312 research outputs found
Precision-Recall Curves Using Information Divergence Frontiers
Despite the tremendous progress in the estimation of generative models, the
development of tools for diagnosing their failures and assessing their
performance has advanced at a much slower pace. Recent developments have
investigated metrics that quantify which parts of the true distribution is
modeled well, and, on the contrary, what the model fails to capture, akin to
precision and recall in information retrieval. In this paper, we present a
general evaluation framework for generative models that measures the trade-off
between precision and recall using R\'enyi divergences. Our framework provides
a novel perspective on existing techniques and extends them to more general
domains. As a key advantage, this formulation encompasses both continuous and
discrete models and allows for the design of efficient algorithms that do not
have to quantize the data. We further analyze the biases of the approximations
used in practice.Comment: Updated to the AISTATS 2020 versio
A directed isoperimetric inequality with application to Bregman near neighbor lower bounds
Bregman divergences are a class of divergences parametrized by a
convex function and include well known distance functions like
and the Kullback-Leibler divergence. There has been extensive
research on algorithms for problems like clustering and near neighbor search
with respect to Bregman divergences, in all cases, the algorithms depend not
just on the data size and dimensionality , but also on a structure
constant that depends solely on and can grow without bound
independently.
In this paper, we provide the first evidence that this dependence on
might be intrinsic. We focus on the problem of approximate near neighbor search
for Bregman divergences. We show that under the cell probe model, any
non-adaptive data structure (like locality-sensitive hashing) for
-approximate near-neighbor search that admits probes must use space
. In contrast, for LSH under the best
bound is .
Our new tool is a directed variant of the standard boolean noise operator. We
show that a generalization of the Bonami-Beckner hypercontractivity inequality
exists "in expectation" or upon restriction to certain subsets of the Hamming
cube, and that this is sufficient to prove the desired isoperimetric inequality
that we use in our data structure lower bound.
We also present a structural result reducing the Hamming cube to a Bregman
cube. This structure allows us to obtain lower bounds for problems under
Bregman divergences from their analog. In particular, we get a
(weaker) lower bound for approximate near neighbor search of the form
for an -query non-adaptive data structure,
and new cell probe lower bounds for a number of other near neighbor questions
in Bregman space.Comment: 27 page
Topological Data Analysis with Bregman Divergences
Given a finite set in a metric space, the topological analysis generalizes
hierarchical clustering using a 1-parameter family of homology groups to
quantify connectivity in all dimensions. The connectivity is compactly
described by the persistence diagram. One limitation of the current framework
is the reliance on metric distances, whereas in many practical applications
objects are compared by non-metric dissimilarity measures. Examples are the
Kullback-Leibler divergence, which is commonly used for comparing text and
images, and the Itakura-Saito divergence, popular for speech and sound. These
are two members of the broad family of dissimilarities called Bregman
divergences.
We show that the framework of topological data analysis can be extended to
general Bregman divergences, widening the scope of possible applications. In
particular, we prove that appropriately generalized Cech and Delaunay (alpha)
complexes capture the correct homotopy type, namely that of the corresponding
union of Bregman balls. Consequently, their filtrations give the correct
persistence diagram, namely the one generated by the uniformly growing Bregman
balls. Moreover, we show that unlike the metric setting, the filtration of
Vietoris-Rips complexes may fail to approximate the persistence diagram. We
propose algorithms to compute the thus generalized Cech, Vietoris-Rips and
Delaunay complexes and experimentally test their efficiency. Lastly, we explain
their surprisingly good performance by making a connection with discrete Morse
theory
- …