Data depth and floating body

Little known relations of the renown concept of the halfspace depth for multivariate data with notions from convex and affine geometry are discussed. Halfspace depth may be regarded as a measure of symmetry for random vectors. As such, the depth stands as a generalization of a measure of symmetry for convex sets, well studied in geometry. Under a mild assumption, the upper level sets of the halfspace depth coincide with the convex floating bodies used in the definition of the affine surface area for convex bodies in Euclidean spaces. These connections enable us to partially resolve some persistent open problems regarding theoretical properties of the depth

Halfway to Halfspace Testing

In this thesis I study the problem of testing halfspaces under arbitrary probability distributions, using only random samples. A halfspace, or linear threshold function, is a boolean function f : Rⁿ → {±1} defined as the sign of a linear function; that is, f(x) = sign(Σᵢ wᵢxᵢ - θ) where we refer to w ∈ Rⁿ as a weight vector and θ ∈ R as a threshold. These functions have been studied intensively since the middle of the 20th century; they appear in many places, including social choice theory (the theory of voting rules), circuit complexity theory, machine learning theory, hardness of approximation, and the analysis of boolean functions. The problem of testing halfspaces, in the sense of property testing, is to design an algorithm that, with high probability, decides whether an unknown function f is a halfspace function or far from a halfspace, using as few examples of labelled points (x, f (x)) as possible. In this work I focus on the problem of testing halfspaces using only random examples drawn from an arbitrary distribution, and the algorithm cannot choose the points it receives. This is in contrast with previous work on the problem, where the algorithm can query points of its choice, and the distribution was assumed to be uniform over the boolean hypercube. Towards a solution to this problem I present an algorithm that works for rotationally invariant probability distributions (under reasonable conditions), using roughly O(√n) random examples, which is close to the known lower bound of Ω(√n/ √log n) . I further develop the algorithm to work for mixtures of two such rotationally invariant distributions and provide a partial analysis. I also survey related machine learning results, and conclude with a survey of the theory of halfspaces over the boolean hypercube, which has recently received much attention

Computing the Oja Median in R : The Package OjaNP

The Oja median is one of several extensions of the univariate median to the multivariate case. It has many desirable properties, but is computationally demanding. In this paper, we first review the properties of the Oja median and compare it to other multivariate medians. Then, we discuss four algorithms to compute the Oja median, which are implemented in our R package OjaNP. Besides these algorithms, the package contains also functions to compute Oja signs, Oja signed ranks, Oja ranks, and the related scatter concepts. To illustrate their use, the corresponding multivariate one- and C-sample location tests are implemented.Peer reviewe

Testing, Learning, Sampling, Sketching

We study several problems about sublinear algorithms, presented in two parts. Part I: Property testing and learning. There are two main goals of research in property testing and learning theory. The first is to understand the relationship between testing and learning, and the second is to develop efficient testing and learning algorithms. We present results towards both goals. - An oft-repeated motivation for property testing algorithms is to help with model selection in learning: to efficiently check whether the chosen hypothesis class (i.e. learning model) will successfully learn the target function. We present in this thesis a proof that, for many of the most useful and natural hypothesis classes (including halfspaces, polynomial threshold functions, intersections of halfspaces, etc.), the sample complexity of testing in the distribution-free model is nearly equal to that of learning. This shows that testing does not give a significant advantage in model selection in this setting. - We present a simple and general technique for transforming testing and learning algorithms designed for the uniform distribution over {0, 1}^d or [n]^d into algorithms that work for arbitrary product distributions over R d . This leads to an improvement and simplification of state-of-the-art results for testing monotonicity, learning intersections of halfspaces, learning polynomial threshold functions, and others. Part II. Adjacency and distance sketching for graphs. We initiate the thorough study of adjacency and distance sketching for classes of graphs. Two open problems in sublinear algorithms are: 1) to understand the power of randomization in communication; and 2) to characterize the sketchable distance metrics. We observe that constant-cost randomized communication is equivalent to adjacency sketching in a hereditary graph class, which in turn implies the existence of an efficient adjacency labeling scheme, the subject of a major open problem in structural graph theory. Therefore characterizing the adjacency sketchable graph classes (i.e. the constant-cost communication problems) is the probabilistic equivalent of this open problem, and an essential step towards understanding the power of randomization in communication. This thesis gives the first results towards a combined theory of these problems and uses this connection to obtain optimal adjacency labels for subgraphs of Cartesian products, resolving some questions from the literature. More generally, we begin to develop a theory of graph sketching for problems that generalize adjacency, including different notions of distance sketching. This connects the well-studied areas of distance sketching in sublinear algorithms, and distance labeling in structural graph theory