ﻻ يوجد ملخص باللغة العربية
This study investigates the theoretical foundations of t-distributed stochastic neighbor embedding (t-SNE), a popular nonlinear dimension reduction and data visualization method. A novel theoretical framework for the analysis of t-SNE based on the gradient descent approach is presented. For the early exaggeration stage of t-SNE, we show its asymptotic equivalence to a power iteration based on the underlying graph Laplacian, characterize its limiting behavior, and uncover its deep connection to Laplacian spectral clustering, and fundamental principles including early stopping as implicit regularization. The results explain the intrinsic mechanism and the empirical benefits of such a computational strategy. For the embedding stage of t-SNE, we characterize the kinematics of the low-dimensional map throughout the iterations, and identify an amplification phase, featuring the intercluster repulsion and the expansive behavior of the low-dimensional map. The general theory explains the fast convergence rate and the exceptional empirical performance of t-SNE for visualizing clustered data, brings forth the interpretations of the t-SNE output, and provides theoretical guidance for selecting tuning parameters in various applications.
Manifold learning techniques for dynamical systems and time series have shown their utility for a broad spectrum of applications in recent years. While these methods are effective at learning a low-dimensional representation, they are often insuffici
Stochastic linear bandits with high-dimensional sparse features are a practical model for a variety of domains, including personalized medicine and online advertising. We derive a novel $Omega(n^{2/3})$ dimension-free minimax regret lower bound for s
Variational Bayes (VB) is a popular scalable alternative to Markov chain Monte Carlo for Bayesian inference. We study a mean-field spike and slab VB approximation of widely used Bayesian model selection priors in sparse high-dimensional logistic regr
We propose a variational Bayesian (VB) procedure for high-dimensional linear model inferences with heavy tail shrinkage priors, such as student-t prior. Theoretically, we establish the consistency of the proposed VB method and prove that under the pr
Logistic regression remains one of the most widely used tools in applied statistics, machine learning and data science. However, in moderately high-dimensional problems, where the number of features $d$ is a non-negligible fraction of the sample size