We theoretically analyze the typical learning performance of $\ell_{1}$-regularized linear regression ($\ell_1$-LinR) for Ising model selection using the replica method from statistical mechanics. For typical random regular graphs in the paramagnetic phase, an accurate estimate of the typical sample complexity of $\ell_1$-LinR is obtained. Remarkably, despite the model misspecification, $\ell_1$-LinR is model selection consistent with the same order of sample complexity as $\ell_{1}$-regularized logistic regression ($\ell_1$-LogR), i.e., $M=\mathcal{O}\left(\log N\right)$, where $N$ is the number of variables of the Ising model. Moreover, we provide an efficient method to accurately predict the non-asymptotic behavior of $\ell_1$-LinR for moderate $M, N$, such as precision and recall. Simulations show a fairly good agreement between theoretical predictions and experimental results, even for graphs with many loops, which supports our findings. Although this paper mainly focuses on $\ell_1$-LinR, our method is readily applicable for precisely characterizing the typical learning performances of a wide class of $\ell_{1}$-regularized $M$-estimators including $\ell_1$-LogR and interaction screening.
相關內容
We consider networked sources that generate update messages with a defined rate and we investigate the age of that information at the receiver. Typical applications are in cyber-physical systems that depend on timely sensor updates. We phrase the age of information in the min-plus algebra of the network calculus. This facilitates a variety of models including wireless channels and schedulers with random cross-traffic, as well as sources with periodic and random updates, respectively. We show how the age of information depends on the network service where, e.g., outages of a wireless channel cause delays. Further, our analytical expressions show two regimes depending on the update rate, where the age of information is either dominated by congestive delays or by idle waiting. We find that the optimal update rate strikes a balance between these two effects.
A key task of data science is to identify relevant features linked to certain output variables that are supposed to be modeled or predicted. To obtain a small but meaningful model, it is important to find stochastically independent variables capturing all the information necessary to model or predict the output variables sufficiently. Therefore, we introduce in this work a framework to detect linear and non-linear dependencies between different features. As we will show, features that are actually functions of other features do not represent further information. Consequently, a model reduction neglecting such features conserves the relevant information, reduces noise and thus improves the quality of the model. Furthermore, a smaller model makes it easier to adopt a model of a given system. In addition, the approach structures dependencies within all the considered features. This provides advantages for classical modeling starting from regression ranging to differential equations and for machine learning. To show the generality and applicability of the presented framework 2154 features of a data center are measured and a model for classification for faulty and non-faulty states of the data center is set up. This number of features is automatically reduced by the framework to 161 features. The prediction accuracy for the reduced model even improves compared to the model trained on the total number of features. A second example is the analysis of a gene expression data set where from 9513 genes 9 genes are extracted from whose expression levels two cell clusters of macrophages can be distinguished.
Two-sample tests utilizing a similarity graph on observations are useful for high-dimensional and non-Euclidean data due to their flexibility and good performance under a wide range of alternatives. Existing works mainly focused on sparse graphs, such as graphs with the number of edges in the order of the number of observations, and their asymptotic results imposed strong conditions on the graph that can easily be violated by commonly constructed graph they suggested. Moreover, the tests have better performance with denser graphs under many settings. In this work, we establish the theoretical ground for graph-based tests with graphs ranging from those recommended in current literature to much denser ones.
We consider the community detection problem in sparse random hypergraphs under the non-uniform hypergraph stochastic block model (HSBM), a general model of random networks with community structure and higher-order interactions. When the random hypergraph has bounded expected degrees, we provide a spectral algorithm that outputs a partition with at least a $\gamma$ fraction of the vertices classified correctly, where $\gamma\in (0.5,1)$ depends on the signal-to-noise ratio (SNR) of the model. When the SNR grows slowly as the number of vertices goes to infinity, our algorithm achieves weak consistency, which improves the previous results in Ghoshdastidar and Dukkipati (2017) for non-uniform HSBMs. Our spectral algorithm consists of three major steps: (1) Hyperedge selection: select hyperedges of certain sizes to provide the maximal signal-to-noise ratio for the induced sub-hypergraph; (2) Spectral partition: construct a regularized adjacency matrix and obtain an approximate partition based on singular vectors; (3) Correction and merging: incorporate the hyperedge information from adjacency tensors to upgrade the error rate guarantee. The theoretical analysis of our algorithm relies on the concentration and regularization of the adjacency matrix for sparse non-uniform random hypergraphs, which can be of independent interest.
The physical characteristics and atmospheric chemical composition of newly discovered exoplanets are often inferred from their transit spectra which are obtained from complex numerical models of radiative transfer. Alternatively, simple analytical expressions provide insightful physical intuition into the relevant atmospheric processes. The deep learning revolution has opened the door for deriving such analytical results directly with a computer algorithm fitting to the data. As a proof of concept, we successfully demonstrate the use of symbolic regression on synthetic data for the transit radii of generic hot Jupiter exoplanets to derive a corresponding analytical formula. As a preprocessing step, we use dimensional analysis to identify the relevant dimensionless combinations of variables and reduce the number of independent inputs, which improves the performance of the symbolic regression. The dimensional analysis also allowed us to mathematically derive and properly parametrize the most general family of degeneracies among the input atmospheric parameters which affect the characterization of an exoplanet atmosphere through transit spectroscopy.
