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Register a new userStructure-adaptive manifold estimation
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Added by
Nikita Puchkin
Publication date
2019
fields
Mathematical Statistics
and research's language is
English
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We consider a problem of manifold estimation from noisy observations. Many manifold learning procedures locally approximate a manifold by a weighted average over a small neighborhood. However, in the presence of large noise, the assigned weights become so corrupted that the averaged estimate shows very poor performance. We suggest a novel computationally efficient structure-adaptive procedure which simultaneously reconstructs a smooth manifold and estimates projections of the point cloud onto this manifold. The proposed approach iteratively refines the weights on each step, using the structural information obtained at previous steps. After several iterations, we obtain nearly oracle weights, so that the final estimates are nearly efficient even in the presence of relatively large noise. In our theoretical study we establish tight lower and upper bounds proving asymptotic optimality of the method for manifold estimation under the Hausdorff loss, provided that the noise degrades to zero fast enough.
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Clustering methods seek to partition data such that elements are more similar to elements in the same cluster than to elements in different clusters. The main challenge in this task is the lack of a unified definition of a cluster, especially for high dimensional data. Different methods and approaches have been proposed to address this problem. This paper continues the study originated by Efimov, Adamyan and Spokoiny (2019) where a novel approach to adaptive nonparametric clustering called Adaptive Weights Clustering (AWC) was offered. The method allows analyzing high-dimensional data with an unknown number of unbalanced clusters of arbitrary shape under very weak modeling assumptions. The procedure demonstrates a state-of-the-art performance and is very efficient even for large data dimension D. However, the theoretical study in Efimov, Adamyan and Spokoiny (2019) is very limited and did not really address the question of efficiency. This paper makes a significant step in understanding the remarkable performance of the AWC procedure, particularly in high dimension. The approach is based on combining the ideas of adaptive clustering and manifold learning. The manifold hypothesis means that high dimensional data can be well approximated by a d-dimensional manifold for small d helping to overcome the curse of dimensionality problem and to get sharp bounds on the cluster separation which only depend on the intrinsic dimension d. We also address the problem of parameter tuning. Our general theoretical results are illustrated by some numerical experiments.
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