Tight conditions for consistency of variable selection in the context of high dimensionality

We address the issue of variable selection in the regression model with very high ambient dimension, that is, when the number of variables is very large. The main focus is on the situation where the number of relevant variables, called intrinsic dimension, is much smaller than the ambient dimension d. Without assuming any parametric form of the underlying regression function, we get tight conditions making it possible to consistently estimate the set of relevant variables. These conditions relate the intrinsic dimension to the ambient dimension and to the sample size. The procedure that is provably consistent under these tight conditions is based on comparing quadratic functionals of the empirical Fourier coefficients with appropriately chosen threshold values. The asymptotic analysis reveals the presence of two quite different re gimes. The first regime is when the intrinsic dimension is fixed. In this case the situation in nonparametric regression is the same as in linear regression, that is, consistent variable selection is possible if and only if log d is small compared to the sample size n. The picture is different in the second regime, that is, when the number of relevant variables denoted by s tends to infinity as $n\to\infty$. Then we prove that consistent variable selection in nonparametric set-up is possible only if s+loglog d is small compared to log n. We apply these results to derive minimax separation rates for the problem of variableComment: arXiv admin note: text overlap with arXiv:1102.3616; Published in at http://dx.doi.org/10.1214/12-AOS1046 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Sub-linear Upper Bounds on Fourier dimension of Boolean Functions in terms of Fourier sparsity

We prove that the Fourier dimension of any Boolean function with Fourier sparsity $s$ is at most $O\left(s^{2/3}\right)$. Our proof method yields an improved bound of $\widetilde{O}(\sqrt{s})$ assuming a conjecture of Tsang~\etal~\cite{tsang}, that for every Boolean function of sparsity $s$ there is an affine subspace of $\mathbb{F}_2^n$ of co-dimension O(\poly\log s) restricted to which the function is constant. This conjectured bound is tight upto poly-logarithmic factors as the Fourier dimension and sparsity of the address function are quadratically separated. We obtain these bounds by observing that the Fourier dimension of a Boolean function is equivalent to its non-adaptive parity decision tree complexity, and then bounding the latter

Fourier sparsity, spectral norm, and the Log-rank conjecture

We study Boolean functions with sparse Fourier coefficients or small spectral norm, and show their applications to the Log-rank Conjecture for XOR functions f(x\oplus y) --- a fairly large class of functions including well studied ones such as Equality and Hamming Distance. The rank of the communication matrix M_f for such functions is exactly the Fourier sparsity of f. Let d be the F2-degree of f and D^CC(f) stand for the deterministic communication complexity for f(x\oplus y). We show that 1. D^CC(f) = O(2^{d^2/2} log^{d-2} ||\hat f||_1). In particular, the Log-rank conjecture holds for XOR functions with constant F2-degree. 2. D^CC(f) = O(d ||\hat f||_1) = O(\sqrt{rank(M_f)}\logrank(M_f)). We obtain our results through a degree-reduction protocol based on a variant of polynomial rank, and actually conjecture that its communication cost is already \log^{O(1)}rank(M_f). The above bounds also hold for the parity decision tree complexity of f, a measure that is no less than the communication complexity (up to a factor of 2). Along the way we also show several structural results about Boolean functions with small F2-degree or small spectral norm, which could be of independent interest. For functions f with constant F2-degree: 1) f can be written as the summation of quasi-polynomially many indicator functions of subspaces with \pm-signs, improving the previous doubly exponential upper bound by Green and Sanders; 2) being sparse in Fourier domain is polynomially equivalent to having a small parity decision tree complexity; 3) f depends only on polylog||\hat f||_1 linear functions of input variables. For functions f with small spectral norm: 1) there is an affine subspace with co-dimension O(||\hat f||_1) on which f is a constant; 2) there is a parity decision tree with depth O(||\hat f||_1 log ||\hat f||_0).Comment: v2: Corollary 31 of v1 removed because of a bug in the proof. (Other results not affected.

Multimodal Multipart Learning for Action Recognition in Depth Videos

The articulated and complex nature of human actions makes the task of action recognition difficult. One approach to handle this complexity is dividing it to the kinetics of body parts and analyzing the actions based on these partial descriptors. We propose a joint sparse regression based learning method which utilizes the structured sparsity to model each action as a combination of multimodal features from a sparse set of body parts. To represent dynamics and appearance of parts, we employ a heterogeneous set of depth and skeleton based features. The proper structure of multimodal multipart features are formulated into the learning framework via the proposed hierarchical mixed norm, to regularize the structured features of each part and to apply sparsity between them, in favor of a group feature selection. Our experimental results expose the effectiveness of the proposed learning method in which it outperforms other methods in all three tested datasets while saturating one of them by achieving perfect accuracy