27,786 research outputs found
Regularized Optimal Transport and the Rot Mover's Distance
This paper presents a unified framework for smooth convex regularization of
discrete optimal transport problems. In this context, the regularized optimal
transport turns out to be equivalent to a matrix nearness problem with respect
to Bregman divergences. Our framework thus naturally generalizes a previously
proposed regularization based on the Boltzmann-Shannon entropy related to the
Kullback-Leibler divergence, and solved with the Sinkhorn-Knopp algorithm. We
call the regularized optimal transport distance the rot mover's distance in
reference to the classical earth mover's distance. We develop two generic
schemes that we respectively call the alternate scaling algorithm and the
non-negative alternate scaling algorithm, to compute efficiently the
regularized optimal plans depending on whether the domain of the regularizer
lies within the non-negative orthant or not. These schemes are based on
Dykstra's algorithm with alternate Bregman projections, and further exploit the
Newton-Raphson method when applied to separable divergences. We enhance the
separable case with a sparse extension to deal with high data dimensions. We
also instantiate our proposed framework and discuss the inherent specificities
for well-known regularizers and statistical divergences in the machine learning
and information geometry communities. Finally, we demonstrate the merits of our
methods with experiments using synthetic data to illustrate the effect of
different regularizers and penalties on the solutions, as well as real-world
data for a pattern recognition application to audio scene classification
An Efficient Approximate kNN Graph Method for Diffusion on Image Retrieval
The application of the diffusion in many computer vision and artificial
intelligence projects has been shown to give excellent improvements in
performance. One of the main bottlenecks of this technique is the quadratic
growth of the kNN graph size due to the high-quantity of new connections
between nodes in the graph, resulting in long computation times. Several
strategies have been proposed to address this, but none are effective and
efficient. Our novel technique, based on LSH projections, obtains the same
performance as the exact kNN graph after diffusion, but in less time
(approximately 18 times faster on a dataset of a hundred thousand images). The
proposed method was validated and compared with other state-of-the-art on
several public image datasets, including Oxford5k, Paris6k, and Oxford105k
RandomBoost: Simplified Multi-class Boosting through Randomization
We propose a novel boosting approach to multi-class classification problems,
in which multiple classes are distinguished by a set of random projection
matrices in essence. The approach uses random projections to alleviate the
proliferation of binary classifiers typically required to perform multi-class
classification. The result is a multi-class classifier with a single
vector-valued parameter, irrespective of the number of classes involved. Two
variants of this approach are proposed. The first method randomly projects the
original data into new spaces, while the second method randomly projects the
outputs of learned weak classifiers. These methods are not only conceptually
simple but also effective and easy to implement. A series of experiments on
synthetic, machine learning and visual recognition data sets demonstrate that
our proposed methods compare favorably to existing multi-class boosting
algorithms in terms of both the convergence rate and classification accuracy.Comment: 15 page
Random projections as regularizers: learning a linear discriminant from fewer observations than dimensions
We prove theoretical guarantees for an averaging-ensemble of randomly projected Fisher linear discriminant classifiers, focusing on the casewhen there are fewer training observations than data dimensions. The specific form and simplicity of this ensemble permits a direct and much more detailed analysis than existing generic tools in previous works. In particular, we are able to derive the exact form of the generalization error of our ensemble, conditional on the training set, and based on this we give theoretical guarantees which directly link the performance of the ensemble to that of the corresponding linear discriminant learned in the full data space. To the best of our knowledge these are the first theoretical results to prove such an explicit link for any classifier and classifier ensemble pair. Furthermore we show that the randomly projected ensemble is equivalent to implementing a sophisticated regularization scheme to the linear discriminant learned in the original data space and this prevents overfitting in conditions of small sample size where pseudo-inverse FLD learned in the data space is provably poor. Our ensemble is learned from a set of randomly projected representations of the original high dimensional data and therefore for this approach data can be collected, stored and processed in such a compressed form. We confirm our theoretical findings with experiments, and demonstrate the utility of our approach on several datasets from the bioinformatics domain and one very high dimensional dataset from the drug discovery domain, both settings in which fewer observations than dimensions are the norm
A One-Sample Test for Normality with Kernel Methods
We propose a new one-sample test for normality in a Reproducing Kernel
Hilbert Space (RKHS). Namely, we test the null-hypothesis of belonging to a
given family of Gaussian distributions. Hence our procedure may be applied
either to test data for normality or to test parameters (mean and covariance)
if data are assumed Gaussian. Our test is based on the same principle as the
MMD (Maximum Mean Discrepancy) which is usually used for two-sample tests such
as homogeneity or independence testing. Our method makes use of a special kind
of parametric bootstrap (typical of goodness-of-fit tests) which is
computationally more efficient than standard parametric bootstrap. Moreover, an
upper bound for the Type-II error highlights the dependence on influential
quantities. Experiments illustrate the practical improvement allowed by our
test in high-dimensional settings where common normality tests are known to
fail. We also consider an application to covariance rank selection through a
sequential procedure
K-nearest Neighbor Search by Random Projection Forests
K-nearest neighbor (kNN) search has wide applications in many areas,
including data mining, machine learning, statistics and many applied domains.
Inspired by the success of ensemble methods and the flexibility of tree-based
methodology, we propose random projection forests (rpForests), for kNN search.
rpForests finds kNNs by aggregating results from an ensemble of random
projection trees with each constructed recursively through a series of
carefully chosen random projections. rpForests achieves a remarkable accuracy
in terms of fast decay in the missing rate of kNNs and that of discrepancy in
the kNN distances. rpForests has a very low computational complexity. The
ensemble nature of rpForests makes it easily run in parallel on multicore or
clustered computers; the running time is expected to be nearly inversely
proportional to the number of cores or machines. We give theoretical insights
by showing the exponential decay of the probability that neighboring points
would be separated by ensemble random projection trees when the ensemble size
increases. Our theory can be used to refine the choice of random projections in
the growth of trees, and experiments show that the effect is remarkable.Comment: 15 pages, 4 figures, 2018 IEEE Big Data Conferenc
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