Topological data analysis (TDA) is an expanding field that leverages principles and tools from algebraic topology to quantify structural features of data sets or transform them into more manageable forms. As its theoretical foundations have been developed, TDA has shown promise in extracting useful information from high-dimensional, noisy, and complex data such as those used in biomedicine. To operate efficiently, these techniques may employ landmark samplers, either random or heuristic. The heuristic maxmin procedure obtains a roughly even distribution of sample points by implicitly constructing a cover comprising sets of uniform radius. However, issues arise with data that vary in density or include points with multiplicities, as are common in biomedicine. We propose an analogous procedure, "lastfirst" based on ranked distances, which implies a cover comprising sets of uniform cardinality. We first rigorously define the procedure and prove that it obtains landmarks with desired properties. We then perform benchmark tests and compare its performance to that of maxmin, on feature detection and class prediction tasks involving simulated and real-world biomedical data. Lastfirst is more general than maxmin in that it can be applied to any data on which arbitrary (and not necessarily symmetric) pairwise distances can be computed. Lastfirst is more computationally costly, but our implementation scales at the same rate as maxmin. We find that lastfirst achieves comparable performance on prediction tasks and outperforms maxmin on homology detection tasks. Where the numerical values of similarity measures are not meaningful, as in many biomedical contexts, lastfirst sampling may also improve interpretability.
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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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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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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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大多数机器学习算法由一个或多个超参数配置,必须仔细选择并且通常会影响性能。为避免耗时和不可递销的手动试验和错误过程来查找性能良好的超参数配置,可以采用各种自动超参数优化(HPO)方法,例如,基于监督机器学习的重新采样误差估计。本文介绍了HPO后,本文审查了重要的HPO方法,如网格或随机搜索,进化算法,贝叶斯优化,超带和赛车。它给出了关于进行HPO的重要选择的实用建议,包括HPO算法本身,性能评估,如何将HPO与ML管道,运行时改进和并行化结合起来。这项工作伴随着附录,其中包含关于R和Python的特定软件包的信息,以及用于特定学习算法的信息和推荐的超参数搜索空间。我们还提供笔记本电脑,这些笔记本展示了这项工作的概念作为补充文件。
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封闭曲线的建模和不确定性量化是形状分析领域的重要问题,并且可以对随后的统计任务产生重大影响。这些任务中的许多涉及封闭曲线的集合,这些曲线通常在多个层面上表现出结构相似性。以有效融合这种曲线间依赖性的方式对多个封闭曲线进行建模仍然是一个具有挑战性的问题。在这项工作中,我们提出并研究了一个多数输出(又称多输出),多维高斯流程建模框架。我们说明了提出的方法学进步,并在几个曲线和形状相关的任务上证明了有意义的不确定性量化的实用性。这种基于模型的方法不仅解决了用内核构造对封闭曲线(及其形状)的推断问题,而且还为通常对功能对象的多层依赖性的非参数建模打开了门。
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基于签名的技术使数学洞察力洞悉不断发展的数据的复杂流之间的相互作用。这些见解可以自然地转化为理解流数据的数值方法,也许是由于它们的数学精度,已被证明在数据不规则而不是固定的情况下分析流的数据以及数据和数据的尺寸很有用样本量均为中等。了解流的多模式数据是指数的:$ d $ d $的字母中的$ n $字母中的一个单词可以是$ d^n $消息之一。签名消除了通过采样不规则性引起的指数级噪声,但仍然存在指数量的信息。这项调查旨在留在可以直接管理指数缩放的域中。在许多问题中,可伸缩性问题是一个重要的挑战,但需要另一篇调查文章和进一步的想法。这项调查描述了一系列环境集足够小以消除大规模机器学习的可能性,并且可以有效地使用一小部分免费上下文和原则性功能。工具的数学性质可以使他们对非数学家的使用恐吓。本文中介绍的示例旨在弥合此通信差距,并提供从机器学习环境中绘制的可进行的工作示例。笔记本可以在线提供这些示例中的一些。这项调查是基于伊利亚·雪佛兰(Ilya Chevryev)和安德烈·科米利津(Andrey Kormilitzin)的早期论文,它们在这种机械开发的较早时刻大致相似。本文说明了签名提供的理论见解是如何在对应用程序数据的分析中简单地实现的,这种方式在很大程度上对数据类型不可知。
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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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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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Given a set of points in the Euclidean space $\mathbb{R}^\ell$ with $\ell>1$, the pairwise distances between the points are determined by their spatial location and the metric $d$ that we endow $\mathbb{R}^\ell$ with. Hence, the distance $d(\mathbf x,\mathbf y)=\delta$ between two points is fixed by the choice of $\mathbf x$ and $\mathbf y$ and $d$. We study the related problem of fixing the value $\delta$, and the points $\mathbf x,\mathbf y$, and ask if there is a topological metric $d$ that computes the desired distance $\delta$. We demonstrate this problem to be solvable by constructing a metric to simultaneously give desired pairwise distances between up to $O(\sqrt\ell)$ many points in $\mathbb{R}^\ell$. We then introduce the notion of an $\varepsilon$-semimetric $\tilde{d}$ to formulate our main result: for all $\varepsilon>0$, for all $m\geq 1$, for any choice of $m$ points $\mathbf y_1,\ldots,\mathbf y_m\in\mathbb{R}^\ell$, and all chosen sets of values $\{\delta_{ij}\geq 0: 1\leq i<j\leq m\}$, there exists an $\varepsilon$-semimetric $\tilde{\delta}:\mathbb{R}^\ell\times \mathbb{R}^\ell\to\mathbb{R}$ such that $\tilde{d}(\mathbf y_i,\mathbf y_j)=\delta_{ij}$, i.e., the desired distances are accomplished, irrespectively of the topology that the Euclidean or other norms would induce. We showcase our results by using them to attack unsupervised learning algorithms, specifically $k$-Means and density-based (DBSCAN) clustering algorithms. These have manifold applications in artificial intelligence, and letting them run with externally provided distance measures constructed in the way as shown here, can make clustering algorithms produce results that are pre-determined and hence malleable. This demonstrates that the results of clustering algorithms may not generally be trustworthy, unless there is a standardized and fixed prescription to use a specific distance function.
