Statistical Learning
Semantic Variational Bayes Based on a Semantic Information Theory for Solving Latent Variables
The Variational Bayesian method (VB) is used to solve the probability distributions of latent variables with the minimum free energy criterion. This criterion is not easy to understand, and the computation is complex. For these reasons, this paper proposes the Semantic Variational Bayes' method (SVB). The Semantic Information Theory the author previously proposed extends the rate-distortion function R(D) to the rate-fidelity function R(G), where R is the minimum mutual information for given semantic mutual information G. SVB came from the parameter solution of R(G), where the variational and iterative methods originated from Shannon et al.'s research on the rate-distortion function. The constraint functions SVB uses include likelihood, truth, membership, similarity, and distortion functions. SVB uses the maximum information efficiency (G/R) criterion, including the maximum semantic information criterion for optimizing model parameters and the minimum mutual information criterion for optimizing the Shannon channel. For the same tasks, SVB is computationally simpler than VB. The computational experiments in the paper include 1) using a mixture model as an example to show that the mixture model converges as G/R increases; 2) demonstrating the application of SVB in data compression with a group of error ranges as the constraint; 3) illustrating how the semantic information measure and SVB can be used for maximum entropy control and reinforcement learning in control tasks with given range constraints, providing numerical evidence for balancing control's purposiveness and efficiency. Further research is needed to apply SVB to neural networks and deep learning.
An End-to-End Model for Time Series Classification In the Presence of Missing Values
Yao, Pengshuai, Liu, Mengna, Cheng, Xu, Shi, Fan, Li, Huan, Liu, Xiufeng, Chen, Shengyong
Time series classification with missing data is a prevalent issue in time series analysis, as temporal data often contain missing values in practical applications. The traditional two-stage approach, which handles imputation and classification separately, can result in sub-optimal performance as label information is not utilized in the imputation process. On the other hand, a one-stage approach can learn features under missing information, but feature representation is limited as imputed errors are propagated in the classification process. To overcome these challenges, this study proposes an end-to-end neural network that unifies data imputation and representation learning within a single framework, allowing the imputation process to take advantage of label information. Differing from previous methods, our approach places less emphasis on the accuracy of imputation data and instead prioritizes classification performance. A specifically designed multi-scale feature learning module is implemented to extract useful information from the noise-imputation data. The proposed model is evaluated on 68 univariate time series datasets from the UCR archive, as well as a multivariate time series dataset with various missing data ratios and 4 real-world datasets with missing information. The results indicate that the proposed model outperforms state-of-the-art approaches for incomplete time series classification, particularly in scenarios with high levels of missing data.
MR-ULINS: A Tightly-Coupled UWB-LiDAR-Inertial Estimator with Multi-Epoch Outlier Rejection
Zhang, Tisheng, Yuan, Man, Wei, Linfu, Wang, Yan, Tang, Hailiang, Niu, Xiaoji
The LiDAR-inertial odometry (LIO) and the ultra-wideband (UWB) have been integrated together to achieve driftless positioning in global navigation satellite system (GNSS)-denied environments. However, the UWB may be affected by systematic range errors (such as the clock drift and the antenna phase center offset) and non-line-of-sight (NLOS) signals, resulting in reduced robustness. In this study, we propose a UWB-LiDAR-inertial estimator (MR-ULINS) that tightly integrates the UWB range, LiDAR frame-to-frame, and IMU measurements within the multi-state constraint Kalman filter (MSCKF) framework. The systematic range errors are precisely modeled to be estimated and compensated online. Besides, we propose a multi-epoch outlier rejection algorithm for UWB NLOS by utilizing the relative accuracy of the LIO. Specifically, the relative trajectory of the LIO is employed to verify the consistency of all range measurements within the sliding window. Extensive experiment results demonstrate that MR-ULINS achieves a positioning accuracy of around 0.1 m in complex indoor environments with severe NLOS interference. Ablation experiments show that the online estimation and multi-epoch outlier rejection can effectively improve the positioning accuracy. Besides, MR-ULINS maintains high accuracy and robustness in LiDAR-degenerated scenes and UWB-challenging conditions with spare base stations.
