This paper proposes a new sampling-based kinodynamic motion planning algorithm, called FMT*PFF, for nonlinear systems. It exploits the novel idea of dimensionality reduction using partial-final-state-free (PFF) optimal controllers.With the proposed dimensionality reduction heuristic, the search space is restricted within a subspace, thus faster convergence is achieved compared to a regular kinodynamic FMT*. The dimensionality reduction heuristic can be viewed as a sampling strategy and asymptotic optimality is preserved when combined with uniform full-state sampling. Another feature of FMT*PFF is the ability to deal with a steering function with inexact steering, which is vital when using learning-based steering functions. Learning-based methods allow us to solve the steering problem for nonlinear systems efficiently. However, learning-based methods often fail to reach the exact goal state. For nonlinear systems, we train a neural network controller using supervised learning to generate the steering commands. We show that FMT*PFF with a learning-based steering function is efficient and generates dynamically feasible motion plans. We compare our algorithm with previous algorithms and show superior performance in various simulations.

In this paper, we consider the alignment between an upstream dimensionality reduction task of learning a low-dimensional representation of a set of high-dimensional data and a downstream optimization task of solving a stochastic program parameterized by said representation. In this case, standard dimensionality reduction methods (e.g., principal component analysis) may not perform well, as they aim to maximize the amount of information retained in the representation and do not generally reflect the importance of such information in the downstream optimization problem. To address this problem, we develop a prescriptive dimensionality reduction framework that aims to minimize the degree of suboptimality in the optimization phase. For the case where the downstream stochastic optimization problem has an expected value objective, we show that prescriptive dimensionality reduction can be performed via solving a distributionally-robust optimization problem, which admits a semidefinite programming relaxation. Computational experiments based on a warehouse transshipment problem and a vehicle repositioning problem show that our approach significantly outperforms principal component analysis with real and synthetic data sets.

Finding the mode of a high dimensional probability distribution $D$ is a fundamental algorithmic problem in statistics and data analysis. There has been particular interest in efficient methods for solving the problem when $D$ is represented as a mixture model or kernel density estimate, although few algorithmic results with worst-case approximation and runtime guarantees are known. In this work, we significantly generalize a result of (LeeLiMusco:2021) on mode approximation for Gaussian mixture models. We develop randomized dimensionality reduction methods for mixtures involving a broader class of kernels, including the popular logistic, sigmoid, and generalized Gaussian kernels. As in Lee et al.'s work, our dimensionality reduction results yield quasi-polynomial algorithms for mode finding with multiplicative accuracy $(1-\epsilon)$ for any $\epsilon > 0$. Moreover, when combined with gradient descent, they yield efficient practical heuristics for the problem. In addition to our positive results, we prove a hardness result for box kernels, showing that there is no polynomial time algorithm for finding the mode of a kernel density estimate, unless $\mathit{P} = \mathit{NP}$. Obtaining similar hardness results for kernels used in practice (like Gaussian or logistic kernels) is an interesting future direction.

ParaDime is a framework for parametric dimensionality reduction (DR). In parametric DR, neural networks are trained to embed high-dimensional data items in a low-dimensional space while minimizing an objective function. ParaDime builds on the idea that the objective functions of several modern DR techniques result from transformed inter-item relationships. It provides a common interface for specifying these relations and transformations and for defining how they are used within the losses that govern the training process. Through this interface, ParaDime unifies parametric versions of DR techniques such as metric MDS, t-SNE, and UMAP. It allows users to fully customize all aspects of the DR process. We show how this ease of customization makes ParaDime suitable for experimenting with interesting techniques such as hybrid classification/embedding models and supervised DR. This way, ParaDime opens up new possibilities for visualizing high-dimensional data.

Diffusion-based manifold learning methods have proven useful in representation learning and dimensionality reduction of modern high dimensional, high throughput, noisy datasets. Such datasets are especially present in fields like biology and physics. While it is thought that these methods preserve underlying manifold structure of data by learning a proxy for geodesic distances, no specific theoretical links have been established. Here, we establish such a link via results in Riemannian geometry explicitly connecting heat diffusion to manifold distances. In this process, we also formulate a more general heat kernel based manifold embedding method that we call heat geodesic embeddings. This novel perspective makes clearer the choices available in manifold learning and denoising. Results show that our method outperforms existing state of the art in preserving ground truth manifold distances, and preserving cluster structure in toy datasets. We also showcase our method on single cell RNA-sequencing datasets with both continuum and cluster structure, where our method enables interpolation of withheld timepoints of data. Finally, we show that parameters of our more general method can be configured to give results similar to PHATE (a state-of-the-art diffusion based manifold learning method) as well as SNE (an attraction/repulsion neighborhood based method that forms the basis of t-SNE).

