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 Wang, Miaoyan


Statistical and computational rates in high rank tensor estimation

arXiv.org Machine Learning

Higher-order tensor datasets arise commonly in recommendation systems, neuroimaging, and social networks. Here we develop probable methods for estimating a possibly high rank signal tensor from noisy observations. We consider a generative latent variable tensor model that incorporates both high rank and low rank models, including but not limited to, simple hypergraphon models, single index models, low-rank CP models, and low-rank Tucker models. Comprehensive results are developed on both the statistical and computational limits for the signal tensor estimation. We find that high-dimensional latent variable tensors are of log-rank; the fact explains the pervasiveness of low-rank tensors in applications. Furthermore, we propose a polynomial-time spectral algorithm that achieves the computationally optimal rate. We show that the statistical-computational gap emerges only for latent variable tensors of order 3 or higher. Numerical experiments and two real data applications are presented to demonstrate the practical merits of our methods.


Multiway Spherical Clustering via Degree-Corrected Tensor Block Models

arXiv.org Machine Learning

We consider the problem of multiway clustering in the presence of unknown degree heterogeneity. Such data problems arise commonly in applications such as recommendation system, neuroimaging, community detection, and hypergraph partitions in social networks. The allowance of degree heterogeneity provides great flexibility in clustering models, but the extra complexity poses significant challenges in both statistics and computation. Here, we develop a degree-corrected tensor block model with estimation accuracy guarantees. We present the phase transition of clustering performance based on the notion of angle separability, and we characterize three signal-to-noise regimes corresponding to different statistical-computational behaviors. In particular, we demonstrate that an intrinsic statistical-to-computational gap emerges only for tensors of order three or greater. Further, we develop an efficient polynomial-time algorithm that provably achieves exact clustering under mild signal conditions. The efficacy of our procedure is demonstrated through two data applications, one on human brain connectome project, and another on Peru Legislation network dataset.


Smooth tensor estimation with unknown permutations

arXiv.org Machine Learning

Higher-order tensor datasets are rising ubiquitously in modern data science applications, for instance, recommendation systems (Baltrunas et al., 2011; Bi et al., 2018), social networks (Bickel and Chen, 2009), genomics (Hore et al., 2016), and neuroimaging (Zhou et al., 2013). Tensor provides effective representation of data structure that classical vector-and matrix-based methods fail to capture. One example is music recommendation system (Baltrunas et al., 2011) that records ratings of songs from users on various contexts. This three-way tensor of user song context allows us to investigate interactions of users and songs in a context-specific manner. Another example is network dataset that records the connections among a set of nodes. Pairwise interactions are often insufficient to capture the complex relationships, whereas multi-way interactions improve the understanding of networks in molecular system (Young et al., 2018) and social networks (Han et al., 2020). In both examples, higher-order tensors represent multi-way interactions in an efficient way. Tensor estimation problem cannot be solved without imposing structures. An appropriate reordering of tensor entries often provides effective representation of the hidden salient structure.


Nonparametric Trace Regression in High Dimensions via Sign Series Representation

arXiv.org Machine Learning

Learning of matrix-valued data has recently surged in a range of scientific and business applications. Trace regression is a widely used method to model effects of matrix predictors and has shown great success in matrix learning. However, nearly all existing trace regression solutions rely on two assumptions: (i) a known functional form of the conditional mean, and (ii) a global low-rank structure in the entire range of the regression function, both of which may be violated in practice. In this article, we relax these assumptions by developing a general framework for nonparametric trace regression models via structured sign series representations of high dimensional functions. The new model embraces both linear and nonlinear trace effects, and enjoys rank invariance to order-preserving transformations of the response. In the context of matrix completion, our framework leads to a substantially richer model based on what we coin as the "sign rank" of a matrix. We show that the sign series can be statistically characterized by weighted classification tasks. Based on this connection, we propose a learning reduction approach to learn the regression model via a series of classifiers, and develop a parallelable computation algorithm to implement sign series aggregations. We establish the excess risk bounds, estimation error rates, and sample complexities. Our proposal provides a broad nonparametric paradigm to many important matrix learning problems, including matrix regression, matrix completion, multi-task learning, and compressed sensing. We demonstrate the advantages of our method through simulations and two applications, one on brain connectivity study and the other on high-rank image completion.


