899 research outputs found
Matrix Completion on Graphs
The problem of finding the missing values of a matrix given a few of its
entries, called matrix completion, has gathered a lot of attention in the
recent years. Although the problem under the standard low rank assumption is
NP-hard, Cand\`es and Recht showed that it can be exactly relaxed if the number
of observed entries is sufficiently large. In this work, we introduce a novel
matrix completion model that makes use of proximity information about rows and
columns by assuming they form communities. This assumption makes sense in
several real-world problems like in recommender systems, where there are
communities of people sharing preferences, while products form clusters that
receive similar ratings. Our main goal is thus to find a low-rank solution that
is structured by the proximities of rows and columns encoded by graphs. We
borrow ideas from manifold learning to constrain our solution to be smooth on
these graphs, in order to implicitly force row and column proximities. Our
matrix recovery model is formulated as a convex non-smooth optimization
problem, for which a well-posed iterative scheme is provided. We study and
evaluate the proposed matrix completion on synthetic and real data, showing
that the proposed structured low-rank recovery model outperforms the standard
matrix completion model in many situations.Comment: Version of NIPS 2014 workshop "Out of the Box: Robustness in High
Dimension
Graph-based Semi-Supervised & Active Learning for Edge Flows
We present a graph-based semi-supervised learning (SSL) method for learning
edge flows defined on a graph. Specifically, given flow measurements on a
subset of edges, we want to predict the flows on the remaining edges. To this
end, we develop a computational framework that imposes certain constraints on
the overall flows, such as (approximate) flow conservation. These constraints
render our approach different from classical graph-based SSL for vertex labels,
which posits that tightly connected nodes share similar labels and leverages
the graph structure accordingly to extrapolate from a few vertex labels to the
unlabeled vertices. We derive bounds for our method's reconstruction error and
demonstrate its strong performance on synthetic and real-world flow networks
from transportation, physical infrastructure, and the Web. Furthermore, we
provide two active learning algorithms for selecting informative edges on which
to measure flow, which has applications for optimal sensor deployment. The
first strategy selects edges to minimize the reconstruction error bound and
works well on flows that are approximately divergence-free. The second approach
clusters the graph and selects bottleneck edges that cross cluster-boundaries,
which works well on flows with global trends
De-noising by thresholding operator adapted wavelets
Donoho and Johnstone proposed a method from reconstructing an unknown smooth
function from noisy data by translating the empirical wavelet
coefficients of towards zero. We consider the situation where the
prior information on the unknown function may not be the regularity of
but that of \L u where \L is a linear operator (such as a PDE or a graph
Laplacian). We show that the approximation of obtained by thresholding the
gamblet (operator adapted wavelet) coefficients of is near minimax
optimal (up to a multiplicative constant), and with high probability, its
energy norm (defined by the operator) is bounded by that of up to a
constant depending on the amplitude of the noise. Since gamblets can be
computed in complexity and are
localized both in space and eigenspace, the proposed method is of near-linear
complexity and generalizable to non-homogeneous noise
- …