A dimension reduction method based on the "Nonlinear Level set Learning" (NLL) approach is presented for the pointwise prediction of functions which have been sparsely sampled. Leveraging geometric information provided by the Implicit Function Theorem, the proposed algorithm effectively reduces the input dimension to the theoretical lower bound with minor accuracy loss, providing a one-dimensional representation of the function which can be used for regression and sensitivity analysis. Experiments and applications are presented which compare this modified NLL with the original NLL and the Active Subspaces (AS) method. While accommodating sparse input data, the proposed algorithm is shown to train quickly and provide a much more accurate and informative reduction than either AS or the original NLL on two example functions with high-dimensional domains, as well as two state-dependent quantities depending on the solutions to parametric differential equations.
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Medical steerable needles can follow 3D curvilinear trajectories inside body tissue, enabling them to move around critical anatomical structures and precisely reach clinically significant targets in a minimally invasive way. Automating needle steering, with motion planning as a key component, has the potential to maximize the accuracy, precision, speed, and safety of steerable needle procedures. In this paper, we introduce the first resolution-optimal motion planner for steerable needles that offers excellent practical performance in terms of runtime while simultaneously providing strong theoretical guarantees on completeness and the global optimality of the motion plan in finite time. Compared to state-of-the-art steerable needle motion planners, simulation experiments on realistic scenarios of lung biopsy demonstrate that our proposed planner is faster in generating higher-quality plans while incorporating clinically relevant cost functions. This indicates that the theoretical guarantees of the proposed planner have a practical impact on the motion plan quality, which is valuable for computing motion plans that minimize patient trauma.
Mini-batch optimal transport (m-OT) has been successfully used in practical applications that involve probability measures with a very high number of supports. The m-OT solves several smaller optimal transport problems and then returns the average of their costs and transportation plans. Despite its scalability advantage, the m-OT does not consider the relationship between mini-batches which leads to undesirable estimation. Moreover, the m-OT does not approximate a proper metric between probability measures since the identity property is not satisfied. To address these problems, we propose a novel mini-batching scheme for optimal transport, named Batch of Mini-batches Optimal Transport (BoMb-OT), that finds the optimal coupling between mini-batches and it can be seen as an approximation to a well-defined distance on the space of probability measures. Furthermore, we show that the m-OT is a limit of the entropic regularized version of the BoMb-OT when the regularized parameter goes to infinity. Finally, we present the new algorithms of the BoMb-OT in various applications, such as deep generative models and deep domain adaptation. From extensive experiments, we observe that the BoMb-OT achieves a favorable performance in deep learning models such as deep generative models and deep domain adaptation. In other applications such as approximate Bayesian computation, color transfer, and gradient flow, the BoMb-OT also yields either a lower quantitative result or a better qualitative result than the m-OT.
Mini-batch optimal transport (m-OT) has been widely used recently to deal with the memory issue of OT in large-scale applications. Despite their practicality, m-OT suffers from misspecified mappings, namely, mappings that are optimal on the mini-batch level but are partially wrong in the comparison with the optimal transportation plan between the original measures. To address the misspecified mappings issue, we propose a novel mini-batch method by using partial optimal transport (POT) between mini-batch empirical measures, which we refer to as mini-batch partial optimal transport (m-POT). Leveraging the insight from the partial transportation, we explain the source of misspecified mappings from the m-OT and motivate why limiting the amount of transported masses among mini-batches via POT can alleviate the incorrect mappings. Finally, we carry out extensive experiments on various applications to compare m-POT with m-OT and recently proposed mini-batch method, mini-batch unbalanced optimal transport (m-UOT). We observe that m-POT is better than m-OT in deep domain adaptation applications while having comparable performance with m-UOT. On other applications, such as deep generative model and color transfer, m-POT yields more favorable performance than m-OT while m-UOT is non-trivial to apply.
Fiducial inference, as generalized by Hannig et al. (2016), is applied to nonparametric g-modeling (Efron, 2016) in the discrete case. We propose a computationally efficient algorithm to sample from the fiducial distribution, and use the generated samples to construct point estimates and confidence intervals. We study the theoretical properties of the fiducial distribution and perform extensive simulations in various scenarios. The proposed approach yields good statistical performance in terms of the mean squared error of point estimators and the coverage of confidence intervals. Furthermore, we apply the proposed fiducial method to estimate the probability of each satellite site being malignant using gastric adenocarcinoma data with 844 patients (Efron, 2016).
