Constructing a similarity graph from a set $X$ of data points in $ \mathbb{R}^d$ is the first step of many modern clustering algorithms. However, typical constructions of a similarity graph have high time complexity, and a quadratic space dependency with respect to $|X|$. We address this limitation and present a new algorithmic framework that constructs a sparse approximation of the fully connected similarity graph while preserving its cluster structure. Our presented algorithm is based on the kernel density estimation problem, and is applicable for arbitrary kernel functions. We compare our designed algorithm with the well-known implementations from the scikit-learn library and the FAISS library, and find that our method significantly outperforms the implementation from both libraries on a variety of datasets.

The Sliced-Wasserstein distance (SW) is being increasingly used in machine learning applications as an alternative to the Wasserstein distance and offers significant computational and statistical benefits. Since it is defined as an expectation over random projections, SW is commonly approximated by Monte Carlo. We adopt a new perspective to approximate SW by making use of the concentration of measure phenomenon: under mild assumptions, one-dimensional projections of a high-dimensional random vector are approximately Gaussian. Based on this observation, we develop a simple deterministic approximation for SW. Our method does not require sampling a number of random projections, and is therefore both accurate and easy to use compared to the usual Monte Carlo approximation. We derive nonasymptotical guarantees for our approach, and show that the approximation error goes to zero as the dimension increases, under a weak dependence condition on the data distribution. We validate our theoretical findings on synthetic datasets, and illustrate the proposed approximation on a generative modeling problem.

Constructing a similarity graph from a set X of data points in \mathbb{R} d is the first step of many modern clustering algorithms. However, typical constructions of a similarity graph have high time complexity, and a quadratic space dependency with respect to X . We address this limitation and present a new algorithmic framework that constructs a sparse approximation of the fully connected similarity graph while preserving its cluster structure. Our presented algorithm is based on the kernel density estimation problem, and is applicable for arbitrary kernel functions. We compare our designed algorithm with the well-known implementations from the scikit-learn library and the FAISS library, and find that our method significantly outperforms the implementation from both libraries on a variety of datasets.

The Sliced-Wasserstein distance (SW) is being increasingly used in machine learning applications as an alternative to the Wasserstein distance and offers significant computational and statistical benefits. Since it is defined as an expectation over random projections, SW is commonly approximated by Monte Carlo. We adopt a new perspective to approximate SW by making use of the concentration of measure phenomenon: under mild assumptions, one-dimensional projections of a high-dimensional random vector are approximately Gaussian. Based on this observation, we develop a simple deterministic approximation for SW. Our method does not require sampling a number of random projections, and is therefore both accurate and easy to use compared to the usual Monte Carlo approximation.

In this paper, we propose a new computationally efficient framework for learning sparse models. We formulate a unified approach that contains as particular cases models promoting sparse synthesis and analysis type of priors, and mixtures thereof. The supervised training of the proposed model is formulated as a bilevel optimization problem, in which the operators are optimized to achieve the best possible performance on a specific task, e.g., reconstruction or classification. By restricting the operators to be shift invariant, our approach can be thought as a way of learning sparsity-promoting convolutional operators. Leveraging recent ideas on fast trainable regressors designed to approximate exact sparse codes, we propose a way of constructing feed-forward networks capable of approximating the learned models at a fraction of the computational cost of exact solvers. In the shift-invariant case, this leads to a principled way of constructing a form of taskspecific convolutional networks. We illustrate the proposed models on several experiments in music analysis and image processing applications.

Constructing a similarity graph from a set $X$ of data points in $\mathbb{R}^d$ is the first step of many modern clustering algorithms. However, typical constructions of a similarity graph have high time complexity, and a quadratic space dependency with respect to $|X|$. We address this limitation and present a new algorithmic framework that constructs a sparse approximation of the fully connected similarity graph while preserving its cluster structure. Our presented algorithm is based on the kernel density estimation problem, and is applicable for arbitrary kernel functions. We compare our designed algorithm with the well-known implementations from the scikit-learn library and the FAISS library, and find that our method significantly outperforms the implementation from both libraries on a variety of datasets.

Because of their strong theoretical properties, Shapley values have become very popular as a way to explain predictions made by black box models. Unfortuately, most existing techniques to compute Shapley values are computationally very expensive. We propose PDD-SHAP, an algorithm that uses an ANOVA-based functional decomposition model to approximate the black-box model being explained. This allows us to calculate Shapley values orders of magnitude faster than existing methods for large datasets, significantly reducing the amortized cost of computing Shapley values when many predictions need to be explained.

In this paper, we propose a new and computationally efficient framework for learning sparse models. We formulate a unified approach that contains as particular cases models promoting sparse synthesis and analysis type of priors, and mixtures thereof. The supervised training of the proposed model is formulated as a bilevel optimization problem, in which the operators are optimized to achieve the best possible performance on a specific task, e.g., reconstruction or classification. By restricting the operators to be shift invariant, our approach can be thought as a way of learning analysis+synthesis sparsity-promoting convolutional operators. Leveraging recent ideas on fast trainable regressors designed to approximate exact sparse codes, we propose a way of constructing feed-forward neural networks capable of approximating the learned models at a fraction of the computational cost of exact solvers. In the shift-invariant case, this leads to a principled way of constructing task-specific convolutional networks. We illustrate the proposed models on several experiments in music analysis and image processing applications.