2,182 research outputs found
High-Dimensional Inference with the generalized Hopfield Model: Principal Component Analysis and Corrections
We consider the problem of inferring the interactions between a set of N
binary variables from the knowledge of their frequencies and pairwise
correlations. The inference framework is based on the Hopfield model, a special
case of the Ising model where the interaction matrix is defined through a set
of patterns in the variable space, and is of rank much smaller than N. We show
that Maximum Lik elihood inference is deeply related to Principal Component
Analysis when the amp litude of the pattern components, xi, is negligible
compared to N^1/2. Using techniques from statistical mechanics, we calculate
the corrections to the patterns to the first order in xi/N^1/2. We stress that
it is important to generalize the Hopfield model and include both attractive
and repulsive patterns, to correctly infer networks with sparse and strong
interactions. We present a simple geometrical criterion to decide how many
attractive and repulsive patterns should be considered as a function of the
sampling noise. We moreover discuss how many sampled configurations are
required for a good inference, as a function of the system size, N and of the
amplitude, xi. The inference approach is illustrated on synthetic and
biological data.Comment: Physical Review E: Statistical, Nonlinear, and Soft Matter Physics
(2011) to appea
On the performance of algorithms for the minimization of -penalized functionals
The problem of assessing the performance of algorithms used for the
minimization of an -penalized least-squares functional, for a range of
penalty parameters, is investigated. A criterion that uses the idea of
`approximation isochrones' is introduced. Five different iterative minimization
algorithms are tested and compared, as well as two warm-start strategies. Both
well-conditioned and ill-conditioned problems are used in the comparison, and
the contrast between these two categories is highlighted.Comment: 18 pages, 10 figures; v3: expanded version with an additional
synthetic test problem
Elastic-Net Regularization: Error estimates and Active Set Methods
This paper investigates theoretical properties and efficient numerical
algorithms for the so-called elastic-net regularization originating from
statistics, which enforces simultaneously l^1 and l^2 regularization. The
stability of the minimizer and its consistency are studied, and convergence
rates for both a priori and a posteriori parameter choice rules are
established. Two iterative numerical algorithms of active set type are
proposed, and their convergence properties are discussed. Numerical results are
presented to illustrate the features of the functional and algorithms
Implicitly Constrained Semi-Supervised Least Squares Classification
We introduce a novel semi-supervised version of the least squares classifier.
This implicitly constrained least squares (ICLS) classifier minimizes the
squared loss on the labeled data among the set of parameters implied by all
possible labelings of the unlabeled data. Unlike other discriminative
semi-supervised methods, our approach does not introduce explicit additional
assumptions into the objective function, but leverages implicit assumptions
already present in the choice of the supervised least squares classifier. We
show this approach can be formulated as a quadratic programming problem and its
solution can be found using a simple gradient descent procedure. We prove that,
in a certain way, our method never leads to performance worse than the
supervised classifier. Experimental results corroborate this theoretical result
in the multidimensional case on benchmark datasets, also in terms of the error
rate.Comment: 12 pages, 2 figures, 1 table. The Fourteenth International Symposium
on Intelligent Data Analysis (2015), Saint-Etienne, Franc
Differentially Private Model Selection with Penalized and Constrained Likelihood
In statistical disclosure control, the goal of data analysis is twofold: The
released information must provide accurate and useful statistics about the
underlying population of interest, while minimizing the potential for an
individual record to be identified. In recent years, the notion of differential
privacy has received much attention in theoretical computer science, machine
learning, and statistics. It provides a rigorous and strong notion of
protection for individuals' sensitive information. A fundamental question is
how to incorporate differential privacy into traditional statistical inference
procedures. In this paper we study model selection in multivariate linear
regression under the constraint of differential privacy. We show that model
selection procedures based on penalized least squares or likelihood can be made
differentially private by a combination of regularization and randomization,
and propose two algorithms to do so. We show that our private procedures are
consistent under essentially the same conditions as the corresponding
non-private procedures. We also find that under differential privacy, the
procedure becomes more sensitive to the tuning parameters. We illustrate and
evaluate our method using simulation studies and two real data examples
Efficient Model Learning for Human-Robot Collaborative Tasks
We present a framework for learning human user models from joint-action
demonstrations that enables the robot to compute a robust policy for a
collaborative task with a human. The learning takes place completely
automatically, without any human intervention. First, we describe the
clustering of demonstrated action sequences into different human types using an
unsupervised learning algorithm. These demonstrated sequences are also used by
the robot to learn a reward function that is representative for each type,
through the employment of an inverse reinforcement learning algorithm. The
learned model is then used as part of a Mixed Observability Markov Decision
Process formulation, wherein the human type is a partially observable variable.
With this framework, we can infer, either offline or online, the human type of
a new user that was not included in the training set, and can compute a policy
for the robot that will be aligned to the preference of this new user and will
be robust to deviations of the human actions from prior demonstrations. Finally
we validate the approach using data collected in human subject experiments, and
conduct proof-of-concept demonstrations in which a person performs a
collaborative task with a small industrial robot
Alteration of Gene Expression Signatures of Cortical Differentiation and Wound Response in Lethal Clear Cell Renal Cell Carcinomas
Clear cell renal cell carcinoma (ccRCC) is the most common malignancy of the adult kidney and displays heterogeneity in clinical outcomes. Through comprehensive gene expression profiling, we have identified previously a set of transcripts that predict survival following nephrectomy independent of tumor stage, grade, and performance status. These transcripts, designated as the SPC (supervised principal components) gene set, show no apparent biological or genetic features that provide insight into renal carcinogenesis or tumor progression. We explored the relationship of this gene list to a set of genes expressed in different anatomical segments of the normal kidney including the cortex (cortex gene set) and the glomerulus (glomerulus gene set), and a gene set expressed after serum stimulation of quiescent fibroblasts (the core serum response or CSR gene set). Interestingly, the normal cortex, glomerulus (part of the normal renal cortex), and CSR gene sets captured more than 1/5 of the genes in the highly prognostic SPC gene set. Based on gene expression patterns alone, the SPC gene set could be used to sort samples from normal adult kidneys by the anatomical regions from which they were dissected. Tumors whose gene expression profiles most resembled the normal renal cortex or glomerulus showed better survival than those that did not, and those with expression features more similar to CSR showed poorer survival. While the cortex, glomerulus, and CSR signatures predicted survival independent of traditional clinical parameters, they were not independent of the SPC gene list. Our findings suggest that critical biological features of lethal ccRCC include loss of normal cortical differentiation and activation of programs associated with wound healing
A typical reconstruction limit of compressed sensing based on Lp-norm minimization
We consider the problem of reconstructing an -dimensional continuous
vector \bx from constraints which are generated by its linear
transformation under the assumption that the number of non-zero elements of
\bx is typically limited to (). Problems of this
type can be solved by minimizing a cost function with respect to the -norm
||\bx||_p=\lim_{\epsilon \to +0}\sum_{i=1}^N |x_i|^{p+\epsilon}, subject to
the constraints under an appropriate condition. For several , we assess a
typical case limit , which represents a critical relation
between and for successfully reconstructing the original
vector by minimization for typical situations in the limit
with keeping finite, utilizing the replica method. For ,
is considerably smaller than its worst case counterpart, which
has been rigorously derived by existing literature of information theory.Comment: 12 pages, 2 figure
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