We consider the problem of finding the matching map between two sets of $d$-dimensional noisy feature-vectors. The distinctive feature of our setting is that we do not assume that all the vectors of the first set have their corresponding vector in the second set. If $n$ and $m$ are the sizes of these two sets, we assume that the matching map that should be recovered is defined on a subset of unknown cardinality $k^*\le \min(n,m)$. We show that, in the high-dimensional setting, if the signal-to-noise ratio is larger than $5(d\log(4nm/\alpha))^{1/4}$, then the true matching map can be recovered with probability $1-\alpha$. Interestingly, this threshold does not depend on $k^*$ and is the same as the one obtained in prior work in the case of $k = \min(n,m)$. The procedure for which the aforementioned property is proved is obtained by a data-driven selection among candidate mappings $\{\hat\pi_k:k\in[\min(n,m)]\}$. Each $\hat\pi_k$ minimizes the sum of squares of distances between two sets of size $k$. The resulting optimization problem can be formulated as a minimum-cost flow problem, and thus solved efficiently. Finally, we report the results of numerical experiments on both synthetic and real-world data that illustrate our theoretical results and provide further insight into the properties of the algorithms studied in this work.
相關內容
Fingerprints are key tools in climate change detection and attribution (D&A) that are used to determine whether changes in observations are different from internal climate variability (detection), and whether observed changes can be assigned to specific external drivers (attribution). We propose a direct D&A approach based on supervised learning to extract fingerprints that lead to robust predictions under relevant interventions on exogenous variables, i.e., climate drivers other than the target. We employ anchor regression, a distributionally-robust statistical learning method inspired by causal inference that extrapolates well to perturbed data under the interventions considered. The residuals from the prediction achieve either uncorrelatedness or mean independence with the exogenous variables, thus guaranteeing robustness. We define D&A as a unified hypothesis testing framework that relies on the same statistical model but uses different targets and test statistics. In the experiments, we first show that the CO2 forcing can be robustly predicted from temperature spatial patterns under strong interventions on the solar forcing. Second, we illustrate attribution to the greenhouse gases and aerosols while protecting against interventions on the aerosols and CO2 forcing, respectively. Our study shows that incorporating robustness constraints against relevant interventions may significantly benefit detection and attribution of climate change.
Machine learning algorithms for three-dimensional mean-curvature computation in the level-set method
We propose a data-driven mean-curvature solver for the level-set method. This work is the natural extension to $\mathbb{R}^3$ of our two-dimensional strategy in [DOI: 10.1007/s10915-022-01952-2][1] and the hybrid inference system of [DOI: 10.1016/j.jcp.2022.111291][2]. However, in contrast to [1,2], which built resolution-dependent neural-network dictionaries, here we develop a pair of models in $\mathbb{R}^3$, regardless of the mesh size. Our feedforward networks ingest transformed level-set, gradient, and curvature data to fix numerical mean-curvature approximations selectively for interface nodes. To reduce the problem's complexity, we have used the Gaussian curvature to classify stencils and fit our models separately to non-saddle and saddle patterns. Non-saddle stencils are easier to handle because they exhibit a curvature error distribution characterized by monotonicity and symmetry. While the latter has allowed us to train only on half the mean-curvature spectrum, the former has helped us blend the data-driven and the baseline estimations seamlessly near flat regions. On the other hand, the saddle-pattern error structure is less clear; thus, we have exploited no latent information beyond what is known. In this regard, we have trained our models on not only spherical but also sinusoidal and hyperbolic paraboloidal patches. Our approach to building their data sets is systematic but gleans samples randomly while ensuring well-balancedness. We have also resorted to standardization and dimensionality reduction and integrated regularization to minimize outliers. In addition, we leverage curvature rotation/reflection invariance to improve precision at inference time. Several experiments confirm that our proposed system can yield more accurate mean-curvature estimations than modern particle-based interface reconstruction and level-set schemes around under-resolved regions.
Assignment mechanisms for many-to-one matching markets with preferences revolve around the key concept of stability. Using school choice as our matching market application, we introduce the problem of jointly allocating a school capacity expansion and finding the best stable allocation for the students in the expanded market. We analyze theoretically the problem, focusing on the trade-off behind the multiplicity of student-optimal assignments, the incentive properties, and the problem's complexity. Due to the impossibility of efficiently solving the problem with classical methods, we generalize existent mathematical programming formulations of stability constraints to our setting, most of which result in integer quadratically-constrained programs. In addition, we propose a novel mixed-integer linear programming formulation that is exponentially-large on the problem size. We show that its stability constraints can be separated in linear time, leading to an effective cutting-plane method. We evaluate the performance of our approaches in a detailed computational study, and we find that our cutting-plane method outperforms mixed-integer programming solvers applied to the formulations obtained by extending existing approaches. We also propose two heuristics that are effective for large instances of the problem. Finally, we use the Chilean school choice system data to demonstrate the impact of capacity planning under stability conditions. Our results show that each additional school seat can benefit multiple students. Moreover, our methodology can prioritize the assignment of previously unassigned students or improve the assignment of several students through improvement chains. These insights empower the decision-maker in tuning the matching algorithm to provide a fair application-oriented solution.
We investigate the problem of recovering a partially observed high-rank matrix whose columns obey a nonlinear structure such as a union of subspaces, an algebraic variety or grouped in clusters. The recovery problem is formulated as the rank minimization of a nonlinear feature map applied to the original matrix, which is then further approximated by a constrained non-convex optimization problem involving the Grassmann manifold. We propose two sets of algorithms, one arising from Riemannian optimization and the other as an alternating minimization scheme, both of which include first- and second-order variants. Both sets of algorithms have theoretical guarantees. In particular, for the alternating minimization, we establish global convergence and worst-case complexity bounds. Additionally, using the Kurdyka-Lojasiewicz property, we show that the alternating minimization converges to a unique limit point. We provide extensive numerical results for the recovery of union of subspaces and clustering under entry sampling and dense Gaussian sampling. Our methods are competitive with existing approaches and, in particular, high accuracy is achieved in the recovery using Riemannian second-order methods.
