4,601 research outputs found
Weighted sampling of outer products
This note gives a simple analysis of the randomized approximation scheme for
matrix multiplication of Drineas et al (2006) with a particular sampling
distribution over outer products. The result follows from a matrix version of
Bernstein's inequality. To approximate the matrix product to spectral
norm error , it suffices to sample on the order of
outer products, where is the
stable rank of a matrix
Anomaly Detection on Graph Time Series
In this paper, we use variational recurrent neural network to investigate the
anomaly detection problem on graph time series. The temporal correlation is
modeled by the combination of recurrent neural network (RNN) and variational
inference (VI), while the spatial information is captured by the graph
convolutional network. In order to incorporate external factors, we use feature
extractor to augment the transition of latent variables, which can learn the
influence of external factors. With the target function as accumulative ELBO,
it is easy to extend this model to on-line method. The experimental study on
traffic flow data shows the detection capability of the proposed method
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