显式收敛定理,即使计算连续频谱和离散频谱的密度,也可以实现高阶收敛即使是混沌系统。我们展示了在帐篷地图,高斯迭代地图,非线性摆,双摆,洛伦茨系统和11美元延长洛伦兹系统的算法。最后,我们为具有高维状态空间的动态系统提供了我们的算法的核化变体。这使我们能够计算与具有20,046维状态空间的蛋白质分子的动态相关的光谱度量,并计算出湍流流过空气的误差界限的非线性Koopman模式,其具有雷诺数为$> 10 ^ 5 $。一个295,122维的状态空间。
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本文研究了基于Laplacian Eigenmaps(Le)的基于Laplacian EIGENMAPS(PCR-LE)的主要成分回归的统计性质,这是基于Laplacian Eigenmaps(Le)的非参数回归的方法。 PCR-LE通过投影观察到的响应的向量$ {\ bf y} =(y_1,\ ldots,y_n)$ to to changbood图表拉普拉斯的某些特征向量跨越的子空间。我们表明PCR-Le通过SoboLev空格实现了随机设计回归的最小收敛速率。在设计密度$ P $的足够平滑条件下,PCR-le达到估计的最佳速率(其中已知平方$ l ^ 2 $ norm的最佳速率为$ n ^ { - 2s /(2s + d) )} $)和健美的测试($ n ^ { - 4s /(4s + d)$)。我们还表明PCR-LE是\ EMPH {歧管Adaptive}:即,我们考虑在小型内在维度$ M $的歧管上支持设计的情况,并为PCR-LE提供更快的界限Minimax估计($ n ^ { - 2s /(2s + m)$)和测试($ n ^ { - 4s /(4s + m)$)收敛率。有趣的是,这些利率几乎总是比图形拉普拉斯特征向量的已知收敛率更快;换句话说,对于这个问题的回归估计的特征似乎更容易,统计上讲,而不是估计特征本身。我们通过经验证据支持这些理论结果。
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Many scientific fields study data with an underlying structure that is a non-Euclidean space. Some examples include social networks in computational social sciences, sensor networks in communications, functional networks in brain imaging, regulatory networks in genetics, and meshed surfaces in computer graphics. In many applications, such geometric data are large and complex (in the case of social networks, on the scale of billions), and are natural targets for machine learning techniques. In particular, we would like to use deep neural networks, which have recently proven to be powerful tools for a broad range of problems from computer vision, natural language processing, and audio analysis. However, these tools have been most successful on data with an underlying Euclidean or grid-like structure, and in cases where the invariances of these structures are built into networks used to model them.Geometric deep learning is an umbrella term for emerging techniques attempting to generalize (structured) deep neural models to non-Euclidean domains such as graphs and manifolds. The purpose of this paper is to overview different examples of geometric deep learning problems and present available solutions, key difficulties, applications, and future research directions in this nascent field.
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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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我们合并计算力学的因果状态(预测等同历史)的定义与再现 - 内核希尔伯特空间(RKHS)表示推断。结果是一种广泛适用的方法,可直接从系统行为的观察中迁移因果结构,无论它们是否超过离散或连续事件或时间。结构表示 - 有限或无限状态内核$ \ epsilon $ -Machine - 由减压变换提取,其提供了有效的因果状态及其拓扑。以这种方式,系统动态由用于在因果状态上的随机(普通或部分)微分方程表示。我们介绍了一种算法来估计相关的演化运营商。平行于Fokker-Plank方程,它有效地发展了因果状态分布,并通过RKHS功能映射在原始数据空间中进行预测。我们展示了这些技术,以及他们的预测能力,在离散时间的离散时间离散 - 有限的无限值Markov订单流程,其中有限状态隐藏马尔可夫模型与(i)有限或(ii)不可数 - 无限因果态和(iii)连续时间,由热驱动的混沌流产生的连续值处理。该方法在存在不同的外部和测量噪声水平和非常高的维数据存在下鲁棒地估计因果结构。
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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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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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我们开发一种方法来构造来自表示基本上非线性(或不可连锁的)动态系统的数据集构成低维预测模型,其中具有由有限许多频率的外部强制进行外部矫正的双曲线线性部分。我们的数据驱动,稀疏,非线性模型获得为低维,吸引动力系统的光谱子纤维(SSM)的降低的动态的延长正常形式。我们说明了数据驱动的SSM降低了高维数值数据集的功率和涉及梁振荡,涡旋脱落和水箱中的晃动的实验测量。我们发现,在未加工的数据上培训的SSM减少也在额外的外部强制下准确预测非线性响应。
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We propose a novel method for constructing wavelet transforms of functions defined on the vertices of an arbitrary finite weighted graph. Our approach is based on defining scaling using the the graph analogue of the Fourier domain, namely the spectral decomposition of the discrete graph Laplacian L. Given a wavelet generating kernel g and a scale parameter t, we define the scaled wavelet operator T t g = g(tL). The spectral graph wavelets are then formed by localizing this operator by applying it to an indicator function. Subject to an admissibility condition on g, this procedure defines an invertible transform. We explore the localization properties of the wavelets in the limit of fine scales. Additionally, we present a fast Chebyshev polynomial approximation algorithm for computing the transform that avoids the need for diagonalizing L. We highlight potential applications of the transform through examples of wavelets on graphs corresponding to a variety of different problem domains.
