Sparse principal component analysis (SPCA) methods have proven to efficiently analyze high-dimensional data. Among them, threshold-based SPCA (TSPCA) is computationally more cost-effective than regularized SPCA, based on L1 penalties. We herein present an investigation of the efficacy of TSPCA for high-dimensional data settings and illustrate that, for a suitable threshold value, TSPCA achieves satisfactory performance for high-dimensional data. Thus, the performance of the TSPCA depends heavily on the selected threshold value. To this end, we propose a novel thresholding estimator to obtain the principal component (PC) directions using a customized noise-reduction methodology. The proposed technique is consistent under mild conditions, unaffected by threshold values, and therefore yields more accurate results quickly at a lower computational cost. Furthermore, we explore the shrinkage PC directions and their application in clustering high-dimensional data. Finally, we evaluate the performance of the estimated shrinkage PC directions in actual data analyses.
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The Click-Through Rate (CTR) prediction task is critical in industrial recommender systems, where models are usually deployed on dynamic streaming data in practical applications. Such streaming data in real-world recommender systems face many challenges, such as distribution shift, temporal non-stationarity, and systematic biases, which bring difficulties to the training and utilizing of recommendation models. However, most existing studies approach the CTR prediction as a classification task on static datasets, assuming that the train and test sets are independent and identically distributed (a.k.a, i.i.d. assumption). To bridge this gap, we formulate the CTR prediction problem in streaming scenarios as a Streaming CTR Prediction task. Accordingly, we propose dedicated benchmark settings and metrics to evaluate and analyze the performance of the models in streaming data. To better understand the differences compared to traditional CTR prediction tasks, we delve into the factors that may affect the model performance, such as parameter scale, normalization, regularization, etc. The results reveal the existence of the ''streaming learning dilemma'', whereby the same factor may have different effects on model performance in the static and streaming scenarios. Based on the findings, we propose two simple but inspiring methods (i.e., tuning key parameters and exemplar replay) that significantly improve the effectiveness of the CTR models in the new streaming scenario. We hope our work will inspire further research on streaming CTR prediction and help improve the robustness and adaptability of recommender systems.
The streaming model is an abstraction of computing over massive data streams, which is a popular way of dealing with large-scale modern data analysis. In this model, there is a stream of data points, one after the other. A streaming algorithm is only allowed one pass over the data stream, and the goal is to perform some analysis during the stream while using as small space as possible. Clustering problems (such as $k$-means and $k$-median) are fundamental unsupervised machine learning primitives, and streaming clustering algorithms have been extensively studied in the past. However, since data privacy becomes a central concern in many real-world applications, non-private clustering algorithms are not applicable in many scenarios. In this work, we provide the first differentially private streaming algorithms for $k$-means and $k$-median clustering of $d$-dimensional Euclidean data points over a stream with length at most $T$ using $poly(k,d,\log(T))$ space to achieve a {\it constant} multiplicative error and a $poly(k,d,\log(T))$ additive error. In particular, we present a differentially private streaming clustering framework which only requires an offline DP coreset algorithm as a blackbox. By plugging in existing DP coreset results via Ghazi, Kumar, Manurangsi 2020 and Kaplan, Stemmer 2018, we achieve (1) a $(1+\gamma)$-multiplicative approximation with $\tilde{O}_\gamma(poly(k,d,\log(T)))$ space for any $\gamma>0$, and the additive error is $poly(k,d,\log(T))$ or (2) an $O(1)$-multiplicative approximation with $\tilde{O}(k \cdot poly(d,\log(T)))$ space and $poly(k,d,\log(T))$ additive error. In addition, our algorithmic framework is also differentially private under the continual release setting, i.e., the union of outputs of our algorithms at every timestamp is always differentially private.
