اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدLandscape Correspondence of Empirical and Population Risks in the Eigendecomposition Problem
68
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
Spectral methods include a family of algorithms related to the eigenvectors of certain data-generated matrices. In this work, we are interested in studying the geometric landscape of the eigendecomposition problem in various spectral methods. In particular, we first extend known results regarding the landscape at critical points to larger regions near the critical points in a special case of finding the leading eigenvector of a symmetric matrix. For a more general eigendecomposition problem, inspired by recent findings on the connection between the landscapes of empirical risk and population risk, we then build a novel connection between the landscape of an eigendecomposition problem that uses random measurements and the one that uses the true data matrix. We also apply our theory to a variety of low-rank matrix optimization problems and conduct a series of simulations to illustrate our theoretical findings.
قيم البحث
اقرأ أيضاً
The landscape of empirical risk has been widely studied in a series of machine learning problems, including low-rank matrix factorization, matrix sensing, matrix completion, and phase retrieval. In this work, we focus on the situation where the corre
sponding population risk is a degenerate non-convex loss function, namely, the Hessian of the population risk can have zero eigenvalues. Instead of analyzing the non-convex empirical risk directly, we first study the landscape of the corresponding population risk, which is usually easier to characterize, and then build a connection between the landscape of the empirical risk and its population risk. In particular, we establish a correspondence between the critical points of the empirical risk and its population risk without the strongly Morse assumption, which is required in existing literature but not satisfied in degenerate scenarios. We also apply the theory to matrix sensing and phase retrieval to demonstrate how to infer the landscape of empirical risk from that of the corresponding population risk.
This paper studies convergence of empirical risks in reproducing kernel Hilbert spaces (RKHS). A conventional assumption in the existing research is that empirical training data do not contain any noise but this may not be satisfied in some practical
circumstances. Consequently the existing convergence results do not provide a guarantee as to whether empirical risks based on empirical data are reliable or not when the data contain some noise. In this paper, we fill out the gap in a few steps. First, we derive moderate sufficient conditions under which the expected risk changes stably (continuously) against small perturbation of the probability distribution of the underlying random variables and demonstrate how the cost function and kernel affect the stability. Second, we examine the difference between laws of the statistical estimators of the expected optimal loss based on pure data and contaminated data using Prokhorov metric and Kantorovich metric and derive some qualitative and quantitative statistical robustness results. Third, we identify appropriate metrics under which the statistical estimators are uniformly asymptotically consistent. These results provide theoretical grounding for analysing asymptotic convergence and examining reliability of the statistical estimators in a number of well-known machine learning models.
When applying eigenvalue decomposition on the quadratic term matrix in a type of linear equally constrained quadratic programming (EQP), there exists a linear mapping to project optimal solutions between the new EQP formulation where $Q$ is diagonali
zed and the original formulation. Although such a mapping requires a particular type of equality constraints, it is generalizable to some real problems such as efficient frontier for portfolio allocation and classification of Least Square Support Vector Machines (LSSVM). The established mapping could be potentially useful to explore optimal solutions in subspace, but it is not very clear to the author. This work was inspired by similar work proved on unconstrained formulation discussed earlier in cite{Tan}, but its current proof is much improved and generalized. To the authors knowledge, very few similar discussion appears in literature.
In this paper, we study the phase transition behavior emerging from the interactions among multiple agents in the presence of noise. We propose a simple discrete-time model in which a group of non-mobile agents form either a fixed connected graph or
a random graph process, and each agent, taking bipolar value either +1 or -1, updates its value according to its previous value and the noisy measurements of the values of the agents connected to it. We present proofs for the occurrence of the following phase transition behavior: At a noise level higher than some threshold, the system generates symmetric behavior (vapor or melt of magnetization) or disagreement; whereas at a noise level lower than the threshold, the system exhibits spontaneous symmetry breaking (solid or magnetization) or consensus. The threshold is found analytically. The phase transition occurs for any dimension. Finally, we demonstrate the phase transition behavior and all analytic results using simulations. This result may be found useful in the study of the collective behavior of complex systems under communication constraints.
The key findings of classical population genetics are derived using a framework based on information theory using the entropies of the allele frequency distribution as a basis. The common results for drift, mutation, selection, and gene flow will be
rewritten both in terms of information theoretic measurements and used to draw the classic conclusions for balance conditions and common features of one locus dynamics. Linkage disequilibrium will also be discussed including the relationship between mutual information and r^2 and a simple model of hitchhiking.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
