Bhattacharya (2021b) has introduced a novel methodology for generating iid realizations from any target distribution on the Euclidean space, irrespective of dimensionality. In this article, our purpose is two-fold. We first extend the method for obtaining iid realizations from general multimodal distributions, and illustrate with a mixture of two 50-dimensional normal distributions. Then we extend the iid sampling method for fixed-dimensional distributions to variable-dimensional situations and illustrate with a variable-dimensional normal mixture modeling of the well-known "acidity data", with further demonstration of the applicability of the iid sampling method developed for multimodal distributions.
相關內容
High-dimensional imaging is becoming increasingly relevant in many fields from astronomy and cultural heritage to systems biology. Visual exploration of such high-dimensional data is commonly facilitated by dimensionality reduction. However, common dimensionality reduction methods do not include spatial information present in images, such as local texture features, into the construction of low-dimensional embeddings. Consequently, exploration of such data is typically split into a step focusing on the attribute space followed by a step focusing on spatial information, or vice versa. In this paper, we present a method for incorporating spatial neighborhood information into distance-based dimensionality reduction methods, such as t-Distributed Stochastic Neighbor Embedding (t-SNE). We achieve this by modifying the distance measure between high-dimensional attribute vectors associated with each pixel such that it takes the pixel's spatial neighborhood into account. Based on a classification of different methods for comparing image patches, we explore a number of different approaches. We compare these approaches from a theoretical and experimental point of view. Finally, we illustrate the value of the proposed methods by qualitative and quantitative evaluation on synthetic data and two real-world use cases.
Federated learning (FedL) has emerged as a popular technique for distributing model training over a set of wireless devices, via iterative local updates (at devices) and global aggregations (at the server). In this paper, we develop parallel successive learning (PSL), which expands the FedL architecture along three dimensions: (i) Network, allowing decentralized cooperation among the devices via device-to-device (D2D) communications. (ii) Heterogeneity, interpreted at three levels: (ii-a) Learning: PSL considers heterogeneous number of stochastic gradient descent iterations with different mini-batch sizes at the devices; (ii-b) Data: PSL presumes a dynamic environment with data arrival and departure, where the distributions of local datasets evolve over time, captured via a new metric for model/concept drift. (ii-c) Device: PSL considers devices with different computation and communication capabilities. (iii) Proximity, where devices have different distances to each other and the access point. PSL considers the realistic scenario where global aggregations are conducted with idle times in-between them for resource efficiency improvements, and incorporates data dispersion and model dispersion with local model condensation into FedL. Our analysis sheds light on the notion of cold vs. warmed up models, and model inertia in distributed machine learning. We then propose network-aware dynamic model tracking to optimize the model learning vs. resource efficiency tradeoff, which we show is an NP-hard signomial programming problem. We finally solve this problem through proposing a general optimization solver. Our numerical results reveal new findings on the interdependencies between the idle times in-between the global aggregations, model/concept drift, and D2D cooperation configuration.
The construction of generalizable and transferable models is a fundamental goal of statistical learning. Learning with the multi-source data helps improve model generalizability and is integral to many important statistical problems, including group distributionally robust optimization, minimax group fairness, and maximin projection. This paper considers multiple high-dimensional regression models for the multi-source data. We introduce the covariate shift maximin effect as a group distributionally robust model. This robust model helps transfer the information from the multi-source data to the unlabelled target population. Statistical inference for the covariate shift maximin effect is challenging since its point estimator may have a non-standard limiting distribution. We devise a novel {\it DenseNet} sampling method to construct valid confidence intervals for the high-dimensional maximin effect. We show that our proposed confidence interval achieves the desired coverage level and attains a parametric length. Our proposed DenseNet sampling method and the related theoretical analysis are of independent interest in addressing other non-regular or non-standard inference problems. We demonstrate the proposed method over a large-scale simulation and genetic data on yeast colony growth under multiple environments.
Sampling The Lowest Eigenfunction to Recover the Potential in a One-Dimensional Schr?dinger Equation
We consider the BVP $-y" + qy = \lambda y$ with $y(0)=y(1)=0$. The inverse spectral problems asks one to recover $q$ from spectral information. In this paper, we present a very simple method to recover a potential by sampling one eigenfunction. The spectral asymptotics imply that for larger modes, more and more information is lost due to imprecise measurements (i.e. relative errors \textit{increases}) and so it is advantageous to use data from lower modes. Our method also allows us to recover "any" potential from \textit{one} boundary condition.
Adversarial training is among the most effective techniques to improve the robustness of models against adversarial perturbations. However, the full effect of this approach on models is not well understood. For example, while adversarial training can reduce the adversarial risk (prediction error against an adversary), it sometimes increase standard risk (generalization error when there is no adversary). Even more, such behavior is impacted by various elements of the learning problem, including the size and quality of training data, specific forms of adversarial perturbations in the input, model overparameterization, and adversary's power, among others. In this paper, we focus on \emph{distribution perturbing} adversary framework wherein the adversary can change the test distribution within a neighborhood of the training data distribution. The neighborhood is defined via Wasserstein distance between distributions and the radius of the neighborhood is a measure of adversary's manipulative power. We study the tradeoff between standard risk and adversarial risk and derive the Pareto-optimal tradeoff, achievable over specific classes of models, in the infinite data limit with features dimension kept fixed. We consider three learning settings: 1) Regression with the class of linear models; 2) Binary classification under the Gaussian mixtures data model, with the class of linear classifiers; 3) Regression with the class of random features model (which can be equivalently represented as two-layer neural network with random first-layer weights). We show that a tradeoff between standard and adversarial risk is manifested in all three settings. We further characterize the Pareto-optimal tradeoff curves and discuss how a variety of factors, such as features correlation, adversary's power or the width of two-layer neural network would affect this tradeoff.