Online Matrix Completion: A Collaborative Approach with Hott Items
Baby, Dheeraj, Pal, Soumyabrata
We investigate the low rank matrix completion problem in an online setting with ${M}$ users, ${N}$ items, ${T}$ rounds, and an unknown rank-$r$ reward matrix ${R}\in \mathbb{R}^{{M}\times {N}}$. This problem has been well-studied in the literature and has several applications in practice. In each round, we recommend ${S}$ carefully chosen distinct items to every user and observe noisy rewards. In the regime where ${M},{N} >> {T}$, we propose two distinct computationally efficient algorithms for recommending items to users and analyze them under the benign \emph{hott items} assumption.1) First, for ${S}=1$, under additional incoherence/smoothness assumptions on ${R}$, we propose the phased algorithm \textsc{PhasedClusterElim}. Our algorithm obtains a near-optimal per-user regret of $\tilde{O}({N}{M}^{-1}(\Delta^{-1}+\Delta_{{hott}}^{-2}))$ where $\Delta_{{hott}},\Delta$ are problem-dependent gap parameters with $\Delta_{{hott}} >> \Delta$ almost always. 2) Second, we consider a simplified setting with ${S}=r$ where we make significantly milder assumptions on ${R}$. Here, we introduce another phased algorithm, \textsc{DeterminantElim}, to derive a regret guarantee of $\widetilde{O}({N}{M}^{-1/r}\Delta_{det}^{-1}))$ where $\Delta_{{det}}$ is another problem-dependent gap. Both algorithms crucially use collaboration among users to jointly eliminate sub-optimal items for groups of users successively in phases, but with distinctive and novel approaches.
Scalable and Adaptive Spectral Embedding for Attributed Graph Clustering
Liu, Yunhui, He, Tieke, Wu, Qing, Zheng, Tao, Zhao, Jianhua
Attributed graph clustering, which aims to group the nodes of an attributed graph into disjoint clusters, has made promising advancements in recent years. However, most existing methods face challenges when applied to large graphs due to the expensive computational cost and high memory usage. In this paper, we introduce Scalable and Adaptive Spectral Embedding (SASE), a simple attributed graph clustering method devoid of parameter learning. SASE comprises three main components: node features smoothing via $k$-order simple graph convolution, scalable spectral clustering using random Fourier features, and adaptive order selection. With these designs, SASE not only effectively captures global cluster structures but also exhibits linear time and space complexity relative to the graph size. Empirical results demonstrate the superiority of SASE. For example, on the ArXiv dataset with 169K nodes and 1.17M edges, SASE achieves a 6.9\% improvement in ACC and a $5.87\times$ speedup compared to the runner-up, S3GC.
Fast John Ellipsoid Computation with Differential Privacy Optimization
Gu, Jiuxiang, Li, Xiaoyu, Liang, Yingyu, Shi, Zhenmei, Song, Zhao, Yu, Junwei
Determining the John ellipsoid - the largest volume ellipsoid contained within a convex polytope - is a fundamental problem with applications in machine learning, optimization, and data analytics. Recent work has developed fast algorithms for approximating the John ellipsoid using sketching and leverage score sampling techniques. However, these algorithms do not provide privacy guarantees for sensitive input data. In this paper, we present the first differentially private algorithm for fast John ellipsoid computation. Our method integrates noise perturbation with sketching and leverage score sampling to achieve both efficiency and privacy. We prove that (1) our algorithm provides $(\epsilon,\delta)$-differential privacy, and the privacy guarantee holds for neighboring datasets that are $\epsilon_0$-close, allowing flexibility in the privacy definition; (2) our algorithm still converges to a $(1+\xi)$-approximation of the optimal John ellipsoid in $O(\xi^{-2}(\log(n/\delta_0) + (L\epsilon_0)^{-2}))$ iterations where $n$ is the number of data point, $L$ is the Lipschitz constant, $\delta_0$ is the failure probability, and $\epsilon_0$ is the closeness of neighboring input datasets. Our theoretical analysis demonstrates the algorithm's convergence and privacy properties, providing a robust approach for balancing utility and privacy in John ellipsoid computation. This is the first differentially private algorithm for fast John ellipsoid computation, opening avenues for future research in privacy-preserving optimization techniques.
