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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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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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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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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在本文中,我们提出了一个自然的单个偏好(IP)稳定性的概念,该概念要求每个数据点平均更接近其自身集群中的点,而不是其他群集中的点。我们的概念可以从几个角度的动机,包括游戏理论和算法公平。我们研究了与我们提出的概念有关的几个问题。我们首先表明,确定给定数据集通常允许进行IP稳定的聚类通常是NP-HARD。结果,我们探索了在某些受限度量空间中查找IP稳定聚类的有效算法的设计。我们提出了一种poly Time算法,以在实际线路上找到满足精确IP稳定性的聚类,并有效地算法来找到针对树度量的IP稳定2聚类。我们还考虑放松稳定性约束,即,与其他任何集群相比,每个数据点都不应太远。在这种情况下,我们提供具有不同保证的多时间算法。我们在实际数据集上评估了一些算法和几种标准聚类方法。
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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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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.
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We study the relationship between adversarial robustness and differential privacy in high-dimensional algorithmic statistics. We give the first black-box reduction from privacy to robustness which can produce private estimators with optimal tradeoffs among sample complexity, accuracy, and privacy for a wide range of fundamental high-dimensional parameter estimation problems, including mean and covariance estimation. We show that this reduction can be implemented in polynomial time in some important special cases. In particular, using nearly-optimal polynomial-time robust estimators for the mean and covariance of high-dimensional Gaussians which are based on the Sum-of-Squares method, we design the first polynomial-time private estimators for these problems with nearly-optimal samples-accuracy-privacy tradeoffs. Our algorithms are also robust to a constant fraction of adversarially-corrupted samples.
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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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我们考虑多级分类的问题,其中普遍选择的查询流到达,并且必须在线分配标签。与寻求最小化错误分类率的传统界定不同,我们将每个查询的总距离最小化到与其正确标签相对应的区域。当通过最近的邻分区确定真正的标签时 - 即点的标签由它最接近欧几里德距离所提供的点,我们表明人们可以实现独立的损失查询总数。我们通过显示学习常规凸集每查询需要几乎线性损耗来补充此结果。我们的结果为语境搜索的几何问题而被遗憾地构建了遗憾的保证。此外,我们制定了一种从多字符分类到二进制分类的新型还原技术,这可能具有独立兴趣。
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Arthur和Vassilvitskii的著名$ K $ -MEANS ++算法[SODA 2007]是解决实践中$ K $ - 英镑问题的最流行方式。该算法非常简单:它以随机的方式均匀地对第一个中心进行采样,然后始终将每个$ K-1 $中心的中心取样与迄今为止最接近最接近中心的平方距离成比例。之后,运行了劳埃德的迭代算法。已知$ k $ -Means ++算法可以返回预期的$ \ theta(\ log K)$近似解决方案。在他们的开创性工作中,Arthur和Vassilvitskii [Soda 2007]询问了其以下\ emph {greedy}的保证:在每一步中,我们采样了$ \ ell $候选中心,而不是一个,然后选择最小化新的中心成本。这也是$ k $ -Means ++在例如中实现的方式。流行的Scikit-Learn库[Pedregosa等人; JMLR 2011]。我们为贪婪的$ k $ -Means ++提供几乎匹配的下限和上限:我们证明它是$ o(\ ell^3 \ log^3 k)$ - 近似算法。另一方面,我们证明了$ \ omega的下限(\ ell^3 \ log^3 k / \ log^2(\ ell \ log k))$。以前,只有$ \ omega(\ ell \ log k)$下限是已知的[bhattacharya,eube,r \“ ogllin,schmidt; esa 2020),并且没有已知的上限。
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Graph clustering is a fundamental problem in unsupervised learning, with numerous applications in computer science and in analysing real-world data. In many real-world applications, we find that the clusters have a significant high-level structure. This is often overlooked in the design and analysis of graph clustering algorithms which make strong simplifying assumptions about the structure of the graph. This thesis addresses the natural question of whether the structure of clusters can be learned efficiently and describes four new algorithmic results for learning such structure in graphs and hypergraphs. All of the presented theoretical results are extensively evaluated on both synthetic and real-word datasets of different domains, including image classification and segmentation, migration networks, co-authorship networks, and natural language processing. These experimental results demonstrate that the newly developed algorithms are practical, effective, and immediately applicable for learning the structure of clusters in real-world data.