The goal of few-shot learning is to recognize new visual concepts with just a few amount of labeled samples in each class. Recent effective metric-based few-shot approaches employ neural networks to learn a feature similarity comparison between query and support examples. However, the importance of feature embedding, i.e., exploring the relationship among training samples, is neglected. In this work, we present a simple yet powerful baseline for few-shot classification by emphasizing the importance of feature embedding. Specifically, we revisit the classical triplet network from deep metric learning, and extend it into a deep K-tuplet network for few-shot learning, utilizing the relationship among the input samples to learn a general representation learning via episode-training. Once trained, our network is able to extract discriminative features for unseen novel categories and can be seamlessly incorporated with a non-linear distance metric function to facilitate the few-shot classification. Our result on the miniImageNet benchmark outperforms other metric-based few-shot classification methods. More importantly, when evaluated on completely different datasets (Caltech-101, CUB-200, Stanford Dogs and Cars) using the model trained with miniImageNet, our method significantly outperforms prior methods, demonstrating its superior capability to generalize to unseen classes.
While Generative Adversarial Networks (GANs) have empirically produced impressive results on learning complex real-world distributions, recent work has shown that they suffer from lack of diversity or mode collapse. The theoretical work of Arora et al.~\cite{AroraGeLiMaZh17} suggests a dilemma about GANs' statistical properties: powerful discriminators cause overfitting, whereas weak discriminators cannot detect mode collapse. In contrast, we show in this paper that GANs can in principle learn distributions in Wasserstein distance (or KL-divergence in many cases) with polynomial sample complexity, if the discriminator class has strong distinguishing power against the particular generator class (instead of against all possible generators). For various generator classes such as mixture of Gaussians, exponential families, and invertible neural networks generators, we design corresponding discriminators (which are often neural nets of specific architectures) such that the Integral Probability Metric (IPM) induced by the discriminators can provably approximate the Wasserstein distance and/or KL-divergence. This implies that if the training is successful, then the learned distribution is close to the true distribution in Wasserstein distance or KL divergence, and thus cannot drop modes. Our preliminary experiments show that on synthetic datasets the test IPM is well correlated with KL divergence, indicating that the lack of diversity may be caused by the sub-optimality in optimization instead of statistical inefficiency.
Tracking by detection is a common approach to solving the Multiple Object Tracking problem. In this paper we show how deep metric learning can be used to improve three aspects of tracking by detection. We train a convolutional neural network to learn an embedding function in a Siamese configuration on a large person re-identification dataset offline. It is then used to improve the online performance of tracking while retaining a high frame rate. We use this learned appearance metric to robustly build estimates of pedestrian's trajectories in the MOT16 dataset. In breaking with the tracking by detection model, we use our appearance metric to propose detections using the predicted state of a tracklet as a prior in the case where the detector fails. This method achieves competitive results in evaluation, especially among online, real-time approaches. We present an ablative study showing the impact of each of the three uses of our deep appearance metric.
Stochastic gradient Markov chain Monte Carlo (SGMCMC) has become a popular method for scalable Bayesian inference. These methods are based on sampling a discrete-time approximation to a continuous time process, such as the Langevin diffusion. When applied to distributions defined on a constrained space, such as the simplex, the time-discretisation error can dominate when we are near the boundary of the space. We demonstrate that while current SGMCMC methods for the simplex perform well in certain cases, they struggle with sparse simplex spaces; when many of the components are close to zero. However, most popular large-scale applications of Bayesian inference on simplex spaces, such as network or topic models, are sparse. We argue that this poor performance is due to the biases of SGMCMC caused by the discretization error. To get around this, we propose the stochastic CIR process, which removes all discretization error and we prove that samples from the stochastic CIR process are asymptotically unbiased. Use of the stochastic CIR process within a SGMCMC algorithm is shown to give substantially better performance for a topic model and a Dirichlet process mixture model than existing SGMCMC approaches.
We consider the task of learning the parameters of a {\em single} component of a mixture model, for the case when we are given {\em side information} about that component, we call this the "search problem" in mixture models. We would like to solve this with computational and sample complexity lower than solving the overall original problem, where one learns parameters of all components. Our main contributions are the development of a simple but general model for the notion of side information, and a corresponding simple matrix-based algorithm for solving the search problem in this general setting. We then specialize this model and algorithm to four common scenarios: Gaussian mixture models, LDA topic models, subspace clustering, and mixed linear regression. For each one of these we show that if (and only if) the side information is informative, we obtain parameter estimates with greater accuracy, and also improved computation complexity than existing moment based mixture model algorithms (e.g. tensor methods). We also illustrate several natural ways one can obtain such side information, for specific problem instances. Our experiments on real data sets (NY Times, Yelp, BSDS500) further demonstrate the practicality of our algorithms showing significant improvement in runtime and accuracy.
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