We introduce deep learning models to estimate the masses of the binary components of black hole mergers, $(m_1,m_2)$, and three astrophysical properties of the post-merger compact remnant, namely, the final spin, $a_f$, and the frequency and damping time of the ringdown oscillations of the fundamental $\ell=m=2$ bar mode, $(\omega_R, \omega_I)$. Our neural networks combine a modified $\texttt{WaveNet}$ architecture with contrastive learning and normalizing flow. We validate these models against a Gaussian conjugate prior family whose posterior distribution is described by a closed analytical expression. Upon confirming that our models produce statistically consistent results, we used them to estimate the astrophysical parameters $(m_1,m_2, a_f, \omega_R, \omega_I)$ of five binary black holes: $\texttt{GW150914}, \texttt{GW170104}, \texttt{GW170814}, \texttt{GW190521}$ and $\texttt{GW190630}$. We use $\texttt{PyCBC Inference}$ to directly compare traditional Bayesian methodologies for parameter estimation with our deep-learning-based posterior distributions. Our results show that our neural network models predict posterior distributions that encode physical correlations, and that our data-driven median results and 90$\%$ confidence intervals are similar to those produced with gravitational wave Bayesian analyses. This methodology requires a single V100 $\texttt{NVIDIA}$ GPU to produce median values and posterior distributions within two milliseconds for each event. This neural network, and a tutorial for its use, are available at the $\texttt{Data and Learning Hub for Science}$.
Let $P$ be a linear differential operator over $\mathcal{D} \subset \mathbb{R}^d$ and $U = (U_x)_{x \in \mathcal{D}}$ a second order stochastic process. In the first part of this article, we prove a new simple necessary and sufficient condition for all the trajectories of $U$ to verify the partial differential equation (PDE) $T(U) = 0$. This condition is formulated in terms of the covariance kernel of $U$. The novelty of this result is that the equality $T(U) = 0$ is understood in the sense of distributions, which is a functional analysis framework particularly adapted to the study of PDEs. This theorem provides precious insights during the second part of this article, which is dedicated to performing "physically informed" machine learning on data that is solution to the homogeneous 3 dimensional free space wave equation. We perform Gaussian Process Regression (GPR) on this data, which is a kernel based Bayesian approach to machine learning. To do so, we put Gaussian process (GP) priors over the wave equation's initial conditions and propagate them through the wave equation. We obtain explicit formulas for the covariance kernel of the corresponding stochastic process; this kernel can then be used for GPR. We explore two particular cases : the radial symmetry and the point source. For the former, we derive convolution-free GPR formulas; for the latter, we show a direct link between GPR and the classical triangulation method for point source localization used e.g. in GPS systems. Additionally, this Bayesian framework gives rise to a new answer for the ill-posed inverse problem of reconstructing initial conditions for the wave equation with finite dimensional data, and simultaneously provides a way of estimating physical parameters from this data as in [Raissi et al,2017]. We finish by showcasing this physically informed GPR on a number of practical examples.
Empirical likelihood enables a nonparametric, likelihood-driven style of inference without restrictive assumptions routinely made in parametric models. We develop a framework for applying empirical likelihood to the analysis of experimental designs, addressing issues that arise from blocking and multiple hypothesis testing. In addition to popular designs such as balanced incomplete block designs, our approach allows for highly unbalanced, incomplete block designs. Based on all these designs, we derive an asymptotic multivariate chi-square distribution for a set of empirical likelihood test statistics. Further, we propose two single-step multiple testing procedures: asymptotic Monte Carlo and nonparametric bootstrap. Both procedures asymptotically control the generalized family-wise error rate and efficiently construct simultaneous confidence intervals for comparisons of interest without explicitly considering the underlying covariance structure. A simulation study demonstrates that the performance of the procedures is robust to violations of standard assumptions of linear mixed models. Significantly, considering the asymptotic nature of empirical likelihood, the nonparametric bootstrap procedure performs well even for small sample sizes. We also present an application to experiments on a pesticide. Supplementary materials for this article are available online.
Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror descent, iterative thresholding, DC programming and many others as particular instances. The recharacterization via generalized Bregman functions enables us to construct suitable error measures and establish global convergence rates for nonconvex and nonsmooth objectives in possibly high dimensions. For sparse learning problems with a composite objective, under some regularity conditions, the obtained estimators as the surrogate's fixed points, though not necessarily local minimizers, enjoy provable statistical guarantees, and the sequence of iterates can be shown to approach the statistical truth within the desired accuracy geometrically fast. The paper also studies how to design adaptive momentum based accelerations without assuming convexity or smoothness by carefully controlling stepsize and relaxation parameters.
The Variational Auto-Encoder (VAE) is one of the most used unsupervised machine learning models. But although the default choice of a Gaussian distribution for both the prior and posterior represents a mathematically convenient distribution often leading to competitive results, we show that this parameterization fails to model data with a latent hyperspherical structure. To address this issue we propose using a von Mises-Fisher (vMF) distribution instead, leading to a hyperspherical latent space. Through a series of experiments we show how such a hyperspherical VAE, or $\mathcal{S}$-VAE, is more suitable for capturing data with a hyperspherical latent structure, while outperforming a normal, $\mathcal{N}$-VAE, in low dimensions on other data types.
小貼士
登錄享
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191