Results on the spectral behavior of random matrices as the dimension increases are applied to the problem of detecting the number of sources impinging on an array of sensors. A common strategy to solve this problem is to estimate the multiplicity of the smallest eigenvalue of the spatial covariance matrix $R$ of the sensed data from the sample covariance matrix $\widehat{R}$. Existing approaches, such as that based on information theoretic criteria, rely on the closeness of the noise eigenvalues of $\widehat R$ to each other and, therefore, the sample size has to be quite large when the number of sources is large in order to obtain a good estimate. The analysis presented in this report focuses on the splitting of the spectrum of $\widehat{R}$ into noise and signal eigenvalues. It is shown that, when the number of sensors is large, the number of signals can be estimated with a sample size considerably less than that required by previous approaches. The practical significance of the main result is that detection can be achieved with a number of samples comparable to the number of sensors in large dimensional array processing.
The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is formulated as the minimization of the $\ell_0$-`norm' of an \emph{outlier indicator vector}, under a second moment constraint on the datapoints. The $\ell_0$-`norm' is then relaxed to the $\ell_p$-norm ($0<p\leq 1$) in the objective, and it is shown that the global minima for each of these objectives are order-optimal and have optimal breakdown point for the robust mean estimation problem. Furthermore, a computationally tractable iterative $\ell_p$-minimization and hard thresholding algorithm is proposed that outputs an order-optimal robust estimate of the population mean. The proposed algorithm (with breakdown point $\approx 0.3$) does not require prior knowledge of the fraction of outliers, in contrast with most existing algorithms, and for $p=1$ it has near-linear time complexity. Both synthetic and real data experiments demonstrate that the proposed algorithm outperforms state-of-the-art robust mean estimation methods.
We study a natural extension of classical empirical risk minimization, where the hypothesis space is a random subspace of a given space. In particular, we consider possibly data dependent subspaces spanned by a random subset of the data, recovering as a special case Nystrom approaches for kernel methods. Considering random subspaces naturally leads to computational savings, but the question is whether the corresponding learning accuracy is degraded. These statistical-computational tradeoffs have been recently explored for the least squares loss and self-concordant loss functions, such as the logistic loss. Here, we work to extend these results to convex Lipschitz loss functions, that might not be smooth, such as the hinge loss used in support vector machines. This unified analysis requires developing new proofs, that use different technical tools, such as sub-gaussian inputs, to achieve fast rates. Our main results show the existence of different settings, depending on how hard the learning problem is, for which computational efficiency can be improved with no loss in performance.
We consider the problem of estimating the optimal transport map between a (fixed) source distribution $P$ and an unknown target distribution $Q$, based on samples from $Q$. The estimation of such optimal transport maps has become increasingly relevant in modern statistical applications, such as generative modeling. At present, estimation rates are only known in a few settings (e.g. when $P$ and $Q$ have densities bounded above and below and when the transport map lies in a H\"older class), which are often not reflected in practice. We present a unified methodology for obtaining rates of estimation of optimal transport maps in general function spaces. Our assumptions are significantly weaker than those appearing in the literature: we require only that the source measure $P$ satisfies a Poincar\'e inequality and that the optimal map be the gradient of a smooth convex function that lies in a space whose metric entropy can be controlled. As a special case, we recover known estimation rates for bounded densities and H\"older transport maps, but also obtain nearly sharp results in many settings not covered by prior work. For example, we provide the first statistical rates of estimation when $P$ is the normal distribution and the transport map is given by an infinite-width shallow neural network.
Explicit time integration schemes coupled with Galerkin discretizations of time-dependent partial differential equations require solving a linear system with the mass matrix at each time step. For applications in structural dynamics, the solution of the linear system is frequently approximated through so-called mass lumping, which consists in replacing the mass matrix by some diagonal approximation. Mass lumping has been widely used in engineering practice for decades already and has a sound mathematical theory supporting it for finite element methods using the classical Lagrange basis. However, the theory for more general basis functions is still missing. Our paper partly addresses this shortcoming. Some special and practically relevant properties of lumped mass matrices are proved and we discuss how these properties naturally extend to banded and Kronecker product matrices whose structure allows to solve linear systems very efficiently. Our theoretical results are applied to isogeometric discretizations but are not restricted to them.
The problem of finding the unique low dimensional decomposition of a given matrix has been a fundamental and recurrent problem in many areas. In this paper, we study the problem of seeking a unique decomposition of a low rank matrix $Y\in \mathbb{R}^{p\times n}$ that admits a sparse representation. Specifically, we consider $Y = A X\in \mathbb{R}^{p\times n}$ where the matrix $A\in \mathbb{R}^{p\times r}$ has full column rank, with $r < \min\{n,p\}$, and the matrix $X\in \mathbb{R}^{r\times n}$ is element-wise sparse. We prove that this sparse decomposition of $Y$ can be uniquely identified, up to some intrinsic signed permutation. Our approach relies on solving a nonconvex optimization problem constrained over the unit sphere. Our geometric analysis for the nonconvex optimization landscape shows that any {\em strict} local solution is close to the ground truth solution, and can be recovered by a simple data-driven initialization followed with any second order descent algorithm. At last, we corroborate these theoretical results with numerical experiments.
小貼士
登錄享
相關主題
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191