Vapnik-Chervonenkis (VC) theory has so far been unable to explain the small generalization error of overparametrized neural networks. Indeed, existing applications of VC theory to large networks obtain upper bounds on VC dimension that are proportional to the number of weights, and for a large class of networks, these upper bound are known to be tight. In this work, we focus on a class of partially quantized networks that we refer to as hyperplane arrangement neural networks (HANNs). Using a sample compression analysis, we show that HANNs can have VC dimension significantly smaller than the number of weights, while being highly expressive. In particular, empirical risk minimization over HANNs in the overparametrized regime achieves the minimax rate for classification with Lipschitz posterior class probability. We further demonstrate the expressivity of HANNs empirically. On a panel of 121 UCI datasets, overparametrized HANNs match the performance of state-of-the-art full-precision models.
Artificial Neuronal Networks are models widely used for many scientific tasks. One of the well-known field of application is the approximation of high-dimensional problems via Deep Learning. In the present paper we investigate the Deep Learning techniques applied to Shape Functionals, and we start from the so--called Torsional Rigidity. Our aim is to feed the Neuronal Network with digital approximations of the planar domains where the Torsion problem (a partial differential equation problem) is defined, and look for a prediction of the value of Torsion. Dealing with images, our choice fell on Convolutional Neural Network (CNN), and we train such a network using reference solutions obtained via Finite Element Method. Then, we tested the network against some well-known properties involving the Torsion as well as an old standing conjecture. In all cases, good approximation properties and accuracies occurred.
Given a positive function $g$ from $[0,1]$ to the reals, the function's missing mass in a sequence of iid samples, defined as the sum of $g(pr(x))$ over the missing letters $x$, is introduced and studied. The missing mass of a function generalizes the classical missing mass, and has several interesting connections to other related estimation problems. Minimax estimation is studied for order-$\alpha$ missing mass ($g(p)=p^{\alpha}$) for both integer and non-integer values of $\alpha$. Exact minimax convergence rates are obtained for the integer case. Concentration is studied for a class of functions and specific results are derived for order-$\alpha$ missing mass and missing Shannon entropy ($g(p)=-p\log p$). Sub-Gaussian tail bounds with near-optimal worst-case variance factors are derived. Two new notions of concentration, named strongly sub-Gamma and filtered sub-Gaussian concentration, are introduced and shown to result in right tail bounds that are better than those obtained from sub-Gaussian concentration.
It is well-known that machine learning protocols typically under-utilize information on the probability distributions of feature vectors and related data, and instead directly compute regression or classification functions of feature vectors. In this paper we introduce a set of novel features for identifying underlying stochastic behavior of input data using the Karhunen-Lo\'{e}ve (KL) expansion, where classification is treated as detection of anomalies from a (nominal) signal class. These features are constructed from the recent Functional Data Analysis (FDA) theory for anomaly detection. The related signal decomposition is an exact hierarchical tensor product expansion with known optimality properties for approximating stochastic processes (random fields) with finite dimensional function spaces. In principle these primary low dimensional spaces can capture most of the stochastic behavior of `underlying signals' in a given nominal class, and can reject signals in alternative classes as stochastic anomalies. Using a hierarchical finite dimensional KL expansion of the nominal class, a series of orthogonal nested subspaces is constructed for detecting anomalous signal components. Projection coefficients of input data in these subspaces are then used to train an ML classifier. However, due to the split of the signal into nominal and anomalous projection components, clearer separation surfaces of the classes arise. In fact we show that with a sufficiently accurate estimation of the covariance structure of the nominal class, a sharp classification can be obtained. We carefully formulate this concept and demonstrate it on a number of high-dimensional datasets in cancer diagnostics. This method leads to a significant increase in precision and accuracy over the current top benchmarks for the Global Cancer Map (GCM) gene expression network dataset.
Clustering and classification critically rely on distance metrics that provide meaningful comparisons between data points. We present mixed-integer optimization approaches to find optimal distance metrics that generalize the Mahalanobis metric extensively studied in the literature. Additionally, we generalize and improve upon leading methods by removing reliance on pre-designated "target neighbors," "triplets," and "similarity pairs." Another salient feature of our method is its ability to enable active learning by recommending precise regions to sample after an optimal metric is computed to improve classification performance. This targeted acquisition can significantly reduce computational burden by ensuring training data completeness, representativeness, and economy. We demonstrate classification and computational performance of the algorithms through several simple and intuitive examples, followed by results on real image and medical datasets.
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as positive-semidefiniteness, and they can produce approximations with a user-specified rank. The algorithms are simple, accurate, numerically stable, and provably correct. Moreover, each method is accompanied by an informative error bound that allows users to select parameters a priori to achieve a given approximation quality. These claims are supported by numerical experiments with real and synthetic data.
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