Despite the remarkable success of deep learning, an optimal convolution operation on point clouds remains elusive owing to their irregular data structure. Existing methods mainly focus on designing an effective continuous kernel function that can handle an arbitrary point in continuous space. Various approaches exhibiting high performance have been proposed, but we observe that the standard pointwise feature is represented by 1D channels and can become more informative when its representation involves additional spatial feature dimensions. In this paper, we present Multidimensional Kernel Convolution (MKConv), a novel convolution operator that learns to transform the point feature representation from a vector to a multidimensional matrix. Unlike standard point convolution, MKConv proceeds via two steps. (i) It first activates the spatial dimensions of local feature representation by exploiting multidimensional kernel weights. These spatially expanded features can represent their embedded information through spatial correlation as well as channel correlation in feature space, carrying more detailed local structure information. (ii) Then, discrete convolutions are applied to the multidimensional features which can be regarded as a grid-structured matrix. In this way, we can utilize the discrete convolutions for point cloud data without voxelization that suffers from information loss. Furthermore, we propose a spatial attention module, Multidimensional Local Attention (MLA), to provide comprehensive structure awareness within the local point set by reweighting the spatial feature dimensions. We demonstrate that MKConv has excellent applicability to point cloud processing tasks including object classification, object part segmentation, and scene semantic segmentation with superior results.
Density-functional theory (DFT) has revolutionized computer simulations in chemistry and material science. A faithful implementation of the theory requires self-consistent calculations. However, this effort involves repeatedly diagonalizing the Hamiltonian, for which a classical algorithm typically requires a computational complexity that scales cubically with respect to the number of electrons. This limits DFT's applicability to large-scale problems with complex chemical environments and microstructures. This article presents a quantum algorithm that has a linear scaling with respect to the number of atoms, which is much smaller than the number of electrons. Our algorithm leverages the quantum singular value transformation (QSVT) to generate a quantum circuit to encode the density-matrix, and an estimation method for computing the output electron density. In addition, we present a randomized block coordinate fixed-point method to accelerate the self-consistent field calculations by reducing the number of components of the electron density that needs to be estimated. The proposed framework is accompanied by a rigorous error analysis that quantifies the function approximation error, the statistical fluctuation, and the iteration complexity. In particular, the analysis of our self-consistent iterations takes into account the measurement noise from the quantum circuit. These advancements offer a promising avenue for tackling large-scale DFT problems, enabling simulations of complex systems that were previously computationally infeasible.
We introduce a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on estimating equations that are $U$-statistics in the observations. The $U$-statistics are based on higher order influence functions that extend ordinary linear influence functions of the parameter of interest, and represent higher derivatives of this parameter. For parameters for which the representation cannot be perfect the method leads to a bias-variance trade-off, and results in estimators that converge at a slower than $\sqrt n$-rate. In a number of examples the resulting rate can be shown to be optimal. We are particularly interested in estimating parameters in models with a nuisance parameter of high dimension or low regularity, where the parameter of interest cannot be estimated at $\sqrt n$-rate, but we also consider efficient $\sqrt n$-estimation using novel nonlinear estimators. The general approach is applied in detail to the example of estimating a mean response when the response is not always observed.
Analysis of high-dimensional data, where the number of covariates is larger than the sample size, is a topic of current interest. In such settings, an important goal is to estimate the signal level $\tau^2$ and noise level $\sigma^2$, i.e., to quantify how much variation in the response variable can be explained by the covariates, versus how much of the variation is left unexplained. This thesis considers the estimation of these quantities in a semi-supervised setting, where for many observations only the vector of covariates $X$ is given with no responses $Y$. Our main research question is: how can one use the unlabeled data to better estimate $\tau^2$ and $\sigma^2$? We consider two frameworks: a linear regression model and a linear projection model in which linearity is not assumed. In the first framework, while linear regression is used, no sparsity assumptions on the coefficients are made. In the second framework, the linearity assumption is also relaxed and we aim to estimate the signal and noise levels defined by the linear projection. We first propose a naive estimator which is unbiased and consistent, under some assumptions, in both frameworks. We then show how the naive estimator can be improved by using zero-estimators, where a zero-estimator is a statistic arising from the unlabeled data, whose expected value is zero. In the first framework, we calculate the optimal zero-estimator improvement and discuss ways to approximate the optimal improvement. In the second framework, such optimality does no longer hold and we suggest two zero-estimators that improve the naive estimator although not necessarily optimally. Furthermore, we show that our approach reduces the variance for general initial estimators and we present an algorithm that potentially improves any initial estimator. Lastly, we consider four datasets and study the performance of our suggested methods.