Predicting Chaotic System Behavior using Machine Learning Techniques
Rao, Huaiyuan, Zhao, Yichen, Lai, Qiang
The RCs have been developed from the original Echostate Time series data have attracted significant attention across network (ESN)-based to nonlinear vector autoregression various fields in the natural and social sciences because of (NVAR), which also called NG-RC [18]. An NVAR machine is their potential applications. The analysis and prediction of time created where the feature vector is composed of time-delayed series data have been the focus of extensive research over the observations of the dynamical system, along with nonlinear past few decades [1]-[5]. Chaotic time series are among the functions of these observations. It requires no random matrices, most complex because even small perturbation in initial values fewer metaparameters, and provides interpretable results can lead to significant variations in their behaviors. Due to which reflects the nature of the nonlinear model. In addition, their sensitivity to initial conditions, it is a challenging task to it is 33 162 times less costly to simulate than a typical predict chaotic time behaviors.
Multiview learning with twin parametric margin SVM
Multiview learning (MVL) seeks to leverage the benefits of diverse perspectives to complement each other, effectively extracting and utilizing the latent information within the dataset. Several twin support vector machine-based MVL (MvTSVM) models have been introduced and demonstrated outstanding performance in various learning tasks. However, MvTSVM-based models face significant challenges in the form of computational complexity due to four matrix inversions, the need to reformulate optimization problems in order to employ kernel-generated surfaces for handling non-linear cases, and the constraint of uniform noise assumption in the training data. Particularly in cases where the data possesses a heteroscedastic error structure, these challenges become even more pronounced. In view of the aforementioned challenges, we propose multiview twin parametric margin support vector machine (MvTPMSVM). MvTPMSVM constructs parametric margin hyperplanes corresponding to both classes, aiming to regulate and manage the impact of the heteroscedastic noise structure existing within the data. The proposed MvTPMSVM model avoids the explicit computation of matrix inversions in the dual formulation, leading to enhanced computational efficiency. We perform an extensive assessment of the MvTPMSVM model using benchmark datasets such as UCI, KEEL, synthetic, and Animals with Attributes (AwA). Our experimental results, coupled with rigorous statistical analyses, confirm the superior generalization capabilities of the proposed MvTPMSVM model compared to the baseline models. The source code of the proposed MvTPMSVM model is available at \url{https://github.com/mtanveer1/MvTPMSVM}.
Fast and Scalable Semi-Supervised Learning for Multi-View Subspace Clustering
Ling, Huaming, Bao, Chenglong, Song, Jiebo, Shi, Zuoqiang
In this paper, we introduce a Fast and Scalable Semi-supervised Multi-view Subspace Clustering (FSSMSC) method, a novel solution to the high computational complexity commonly found in existing approaches. FSSMSC features linear computational and space complexity relative to the size of the data. The method generates a consensus anchor graph across all views, representing each data point as a sparse linear combination of chosen landmarks. Unlike traditional methods that manage the anchor graph construction and the label propagation process separately, this paper proposes a unified optimization model that facilitates simultaneous learning of both. An effective alternating update algorithm with convergence guarantees is proposed to solve the unified optimization model. Additionally, the method employs the obtained anchor graph and landmarks' low-dimensional representations to deduce low-dimensional representations for raw data. Following this, a straightforward clustering approach is conducted on these low-dimensional representations to achieve the final clustering results. The effectiveness and efficiency of FSSMSC are validated through extensive experiments on multiple benchmark datasets of varying scales.
On the Convergence of a Federated Expectation-Maximization Algorithm
Tao, Zhixu, Chandak, Rajita, Kulkarni, Sanjeev
Data heterogeneity has been a long-standing bottleneck in studying the convergence rates of Federated Learning algorithms. In order to better understand the issue of data heterogeneity, we study the convergence rate of the Expectation-Maximization (EM) algorithm for the Federated Mixture of $K$ Linear Regressions model. We fully characterize the convergence rate of the EM algorithm under all regimes of $m/n$ where $m$ is the number of clients and $n$ is the number of data points per client. We show that with a signal-to-noise-ratio (SNR) of order $\Omega(\sqrt{K})$, the well-initialized EM algorithm converges within the minimax distance of the ground truth under each of the regimes. Interestingly, we identify that when $m$ grows exponentially in $n$, the EM algorithm only requires a constant number of iterations to converge. We perform experiments on synthetic datasets to illustrate our results. Surprisingly, the results show that rather than being a bottleneck, data heterogeneity can accelerate the convergence of federated learning algorithms.