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Research in Graph Signal Processing (GSP) aims to develop tools for processing data defined on irregular graph domains. In this paper we first provide an overview of core ideas in GSP and their connection to conventional digital signal processing, along with a brief historical perspective to highlight how concepts recently developed in GSP build on top of prior research in other areas. We then summarize recent advances in developing basic GSP tools, including methods for sampling, filtering or graph learning. Next, we review progress in several application areas using GSP, including processing and analysis of sensor network data, biological data, and applications to image processing and machine learning.
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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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散射变换是一种基于小波的多层转换,最初是作为卷积神经网络(CNN)的模型引入的,它在我们对这些网络稳定性和不变性属性的理解中发挥了基础作用。随后,人们普遍兴趣将CNN的成功扩展到具有非欧盟结构的数据集,例如图形和歧管,从而导致了几何深度学习的新兴领域。为了提高我们对这个新领域中使用的体系结构的理解,几篇论文提出了对非欧几里得数据结构(如无方向的图形和紧凑的Riemannian歧管)的散射转换的概括。在本文中,我们介绍了一个通用的统一模型,用于测量空间上的几何散射。我们提出的框架包括以前的几何散射作品作为特殊情况,但也适用于更通用的设置,例如有向图,签名图和带边界的歧管。我们提出了一个新标准,该标准可以识别哪些有用表示应该不变的组,并表明该标准足以确保散射变换具有理想的稳定性和不变性属性。此外,我们考虑从随机采样未知歧管获得的有限度量空间。我们提出了两种构造数据驱动图的方法,在该图上相关的图形散射转换近似于基础歧管上的散射变换。此外,我们使用基于扩散图的方法来证明这些近似值之一的收敛速率的定量估计值,因为样品点的数量趋向于无穷大。最后,我们在球形图像,有向图和高维单细胞数据上展示了方法的实用性。
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提出了用于基于合奏的估计和模拟高维动力系统(例如海洋或大气流)的方法学框架。为此,动态系统嵌入了一个由动力学驱动的内核功能的繁殖核Hilbert空间的家族中。这个家庭因其吸引人的财产而被昵称为仙境。在梦游仙境中,Koopman和Perron-Frobenius操作员是统一且均匀的。该属性保证它们可以在一系列可对角线的无限发电机中表达。访问Lyapunov指数和切线线性动力学的精确集合表达式也可以直接可用。仙境使我们能够根据轨迹样本的恒定时间线性组合来设计出惊人的简单集合数据同化方法。通过几个基本定理的完全合理的叠加原则,使这种令人尴尬的简单策略成为可能。
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In my previous article I mentioned for the first time that a classical neural network may have quantum properties as its own structure may be entangled. The question one may ask now is whether such a quantum property can be used to entangle other systems? The answer should be yes, as shown in what follows.
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在本章中,我们确定了基本的几何结构,这些几何结构是采样,优化,推理和自适应决策问题的基础。基于此识别,我们得出了利用这些几何结构来有效解决这些问题的算法。我们表明,在这些领域中自然出现了广泛的几何理论,范围从测量过程,信息差异,泊松几何和几何整合。具体而言,我们解释了(i)如何利用汉密尔顿系统的符合性几何形状,使我们能够构建(加速)采样和优化方法,(ii)希尔伯特亚空间和Stein操作员的理论提供了一种通用方法来获得可靠的估计器,(iii)(iii)(iii)保留决策的信息几何形状会产生执行主动推理的自适应剂。在整个过程中,我们强调了这些领域之间的丰富联系。例如,推论借鉴了抽样和优化,并且自适应决策通过推断其反事实后果来评估决策。我们的博览会提供了基本思想的概念概述,而不是技术讨论,可以在本文中的参考文献中找到。
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