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我们给出了\ emph {list-codobable协方差估计}的第一个多项式时间算法。对于任何$ \ alpha> 0 $,我们的算法获取输入样本$ y \ subseteq \ subseteq \ mathbb {r}^d $ size $ n \ geq d^{\ mathsf {poly}(1/\ alpha)} $获得通过对抗损坏I.I.D的$(1- \ alpha)n $点。从高斯分布中的样本$ x $ size $ n $,其未知平均值$ \ mu _*$和协方差$ \ sigma _*$。在$ n^{\ mathsf {poly}(1/\ alpha)} $ time中,它输出$ k = k(\ alpha)=(1/\ alpha)^{\ mathsf {poly}的常数大小列表(1/\ alpha)} $候选参数,具有高概率,包含$(\ hat {\ mu},\ hat {\ sigma})$,使得总变化距离$ tv(\ Mathcal {n}(n})(n}(n})( \ mu _*,\ sigma _*),\ Mathcal {n}(\ hat {\ mu},\ hat {\ sigma}))<1-o _ {\ alpha}(1)$。这是距离的统计上最强的概念,意味着具有独立尺寸误差的参数的乘法光谱和相对Frobenius距离近似。我们的算法更普遍地适用于$(1- \ alpha)$ - 任何具有低度平方总和证书的分布$ d $的损坏,这是两个自然分析属性的:1)一维边际和抗浓度2)2度多项式的超收缩率。在我们工作之前,估计可定性设置的协方差的唯一已知结果是针对Karmarkar,Klivans和Kothari(2019),Raghavendra和Yau(2019和2019和2019和2019和2019年)的特殊情况。 2020年)和巴克西(Bakshi)和科塔里(Kothari)(2020年)。这些结果需要超级物理时间,以在基础维度中获得任何子构误差。我们的结果意味着第一个多项式\ emph {extcect}算法,用于列表可解码的线性回归和子空间恢复,尤其允许获得$ 2^{ - \ Mathsf { - \ Mathsf {poly}(d)} $多项式时间错误。我们的结果还意味着改进了用于聚类非球体混合物的算法。
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我们研究了清单可解放的平均估计问题,而对手可能会破坏大多数数据集。具体来说,我们在$ \ mathbb {r} ^ $和参数$ 0 <\ alpha <\ frac 1 2 $中给出了一个$ $ n $ points的$ t $ points。$ \ alpha $ -flaction的点$ t $是iid来自乖巧的分发$ \ Mathcal {D} $的样本,剩余的$(1- \ alpha)$ - 分数是任意的。目标是输出小型的vectors列表,其中至少一个接近$ \ mathcal {d} $的均值。我们开发新的算法,用于列出可解码的平均值估计,实现几乎最佳的统计保证,运行时间$ O(n ^ {1 + \ epsilon_0} d)$,适用于任何固定$ \ epsilon_0> 0 $。所有先前的此问题算法都有额外的多项式因素在$ \ frac 1 \ alpha $。我们与额外技术一起利用此结果,以获得用于聚类混合物的第一个近几个线性时间算法,用于分开的良好表现良好的分布,几乎匹配谱方法的统计保证。先前的聚类算法本身依赖于$ k $ -pca的应用程序,从而产生$ \ omega(n d k)$的运行时。这标志着近二十年来这个基本统计问题的第一次运行时间改进。我们的方法的起点是基于单次矩阵乘法权重激发电位减少的$ \ Alpha \至1 $制度中的新颖和更简单的近线性时间较强的估计算法。在Diakonikolas等人的迭代多滤波技术的背景下,我们迫切地利用了这种新的算法框架。 '18,'20,提供一种使用一维投影的同时群集和下群点的方法 - 因此,绕过先前算法所需的$ k $ -pca子程序。
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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。
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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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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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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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