The unlabeled sensing problem is to solve a noisy linear system of equations under unknown permutation of the measurements. We study a particular case of the problem where the permutations are restricted to be r-local, i.e. the permutation matrix is block diagonal with r x r blocks. Assuming a Gaussian measurement matrix, we argue that the r-local permutation model is more challenging compared to a recent sparse permutation model. We propose a proximal alternating minimization algorithm for the general unlabeled sensing problem that provably converges to a first order stationary point. Applied to the r-local model, we show that the resulting algorithm is efficient. We validate the algorithm on synthetic and real datasets. We also formulate the 1-d unassigned distance geometry problem as an unlabeled sensing problem with a structured measurement matrix.
Dot product kernels, such as polynomial and exponential (softmax) kernels, are among the most widely used kernels in machine learning, as they enable modeling the interactions between input features, which is crucial in applications like computer vision, natural language processing, and recommender systems. We make several novel contributions for improving the efficiency of random feature approximations for dot product kernels, to make these kernels more useful in large scale learning. First, we present a generalization of existing random feature approximations for polynomial kernels, such as Rademacher and Gaussian sketches and TensorSRHT, using complex-valued random features. We show empirically that the use of complex features can significantly reduce the variances of these approximations. Second, we provide a theoretical analysis for understanding the factors affecting the efficiency of various random feature approximations, by deriving closed-form expressions for their variances. These variance formulas elucidate conditions under which certain approximations (e.g., TensorSRHT) achieve lower variances than others (e.g, Rademacher sketch), and conditions under which the use of complex features leads to lower variances than real features. Third, by using these variance formulas, which can be evaluated in practice, we develop a data-driven optimization approach to random feature approximations for general dot product kernels, which is also applicable to the Gaussian kernel. We describe the improvements brought by these contributions with extensive experiments on a variety of tasks and datasets.
Tilt-series alignment is crucial to obtaining high-resolution reconstructions in cryo-electron tomography. Beam-induced local deformation of the sample is hard to estimate from the low-contrast sample alone, and often requires fiducial gold bead markers. The state-of-the-art approach for deformation estimation uses (semi-)manually labelled marker locations in projection data to fit the parameters of a polynomial deformation model. Manually-labelled marker locations are difficult to obtain when data are noisy or markers overlap in projection data. We propose an alternative mathematical approach for simultaneous marker localization and deformation estimation by extending a grid-free super-resolution algorithm first proposed in the context of single-molecule localization microscopy. Our approach does not require labelled marker locations; instead, we use an image-based loss where we compare the forward projection of markers with the observed data. We equip this marker localization scheme with an additional deformation estimation component and solve for a reduced number of deformation parameters. Using extensive numerical studies on marker-only samples, we show that our approach automatically finds markers and reliably estimates sample deformation without labelled marker data. We further demonstrate the applicability of our approach for a broad range of model mismatch scenarios, including experimental electron tomography data of gold markers on ice.
The Extended Randomized Kaczmarz method is a well known iterative scheme which can find the Moore-Penrose inverse solution of a possibly inconsistent linear system and requires only one additional column of the system matrix in each iteration in comparison with the standard randomized Kaczmarz method. Also, the Sparse Randomized Kaczmarz method has been shown to converge linearly to a sparse solution of a consistent linear system. Here, we combine both ideas and propose an Extended Sparse Randomized Kaczmarz method. We show linear expected convergence to a sparse least squares solution in the sense that an extended variant of the regularized basis pursuit problem is solved. Moreover, we generalize the additional step in the method and prove convergence to a more abstract optimization problem. We demonstrate numerically that our method can find sparse least squares solutions of real and complex systems if the noise is concentrated in the complement of the range of the system matrix and that our generalization can handle impulsive noise.
An informative measurement is the most efficient way to gain information about an unknown state. We give a first-principles derivation of a general-purpose dynamic programming algorithm that returns an optimal sequence of informative measurements by sequentially maximizing the entropy of possible measurement outcomes. This algorithm can be used by an autonomous agent or robot to decide where best to measure next, planning a path corresponding to an optimal sequence of informative measurements. The algorithm is applicable to states and controls that are continuous or discrete, and agent dynamics that is either stochastic or deterministic; including Markov decision processes and Gaussian processes. Recent results from approximate dynamic programming and reinforcement learning, including on-line approximations such as rollout and Monte Carlo tree search, allow the measurement task to be solved in real-time. The resulting solutions include non-myopic paths and measurement sequences that can generally outperform, sometimes substantially, commonly used greedy approaches. This is demonstrated for a global search problem, where on-line planning with an extended local search is found to reduce the number of measurements in the search by approximately half. A variant of the algorithm is derived for Gaussian processes for active sensing.
