maxima
Feature selection in functional data classification with recursive maxima hunting
José L. Torrecilla, Alberto Suárez
Dimensionality reduction is one of the key issues in the design of effective machine learning methods for automatic induction. In this work, we introduce recursive maxima hunting (RMH) for variable selection in classification problems with functional data. In this context, variable selection techniques are especially attractive because they reduce the dimensionality, facilitate the interpretation and can improve the accuracy of the predictive models. The method, which is a recursive extension of maxima hunting (MH), performs variable selection by identifying the maxima of a relevance function, which measures the strength of the correlation of the predictor functional variable with the class label. At each stage, the information associated with the selected variable is removed by subtracting the conditional expectation of the process. The results of an extensive empirical evaluation are used to illustrate that, in the problems investigated, RMH has comparable or higher predictive accuracy than standard dimensionality reduction techniques, such as PCA and PLS, and state-of-the-art feature selection methods for functional data, such as maxima hunting.
On the Optimization Landscape of Tensor Decompositions
Non-convex optimization with local search heuristics has been widely used in machine learning, achieving many state-of-art results. It becomes increasingly important to understand why they can work for these NP-hard problems on typical data. The landscape of many objective functions in learning has been conjectured to have the geometric property that ``all local optima are (approximately) global optima'', and thus they can be solved efficiently by local search algorithms. However, establishing such property can be very difficult. In this paper, we analyze the optimization landscape of the random over-complete tensor decomposition problem, which has many applications in unsupervised leaning, especially in learning latent variable models.
Strategyproof Facility Location for Five Agents on a Circle using PCD
We consider the strategyproof facility location problem on a circle. We focus on the case of 5 agents, and find a tight bound for the PCD strategyproof mechanism, which selects the reported location of an agent in proportion to the length of the arc in front of it. We methodically "reduce" the size of the instance space and then use standard optimization techniques to find and prove the bound is tight. Moreover we hypothesize the approximation ratio of PCD for general odd $n$.
MGPRL: Distributed Multi-Gaussian Processes for Wi-Fi-based Multi-Robot Relative Localization in Large Indoor Environments
Ghanta, Sai Krishna, Parasuraman, Ramviyas
Relative localization is a crucial capability for multi-robot systems operating in GPS-denied environments. Existing approaches for multi-robot relative localization often depend on costly or short-range sensors like cameras and LiDARs. Consequently, these approaches face challenges such as high computational overhead (e.g., map merging) and difficulties in disjoint environments. To address this limitation, this paper introduces MGPRL, a novel distributed framework for multi-robot relative localization using convex-hull of multiple Wi-Fi access points (AP). To accomplish this, we employ co-regionalized multi-output Gaussian Processes for efficient Radio Signal Strength Indicator (RSSI) field prediction and perform uncertainty-aware multi-AP localization, which is further coupled with weighted convex hull-based alignment for robust relative pose estimation. Each robot predicts the RSSI field of the environment by an online scan of APs in its environment, which are utilized for position estimation of multiple APs. To perform relative localization, each robot aligns the convex hull of its predicted AP locations with that of the neighbor robots. This approach is well-suited for devices with limited computational resources and operates solely on widely available Wi-Fi RSSI measurements without necessitating any dedicated pre-calibration or offline fingerprinting. We rigorously evaluate the performance of the proposed MGPRL in ROS simulations and demonstrate it with real-world experiments, comparing it against multiple state-of-the-art approaches. The results showcase that MGPRL outperforms existing methods in terms of localization accuracy and computational efficiency. Finally, we open source MGPRL as a ROS package https://github.com/herolab-uga/MGPRL.
Synchronization on circles and spheres with nonlinear interactions
Criscitiello, Christopher, Rebjock, Quentin, McRae, Andrew D., Boumal, Nicolas
We consider the dynamics of $n$ points on a sphere in $\mathbb{R}^d$ ($d \geq 2$) which attract each other according to a function $\varphi$ of their inner products. When $\varphi$ is linear ($\varphi(t) = t$), the points converge to a common value (i.e., synchronize) in various connectivity scenarios: this is part of classical work on Kuramoto oscillator networks. When $\varphi$ is exponential ($\varphi(t) = e^{\beta t}$), these dynamics correspond to a limit of how idealized transformers process data, as described by Geshkovski et al. (2024). Accordingly, they ask whether synchronization occurs for exponential $\varphi$. In the context of consensus for multi-agent control, Markdahl et al. (2018) show that for $d \geq 3$ (spheres), if the interaction graph is connected and $\varphi$ is increasing and convex, then the system synchronizes. What is the situation on circles ($d=2$)? First, we show that $\varphi$ being increasing and convex is no longer sufficient. Then we identify a new condition (that the Taylor coefficients of $\varphi'$ are decreasing) under which we do have synchronization on the circle. In so doing, we provide some answers to the open problems posed by Geshkovski et al. (2024).
Global Analysis of Expectation Maximization for Mixtures of Two Gaussians
Expectation Maximization (EM) is among the most popular algorithms for estimating parameters of statistical models. However, EM, which is an iterative algorithm based on the maximum likelihood principle, is generally only guaranteed to find stationary points of the likelihood objective, and these points may be far from any maximizer. This article addresses this disconnect between the statistical principles behind EM and its algorithmic properties. Specifically, it provides a global analysis of EM for specific models in which the observations comprise an i.i.d.
Local Maxima in the Likelihood of Gaussian Mixture Models: Structural Results and Algorithmic Consequences
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].
Combining deep generative models with extreme value theory for synthetic hazard simulation: a multivariate and spatially coherent approach
Climate hazards can cause major disasters when they occur simultaneously as compound hazards. To understand the distribution of climate risk and inform adaptation policies, scientists need to simulate a large number of physically realistic and spatially coherent events. Current methods are limited by computational constraints and the probabilistic spatial distribution of compound events is not given sufficient attention. The bottleneck in current approaches lies in modelling the dependence structure between variables, as inference on parametric models suffers from the curse of dimensionality. Generative adversarial networks (GANs) are well-suited to such a problem due to their ability to implicitly learn the distribution of data in high-dimensional settings. We employ a GAN to model the dependence structure for daily maximum wind speed, significant wave height, and total precipitation over the Bay of Bengal, combining this with traditional extreme value theory for controlled extrapolation of the tails. Once trained, the model can be used to efficiently generate thousands of realistic compound hazard events, which can inform climate risk assessments for climate adaptation and disaster preparedness. The method developed is flexible and transferable to other multivariate and spatial climate datasets.