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图形嵌入是将网络的节点转换为一组向量。良好的嵌入应捕获底层图形拓扑和结构,节点到节点关系以及图形,其子图和节点的其他相关信息。如果实现了这些目标,则嵌入是网络的有意义,可以理解的,通常是压缩的。不幸的是,选择最好的嵌入是一个具有挑战性的任务,并且通常需要域名专家。在本文中,我们扩展了评估作者最近引入的图形嵌入的框架。现在,该框架为每个嵌入的嵌入分配两个分数,本地和全局,测量评估嵌入的嵌入的质量,以便分别需要良好地表示网络的全局属性。如果需要,最好的嵌入可以以无监督的方式选择,或者框架可以识别一些值得进一步调查的少数嵌入。该框架灵活,可扩展,可以处理无向/定向,加权/未加权图。
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The accuracy of k-nearest neighbor (kNN) classification depends significantly on the metric used to compute distances between different examples. In this paper, we show how to learn a Mahalanobis distance metric for kNN classification from labeled examples. The Mahalanobis metric can equivalently be viewed as a global linear transformation of the input space that precedes kNN classification using Euclidean distances. In our approach, the metric is trained with the goal that the k-nearest neighbors always belong to the same class while examples from different classes are separated by a large margin. As in support vector machines (SVMs), the margin criterion leads to a convex optimization based on the hinge loss. Unlike learning in SVMs, however, our approach requires no modification or extension for problems in multiway (as opposed to binary) classification. In our framework, the Mahalanobis distance metric is obtained as the solution to a semidefinite program. On several data sets of varying size and difficulty, we find that metrics trained in this way lead to significant improvements in kNN classification. Sometimes these results can be further improved by clustering the training examples and learning an individual metric within each cluster. We show how to learn and combine these local metrics in a globally integrated manner.
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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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内核生存分析模型借助内核函数估计了个体生存分布,该分布衡量了任意两个数据点之间的相似性。可以使用深内核存活模型来学习这种内核函数。在本文中,我们提出了一种名为“生存内核”的新的深内核生存模型,该模型以模型解释和理论分析的方式将大型数据集扩展到大型数据集。具体而言,根据最近开发的训练集压缩方案,用于分类和回归,将培训数据分为簇,称为内核网,我们将其扩展到生存分析设置。在测试时间,每个数据点表示为这些簇的加权组合,每个数据点可以可视化。对于生存核的特殊情况,我们在预测的生存分布上建立了有限样本误差,该误差是最佳的,该误差是最佳的。尽管使用上述内核网络压缩策略可以实现测试时间的可伸缩性,但训练过程中的可伸缩性是通过基于XGBoost(例如Xgboost)的暖启动程序和加速神经建筑搜索的启发式方法来实现的。在三个不同大小的标准生存分析数据集(大约300万个数据点)上,我们表明生存核具有很高的竞争力,并且在一致性指数方面经过测试的最佳基线。我们的代码可在以下网址找到:https://github.com/georgehc/survival-kernets
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群集分析需要许多决定:聚类方法和隐含的参考模型,群集数,通常,几个超参数和算法调整。在实践中,一个分区产生多个分区,基于验证或选择标准选择最终的分区。存在丰富的验证方法,即隐式或明确地假设某个聚类概念。此外,它们通常仅限于从特定方法获得的分区上操作。在本文中,我们专注于可以通过二次或线性边界分开的群体。参考集群概念通过二次判别符号函数和描述集群大小,中心和分散的参数定义。我们开发了两个名为二次分数的群集质量标准。我们表明这些标准与从一般类椭圆对称分布产生的组一致。对这种类型的组追求在应用程序中是常见的。研究了与混合模型和模型的聚类的似然理论的连接。基于Bootstrap重新采样的二次分数,我们提出了一个选择规则,允许在许多聚类解决方案中选择。所提出的方法具有独特的优点,即它可以比较不能与其他最先进的方法进行比较的分区。广泛的数值实验和实际数据的分析表明,即使某些竞争方法在某些设置中出现优越,所提出的方法也实现了更好的整体性能。