We address the solution of large-scale Bayesian optimal experimental design (OED) problems governed by partial differential equations (PDEs) with infinite-dimensional parameter fields. The OED problem seeks to find sensor locations that maximize the expected information gain (EIG) in the solution of the underlying Bayesian inverse problem. Computation of the EIG is usually prohibitive for PDE-based OED problems. To make the evaluation of the EIG tractable, we approximate the (PDE-based) parameter-to-observable map with a derivative-informed projected neural network (DIPNet) surrogate, which exploits the geometry, smoothness, and intrinsic low-dimensionality of the map using a small and dimension-independent number of PDE solves. The surrogate is then deployed within a greedy algorithm-based solution of the OED problem such that no further PDE solves are required. We analyze the EIG approximation error in terms of the generalization error of the DIPNet, and demonstrate the efficiency and accuracy of the method via numerical experiments involving inverse scattering and inverse reactive transport.
We consider a coded compressed sensing approach for the unsourced random access and replace the outer tree code proposed by Amalladinne et al. with the list recoverable code capable of correcting t errors. A finite-length random coding bound for such codes is derived. The numerical experiments in the single antenna quasi-static Rayleigh fading MAC show that transition to list recoverable codes correcting t errors improves the performance of coded compressed sensing scheme by 7-10 dB compared to the tree code-based scheme. We propose two practical constructions of outer codes. The first is a modification of the tree code. It utilizes the same code structure, and a key difference is a decoder capable of correcting up to t errors. The second is based on the Reed-Solomon codes and Guruswami-Sudan list decoding algorithm. The first scheme provides an energy efficiency very close to the random coding bound when the decoding complexity is unbounded. But for the practical parameters, the second scheme is better and improves the performance of a tree code-based scheme when the number of active users is less than 200.
Escaping saddle points is a central research topic in nonconvex optimization. In this paper, we propose a simple gradient-based algorithm such that for a smooth function $f\colon\mathbb{R}^n\to\mathbb{R}$, it outputs an $\epsilon$-approximate second-order stationary point in $\tilde{O}(\log n/\epsilon^{1.75})$ iterations. Compared to the previous state-of-the-art algorithms by Jin et al. with $\tilde{O}((\log n)^{4}/\epsilon^{2})$ or $\tilde{O}((\log n)^{6}/\epsilon^{1.75})$ iterations, our algorithm is polynomially better in terms of $\log n$ and matches their complexities in terms of $1/\epsilon$. For the stochastic setting, our algorithm outputs an $\epsilon$-approximate second-order stationary point in $\tilde{O}((\log n)^{2}/\epsilon^{4})$ iterations. Technically, our main contribution is an idea of implementing a robust Hessian power method using only gradients, which can find negative curvature near saddle points and achieve the polynomial speedup in $\log n$ compared to the perturbed gradient descent methods. Finally, we also perform numerical experiments that support our results.
The problem of Approximate Nearest Neighbor (ANN) search is fundamental in computer science and has benefited from significant progress in the past couple of decades. However, most work has been devoted to pointsets whereas complex shapes have not been sufficiently treated. Here, we focus on distance functions between discretized curves in Euclidean space: they appear in a wide range of applications, from road segments to time-series in general dimension. For $\ell_p$-products of Euclidean metrics, for any $p$, we design simple and efficient data structures for ANN, based on randomized projections, which are of independent interest. They serve to solve proximity problems under a notion of distance between discretized curves, which generalizes both discrete Fr\'echet and Dynamic Time Warping distances. These are the most popular and practical approaches to comparing such curves. We offer the first data structures and query algorithms for ANN with arbitrarily good approximation factor, at the expense of increasing space usage and preprocessing time over existing methods. Query time complexity is comparable or significantly improved by our algorithms, our algorithm is especially efficient when the length of the curves is bounded.
Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models that does not require knowledge of the form of the likelihood function or any derived quantities, but can be shown to be equivalent to maximizing likelihood under some conditions. Our result holds in the non-asymptotic parametric setting, where both the capacity of the model and the number of data examples are finite. We also demonstrate encouraging experimental results.
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.