论文标题
光谱嵌入的可伸缩性和鲁棒性:地标扩散就是您所需要的
Scalability and robustness of spectral embedding: landmark diffusion is all you need
论文作者
论文摘要
虽然光谱嵌入是各个领域中广泛应用的尺寸缩小技术,但到目前为止,使处理``大数据''仍然具有挑战性。另一方面,鲁棒性属性的探索较少,并且仅存在有限的理论结果。由于需要处理此类数据的激励,最近我们提出了一种新型的光谱嵌入算法,我们通过地标扩散(Roseland)创造了可靠且可扩展的嵌入。简而言之,我们通过一组地标在两个点之间的亲和力(由少数点组成)和数据集上的“``扩散'''在两个点之间测量了亲和力,并通过地标在数据集中``漫步'',以实现光谱嵌入。 Roseland可以看作是常用的光谱嵌入算法(扩散图(DM)的概括),因为它具有DM的各种特性。在本文中,我们表明罗斯兰不仅在数值上可扩展,而且还通过其在歧管设置下的扩散性质保留了几何特性。也就是说,我们从理论上探讨了Roseland在流动设置下的渐近行为,包括处理类似U统计的量,并以速率提供$ L^\ infty $频谱收敛。此外,我们提供了高维噪声分析,并表明Roseland对噪声是强大的。我们还将Roseland与其他现有算法与数值模拟进行了比较。
While spectral embedding is a widely applied dimension reduction technique in various fields, so far it is still challenging to make it scalable to handle ``big data''. On the other hand, the robustness property is less explored and there exists only limited theoretical results. Motivated by the need of handling such data, recently we proposed a novel spectral embedding algorithm, which we coined Robust and Scalable Embedding via Landmark Diffusion (ROSELAND). In short, we measure the affinity between two points via a set of landmarks, which is composed of a small number of points, and ``diffuse'' on the dataset via the landmark set to achieve a spectral embedding. Roseland can be viewed as a generalization of the commonly applied spectral embedding algorithm, the diffusion map (DM), in the sense that it shares various properties of DM. In this paper, we show that Roseland is not only numerically scalable, but also preserves the geometric properties via its diffusion nature under the manifold setup; that is, we theoretically explore the asymptotic behavior of Roseland under the manifold setup, including handling the U-statistics-like quantities, and provide a $L^\infty$ spectral convergence with a rate. Moreover, we offer a high dimensional noise analysis and show that Roseland is robust to noise. We also compare Roseland with other existing algorithms with numerical simulations.