Dimensionality reduction (DR) algorithms compress high-dimensional data into a lower dimensional representation while preserving important features of the data. DR is a critical step in many analysis pipelines as it enables visualisation, noise reduction and efficient downstream processing of the data. In this work, we introduce the ProbDR variational framework, which interprets a wide range of classical DR algorithms as probabilistic inference algorithms in this framework. ProbDR encompasses PCA, CMDS, LLE, LE, MVU, diffusion maps, kPCA, Isomap, (t-)SNE, and UMAP. In our framework, a low-dimensional latent variable is used to construct a covariance, precision, or a graph Laplacian matrix, which can be used as part of a generative model for the data. Inference is done by optimizing an evidence lower bound. We demonstrate the internal consistency of our framework and show that it enables the use of probabilistic programming languages (PPLs) for DR. Additionally, we illustrate that the framework facilitates reasoning about unseen data and argue that our generative models approximate Gaussian processes (GPs) on manifolds. By providing a unified view of DR, our framework facilitates communication, reasoning about uncertainties, model composition, and extensions, particularly when domain knowledge is present.

We study the problem of overcoming exponential sample complexity in differential entropy estimation under Gaussian convolutions. Specifically, we consider the estimation of the differential entropy $h(X+Z)$ via $n$ independently and identically distributed samples of $X$, where $X$ and $Z$ are independent $D$-dimensional random variables with $X$ sub-Gaussian with bounded second moment and $Z\sim\mathcal{N}(0,\sigma^2I_D)$. Under the absolute-error loss, the above problem has a parametric estimation rate of $\frac{c^D}{\sqrt{n}}$, which is exponential in data dimension $D$ and often problematic for applications. We overcome this exponential sample complexity by projecting $X$ to a low-dimensional space via principal component analysis (PCA) before the entropy estimation, and show that the asymptotic error overhead vanishes as the unexplained variance of the PCA vanishes. This implies near-optimal performance for inherently low-dimensional structures embedded in high-dimensional spaces, including hidden-layer outputs of deep neural networks (DNN), which can be used to estimate mutual information (MI) in DNNs. We provide numerical results verifying the performance of our PCA approach on Gaussian and spiral data. We also apply our method to analysis of information flow through neural network layers (c.f. information bottleneck), with results measuring mutual information in a noisy fully connected network and a noisy convolutional neural network (CNN) for MNIST classification.

Monotone missing data is a common problem in data analysis. However, imputation combined with dimensionality reduction can be computationally expensive, especially with the increasing size of datasets. To address this issue, we propose a Blockwise principal component analysis Imputation (BPI) framework for dimensionality reduction and imputation of monotone missing data. The framework conducts Principal Component Analysis (PCA) on the observed part of each monotone block of the data and then imputes on merging the obtained principal components using a chosen imputation technique. BPI can work with various imputation techniques and can significantly reduce imputation time compared to conducting dimensionality reduction after imputation. This makes it a practical and efficient approach for large datasets with monotone missing data. Our experiments validate the improvement in speed. In addition, our experiments also show that while applying MICE imputation directly on missing data may not yield convergence, applying BPI with MICE for the data may lead to convergence.

This course is designed to give you the Visualization/Dimensionality Reduction skills you need to become an expert data scientist. By the end of the course, you will understand Visualization/Dimensionality Reduction extremely well and be able to use the techniques on your own projects and be productive as a computer scientist and data analyst. Here's just some of what you'll learn

N-body simulations are the most powerful method to study the non-linear evolution of large-scale structure. However, they require large amounts of computational resources, making unfeasible their direct adoption in scenarios that require broad explorations of parameter spaces. In this work, we show that it is possible to perform fast dark matter density field emulations with competitive accuracy using simple machine-learning approaches. We build an emulator based on dimensionality reduction and machine learning regression combining simple Principal Component Analysis and supervised learning methods. For the estimations with a single free parameter, we train on the dark matter density parameter, $\Omega_m$, while for emulations with two free parameters, we train on a range of $\Omega_m$ and redshift. The method first adopts a projection of a grid of simulations on a given basis; then, a machine learning regression is trained on this projected grid. Finally, new density cubes for different cosmological parameters can be estimated without relying directly on new N-body simulations by predicting and de-projecting the basis coefficients. We show that the proposed emulator can generate density cubes at non-linear cosmological scales with density distributions within a few percent compared to the corresponding N-body simulations. The method enables gains of three orders of magnitude in CPU run times compared to performing a full N-body simulation while reproducing the power spectrum and bispectrum within $\sim 1\%$ and $\sim 3\%$, respectively, for the single free parameter emulation and $\sim 5\%$ and $\sim 15\%$ for two free parameters. This can significantly accelerate the generation of density cubes for a wide variety of cosmological models, opening the doors to previously unfeasible applications, such as parameter and model inferences at full survey scales as the ESA/NASA Euclid mission.