arXiv subjects

Alain Franc

Publications and source records attributed to Alain Franc.

6 recordsLinked to original sources

arXiv2022

Linear Dimensionality Reduction

These notes are an overview of some classical linear methods in Multivariate Data Analysis. This is a good old domain, well established since the 60's, and refreshed timely as a key step in statistical learning. It can be presented as part of statistical learning, or as dimensionality reduction with a geometric flavor. Both approaches are tightly linked: it is easier to learn patterns from data in low dimensional spaces than in high-dimensional spaces. It is shown how a diversity of methods and tools boil down to a single core methods, PCA with SVD, such that the efforts to optimize codes for analyzing massive data sets like distributed memory and task-based programming or to improve the efficiency of the algorithms like Randomised SVD can focus on this shared core method, and benefit to all methods.

math.NA↗

arXiv2022

Tensor Ranks for the Pedestrian for Dimension Reduction and Disentangling Interactions

A tensor is a multi-way array that can represent, in addition to a data set, the expression of a joint law or a multivariate function. As such it contains the description of the interactions between the variables corresponding to each of the entries. The rank of a tensor extends to arrays with more than two entries the notion of rank of a matrix, bearing in mind that there are several approaches to build such an extension. When the rank is one, the variables are separated, and when it is low, the variables are weakly coupled. Many calculations are simpler on tensors of low rank. Furthermore, approximating a given tensor by a low-rank tensor makes it possible to compute some characteristics of a table, such as the partition function when it is a joint law. In this note, we present in detail an integrated and progressive approach to approximate a given tensor by a tensor of lower rank, through a systematic use of tensor algebra. The notion of tensor is rigorously defined, then elementary but useful operations on tensors are presented. After recalling several different notions for extending the rank to tensors, we show how these elementary operations can be combined to build best low rank approximation algorithms. The last chapter is devoted to applying this approach to tensors constructed as the discretisation of a multivariate function, to show that on a Cartesian grid, the rank of such tensors is expected to be low.

math.NA↗

arXiv2021

Extension of Correspondence Analysis to multiway data-sets through High Order SVD: a geometric framework

This paper presents an extension of Correspondence Analysis (CA) to tensors through High Order Singular Value Decomposition (HOSVD) from a geometric viewpoint. Correspondence analysis is a well-known tool, developed from principal component analysis, for studying contingency tables. Different algebraic extensions of CA to multi-way tables have been proposed over the years, nevertheless neglecting its geometric meaning. Relying on the Tucker model and the HOSVD, we propose a direct way to associate with each tensor mode a point cloud. We prove that the point clouds are related to each other. Specifically using the CA metrics we show that the barycentric relation is still true in the tensor framework. Finally two data sets are used to underline the advantages and the drawbacks of our strategy with respect to the classical matrix approaches.

math.NA↗

arXiv2019

Nonlinear Mapping and Distance Geometry

Distance Geometry Problem (DGP) and Nonlinear Mapping (NLM) are two well established questions: Distance Geometry Problem is about finding a Euclidean realization of an incomplete set of distances in a Euclidean space, whereas Nonlinear Mapping is a weighted Least Square Scaling (LSS) method. We show how all these methods (LSS, NLM, DGP) can be assembled in a common framework, being each identified as an instance of an optimization problem with a choice of a weight matrix. We study the continuity between the solutions (which are point clouds) when the weight matrix varies, and the compactness of the set of solutions (after centering). We finally study a numerical example, showing that solving the optimization problem is far from being simple and that the numerical solution for a given procedure may be trapped in a local minimum.

cs.CG↗

arXiv2018

Exact and approximate inference in graphical models: variable elimination and beyond

Probabilistic graphical models offer a powerful framework to account for the dependence structure between variables, which is represented as a graph. However, the dependence between variables may render inference tasks intractable. In this paper we review techniques exploiting the graph structure for exact inference, borrowed from optimisation and computer science. They are built on the principle of variable elimination whose complexity is dictated in an intricate way by the order in which variables are eliminated. The so-called treewidth of the graph characterises this algorithmic complexity: low-treewidth graphs can be processed efficiently. The first message that we illustrate is therefore the idea that for inference in graphical model, the number of variables is not the limiting factor, and it is worth checking for the treewidth before turning to approximate methods. We show how algorithms providing an upper bound of the treewidth can be exploited to derive a 'good' elimination order enabling to perform exact inference. The second message is that when the treewidth is too large, algorithms for approximate inference linked to the principle of variable elimination, such as loopy belief propagation and variational approaches, can lead to accurate results while being much less time consuming than Monte-Carlo approaches. We illustrate the techniques reviewed in this article on benchmarks of inference problems in genetic linkage analysis and computer vision, as well as on hidden variables restoration in coupled Hidden Markov Models.

stat.ML↗

arXiv2018

A geometric view of Biodiversity: scaling to metagenomics

We have designed a new efficient dimensionality reduction algorithm in order to investigate new ways of accurately characterizing the biodiversity, namely from a geometric point of view, scaling with large environmental sets produced by NGS ($\sim 10^5$ sequences). The approach is based on Multidimensional Scaling (MDS) that allows for mapping items on a set of $n$ points into a low dimensional euclidean space given the set of pairwise distances. We compute all pairwise distances between reads in a given sample, run MDS on the distance matrix, and analyze the projection on first axis, by visualization tools. We have circumvented the quadratic complexity of computing pairwise distances by implementing it on a hyperparallel computer (Turing, a Blue Gene Q), and the cubic complexity of the spectral decomposition by implementing a dense random projection based algorithm. We have applied this data analysis scheme on a set of $10^5$ reads, which are amplicons of a diatom environmental sample from Lake Geneva. Analyzing the shape of the point cloud paves the way for a geometric analysis of biodiversity, and for accurately building OTUs (Operational Taxonomic Units), when the data set is too large for implementing unsupervised, hierarchical, high-dimensional clustering.

stat.CO↗