We consider the estimation of factor model-based variance-covariance matrix when the factor loading matrix is assumed sparse. To do so, we rely on a system of penalized estimating functions to account for the identification issue of the factor loading matrix while fostering sparsity in potentially all its entries. We prove the oracle property of the penalized estimator for the factor model when the dimension is fixed. That is, the penalization procedure can recover the true sparse support, and the estimator is asymptotically normally distributed. Consistency and recovery of the true zero entries are established when the number of parameters is diverging. These theoretical results are supported by simulation experiments, and the relevance of the proposed method is illustrated by an application to portfolio allocation.
Change point detection is a commonly used technique in time series analysis, capturing the dynamic nature in which many real-world processes function. With the ever increasing troves of multivariate high-dimensional time series data, especially in neuroimaging and finance, there is a clear need for scalable and data-driven change point detection methods. Currently, change point detection methods for multivariate high-dimensional data are scarce, with even less available in high-level, easily accessible software packages. To this end, we introduce the R package fabisearch, available on the Comprehensive R Archive Network (CRAN), which implements the factorized binary search (FaBiSearch) methodology. FaBiSearch is a novel statistical method for detecting change points in the network structure of multivariate high-dimensional time series which employs non-negative matrix factorization (NMF), an unsupervised dimension reduction and clustering technique. Given the high computational cost of NMF, we implement the method in C++ code and use parallelization to reduce computation time. Further, we also utilize a new binary search algorithm to efficiently identify multiple change points and provide a new method for network estimation for data between change points. We show the functionality of the package and the practicality of the method by applying it to a neuroimaging and a finance data set. Lastly, we provide an interactive, 3-dimensional, brain-specific network visualization capability in a flexible, stand-alone function. This function can be conveniently used with any node coordinate atlas, and nodes can be color coded according to community membership (if applicable). The output is an elegantly displayed network laid over a cortical surface, which can be rotated in the 3-dimensional space.
This paper investigates the multiple testing problem for high-dimensional sparse binary sequences motivated by the crowdsourcing problem in machine learning. We adopt an empirical Bayes approach to estimate possibly sparse sequences with Bernoulli noises. We found a surprising result that the hard thresholding rule deduced from the spike-and-slab posterior is not optimal, even using a uniform prior. Two approaches are then proposed to calibrate the posterior for achieving the optimal signal detection boundary, and two multiple testing procedures are constructed based on these calibrated posteriors. Sharp frequentist theoretical results for these procedures are obtained, showing both can effectively control the false discovery rate uniformly for signals under a sparsity assumption. Numerical experiments are conducted to validate our theory in finite samples.
Inverse UQ is the process to inversely quantify the model input uncertainties based on experimental data. This work focuses on developing an inverse UQ process for time-dependent responses, using dimensionality reduction by functional principal component analysis (PCA) and deep neural network (DNN)-based surrogate models. The demonstration is based on the inverse UQ of TRACE physical model parameters using the FEBA transient experimental data. The measurement data is time-dependent peak cladding temperature (PCT). Since the quantity-of-interest (QoI) is time-dependent that corresponds to infinite-dimensional responses, PCA is used to reduce the QoI dimension while preserving the transient profile of the PCT, in order to make the inverse UQ process more efficient. However, conventional PCA applied directly to the PCT time series profiles can hardly represent the data precisely due to the sudden temperature drop at the time of quenching. As a result, a functional alignment method is used to separate the phase and amplitude information of the transient PCT profiles before dimensionality reduction. DNNs are then trained using PC scores from functional PCA to build surrogate models of TRACE in order to reduce the computational cost in Markov Chain Monte Carlo sampling. Bayesian neural networks are used to estimate the uncertainties of DNN surrogate model predictions. In this study, we compared four different inverse UQ processes with different dimensionality reduction methods and surrogate models. The proposed approach shows an improvement in reducing the dimension of the TRACE transient simulations, and the forward propagation of inverse UQ results has a better agreement with the experimental data.
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