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 recursive scheme


The recursive scheme of clustering

arXiv.org Artificial Intelligence

The problem of data clustering is one of the most important in data analysis. It can be problematic when dealing with experimental data characterized by measurement uncertainties and errors. Our paper proposes a recursive scheme for clustering data obtained in geographical (climatological) experiments. The discussion of results obtained by k-means and SOM methods with the developed recursive procedure is presented. We show that the clustering using the new approach gives more acceptable results when compared to experts assessments.


On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case

arXiv.org Machine Learning

Stochastic Gradient Langevin Dynamics (SGLD) is a combination of a Robbins-Monro type algorithm with Langevin dynamics in order to perform data-driven stochastic optimization. In this paper, the SGLD method with fixed step size $\lambda$ is considered in order to sample from a logconcave target distribution $\pi$, known up to a normalisation factor. We assume that unbiased estimates of the gradient from possibly dependent observations are available. It is shown that, for all $\varepsilon>0$, the Wasserstein-$2$ distance of the $n$th iterate of the SGLD algorithm from $\pi$ is dominated by $c_1(\varepsilon)[\lambda^{1/2 - \varepsilon}+e^{-a\lambda n}]$ with appropriate constants $c_1(\varepsilon), a>0$.