Beyond the Signs: Nonparametric Tensor Completion via Sign Series

arXiv.org Machine Learning

We consider the problem of tensor estimation from noisy observations with possibly missing entries. A nonparametric approach to tensor completion is developed based on a new model which we coin as sign representable tensors. The model represents the signal tensor of interest using a series of structured sign tensors. Unlike earlier methods, the sign series representation effectively addresses both low- and high-rank signals, while encompassing many existing tensor models -- including CP models, Tucker models, single index models, several hypergraphon models -- as special cases. We show that the sign tensor series is theoretically characterized, and computationally estimable, via classification tasks with carefully-specified weights. Excess risk bounds, estimation error rates, and sample complexities are established. We demonstrate the outperformance of our approach over previous methods on two datasets, one on human brain connectivity networks and the other on topic data mining.


Exact Clustering in Tensor Block Model: Statistical Optimality and Computational Limit

arXiv.org Machine Learning

High-order clustering aims to identify heterogeneous substructure in multiway dataset that arises commonly in neuroimaging, genomics, and social network studies. The non-convex and discontinuous nature of the problem poses significant challenges in both statistics and computation. In this paper, we propose a tensor block model and the computationally efficient methods, \emph{high-order Lloyd algorithm} (HLloyd) and \emph{high-order spectral clustering} (HSC), for high-order clustering in tensor block model. The convergence of the proposed procedure is established, and we show that our method achieves exact clustering under reasonable assumptions. We also give the complete characterization for the statistical-computational trade-off in high-order clustering based on three different signal-to-noise ratio regimes. Finally, we show the merits of the proposed procedures via extensive experiments on both synthetic and real datasets.


Generalized tensor regression with covariates on multiple modes

arXiv.org Machine Learning

We consider the problem of tensor-response regression given covariates on multiple modes. Such data problems arise frequently in applications such as neuroimaging, network analysis, and spatial-temporal modeling. We propose a new family of tensor response regression models that incorporate covariates, and establish the theoretical accuracy guarantees. Unlike earlier methods, our estimation allows high-dimensionality in both the tensor response and the covariate matrices on multiple modes. An efficient alternating updating algorithm is further developed. Our proposal handles a broad range of data types, including continuous, count, and binary observations. Through simulation and applications to two real datasets, we demonstrate the outperformance of our approach over the state-of-art.


Multiway clustering via tensor block models

arXiv.org Machine Learning

We consider the problem of identifying multiway block structure from a large noisy tensor. Such problems arise frequently in applications such as genomics, recommendation system, topic modeling, and sensor network localization. We propose a tensor block model, develop a unified least-square estimation, and obtain the theoretical accuracy guarantees for multiway clustering. The statistical convergence of the estimator is established, and we show that the associated clustering procedure achieves partition consistency. A sparse regularization is further developed for identifying important blocks with elevated means. The proposal handles a broad range of data types, including binary, continuous, and hybrid observations. Through simulation and application to two real datasets, we demonstrate the outperformance of our approach over previous methods.


Learning from Binary Multiway Data: Probabilistic Tensor Decomposition and its Statistical Optimality

arXiv.org Machine Learning

An important reason for such an increase is the effective representation of multiway data using a tensor structure. One example is the recommender system (Bi et al., 2018), which can be naturally described as a three-way tensor of user item context and each entry indicates the user-item interaction. Another example is the DBLP database (Zhe et al., 2016), which is organized into a three-way tensor of author word venue and each entry indicates the co-occurrence of the triplets. Whereas many real-world multiway datasets have continuous-valued entries, there have recently emerged more instances of binary tensors, in which all tensor entries are binary indicators 0/1. Examples include click/no-click action in recommender systems (Sun et al., 2017), multi-relational social networks (Nickel et al., 2011), and brain structural connectivity networks (Wang et al., 2017a).


Tensor Decompositions via Two-Mode Higher-Order SVD (HOSVD)

arXiv.org Machine Learning

Tensor decompositions have rich applications in statistics and machine learning, and developing efficient, accurate algorithms for the problem has received much attention recently. Here, we present a new method built on Kruskal's uniqueness theorem to decompose symmetric, nearly orthogonally decomposable tensors. Unlike the classical higher-order singular value decomposition which unfolds a tensor along a single mode, we consider unfoldings along two modes and use rank-1 constraints to characterize the underlying components. This tensor decomposition method provably handles a greater level of noise compared to previous methods and achieves a high estimation accuracy. Numerical results demonstrate that our algorithm is robust to various noise distributions and that it performs especially favorably as the order increases.