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在过去二十年中,识别具有不同纵向数据趋势的群体的方法已经成为跨越许多研究领域的兴趣。为了支持研究人员,我们总结了文献关于纵向聚类的指导。此外,我们提供了一种纵向聚类方法,包括基于基团的轨迹建模(GBTM),生长混合模拟(GMM)和纵向K平均值(KML)。该方法在基本级别引入,并列出了强度,限制和模型扩展。在最近数据收集的发展之后,将注意这些方法的适用性赋予密集的纵向数据(ILD)。我们展示了使用R.中可用的包在合成数据集上的应用程序的应用。
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适当地表示数据库中的元素,以便可以准确匹配查询是信息检索的核心任务;最近,通过使用各种指标将数据库的图形结构嵌入层次结构的方式中来实现。持久性同源性是一种在拓扑数据分析中常用的工具,能够严格地以其层次结构和连接结构来表征数据库。计算各种嵌入式数据集上的持续同源性表明,一些常用的嵌入式无法保留连接性。我们表明,那些成功保留数据库拓扑的嵌入通过引入两种扩张不变的比较措施来捕获这种效果,尤其是解决了对流形的度量扭曲问题。我们为它们的计算提供了一种算法,该算法大大降低了现有方法的时间复杂性。我们使用这些措施来执行基于拓扑的信息检索的第一个实例,并证明了其在持久同源性的标准瓶颈距离上的性能提高。我们在不同数据品种的数据库中展示了我们的方法,包括文本,视频和医学图像。
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我们提出了一种估计具有标称分类数据的高维线性模型的方法。我们的估算器,称为范围,通过使其相应的系数完全相等来融合水平。这是通过对分类变量的系数的阶数统计之间的差异之间的差异来实现这一点,从而聚类系数。我们提供了一种算法,用于精确和有效地计算在具有潜在许多级别的单个变量的情况下的总体上的最小值的全局最小值,并且在多变量情况下在块坐标血管下降过程中使用它。我们表明,利用未知级别融合的Oracle最小二乘解决方案是具有高概率的坐标血缘的极限点,只要真正的级别具有一定的最小分离;已知这些条件在单变量案例中最小。我们展示了在一系列实际和模拟数据集中的范围的有利性能。 R包的R包Catreg实现线性模型的范围,也可以在CRAN上提供逻辑回归的版本。
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We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of the regression function. The resulting prediction band preserves the consistency properties of the original estimator under standard assumptions, while guaranteeing finite-sample marginal coverage even when these assumptions do not hold. We analyze and compare, both empirically and theoretically, the two major variants of our conformal framework: full conformal inference and split conformal inference, along with a related jackknife method. These methods offer different tradeoffs between statistical accuracy (length of resulting prediction intervals) and computational efficiency. As extensions, we develop a method for constructing valid in-sample prediction intervals called rank-one-out conformal inference, which has essentially the same computational efficiency as split conformal inference. We also describe an extension of our procedures for producing prediction bands with locally varying length, in order to adapt to heteroskedascity in the data. Finally, we propose a model-free notion of variable importance, called leave-one-covariate-out or LOCO inference. Accompanying this paper is an R package conformalInference that implements all of the proposals we have introduced. In the spirit of reproducibility, all of our empirical results can also be easily (re)generated using this package.
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有许多可用于选择优先考虑治疗的可用方法,包括基于治疗效果估计,风险评分和手工制作规则的遵循申请。我们将秩加权平均治疗效应(RATY)指标作为一种简单常见的指标系列,用于比较水平竞争范围的治疗优先级规则。对于如何获得优先级规则,率是不可知的,并且仅根据他们在识别受益于治疗中受益的单位的方式进行评估。我们定义了一系列速率估算器,并证明了一个中央限位定理,可以在各种随机和观测研究环境中实现渐近精确的推断。我们为使用自主置信区间的使用提供了理由,以及用于测试关于治疗效果中的异质性的假设的框架,与优先级规则相关。我们对速率的定义嵌套了许多现有度量,包括QINI系数,以及我们的分析直接产生了这些指标的推论方法。我们展示了我们从个性化医学和营销的示例中的方法。在医疗环境中,使用来自Sprint和Accor-BP随机对照试验的数据,我们发现没有明显的证据证明异质治疗效果。另一方面,在大量的营销审判中,我们在一些数字广告活动的治疗效果中发现了具有的强大证据,并证明了如何使用率如何比较优先考虑估计风险的目标规则与估计治疗效益优先考虑的目标规则。
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