Sivaraman Balakrishnan
Optimization of Smooth Functions with Noisy Observations: Local Minimax Rates
Yining Wang, Sivaraman Balakrishnan, Aarti Singh
Statistical Inference for Cluster Trees
Jisu KIM, Yen-Chi Chen, Sivaraman Balakrishnan, Alessandro Rinaldo, Larry Wasserman
A cluster tree provides a highly-interpretable summary of a density function by representing the hierarchy of its high-density clusters. It is estimated using the empirical tree, which is the cluster tree constructed from a density estimator. This paper addresses the basic question of quantifying our uncertainty by assessing the statistical significance of topological features of an empirical cluster tree. We first study a variety of metrics that can be used to compare different trees, analyze their properties and assess their suitability for inference. We then propose methods to construct and summarize confidence sets for the unknown true cluster tree. We introduce a partial ordering on cluster trees which we use to prune some of the statistically insignificant features of the empirical tree, yielding interpretable and parsimonious cluster trees. Finally, we illustrate the proposed methods on a variety of synthetic examples and furthermore demonstrate their utility in the analysis of a Graft-versus-Host Disease (GvHD) data set.
Local Maxima in the Likelihood of Gaussian Mixture Models: Structural Results and Algorithmic Consequences
Chi Jin, Yuchen Zhang, Sivaraman Balakrishnan, Martin J. Wainwright, Michael I. Jordan
We provide two fundamental results on the population (infinite-sample) likelihood function of Gaussian mixture models with M 3 components. Our first main result shows that the population likelihood function has bad local maxima even in the special case of equally-weighted mixtures of well-separated and spherical Gaussians. We prove that the log-likelihood value of these bad local maxima can be arbitrarily worse than that of any global optimum, thereby resolving an open question of Srebro [2007].
Optimization of Smooth Functions with Noisy Observations: Local Minimax Rates
Yining Wang, Sivaraman Balakrishnan, Aarti Singh
We consider the problem of global optimization of an unknown non-convex smooth function with noisy zeroth-order feedback. We propose a local minimax framework to study the fundamental difficulty of optimizing smooth functions with adaptive function evaluations. We show that for functions with fast growth around their global minima, carefully designed optimization algorithms can identify a near global minimizer with many fewer queries than worst-case global minimax theory predicts. For the special case of strongly convex and smooth functions, our implied convergence rates match the ones developed for zeroth-order convex optimization problems.
How Many Samples are Needed to Estimate a Convolutional Neural Network?
Simon S. Du, Yining Wang, Xiyu Zhai, Sivaraman Balakrishnan, Russ R. Salakhutdinov, Aarti Singh
A widespread folklore for explaining the success of Convolutional Neural Networks (CNNs) is that CNNs use a more compact representation than the Fullyconnected Neural Network (FNN) and thus require fewer training samples to accurately estimate their parameters. We initiate the study of rigorously characterizing the sample complexity of estimating CNNs.