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Hoang-Son Tran

Publications and source records attributed to Hoang-Son Tran.

8 recordsLinked to original sources

Beyond Worst-Case Coreset Bounds for $k$-Clustering via Determinantal Sampling

Massive datasets in modern machine learning have made data reduction a central challenge, particularly for clustering tasks where memory and computational constraints demand compact yet faithful summaries. A standard approach is to construct an \textit{$ε$-coreset}: a small weighted subset that approximately preserves the clustering cost for every plausible choice of centers. For the \textit{$(k,z)$-clustering problem}, existing worst-case bounds on coreset size are essentially tight, ruling out substantially smaller coresets in general. However, such worst-case instances are often unrepresentative of real-world data. In this work, we show that significantly smaller coresets are possible under mild and natural assumptions on the underlying data distribution. We introduce a new correlated sampling framework, called \textit{determinantal sampling}, based on a novel application of determinantal point processes. Using this framework, we obtain an efficiently constructible $\varepsilon$-coreset for $(k,z)$-clustering in $\mathbb R^d$ whose dependence on $1/\varepsilon$ has exponent strictly smaller than $2$ when $d$ is fixed. This improves over the worst-case $\varepsilon^{-2}$ barrier under our beyond-worst-case assumptions. To the best of our knowledge, this is the first result that provably surpasses these lower bounds through beyond-worst-case assumptions. Finally, we validate our approach on synthetic and real-world benchmark datasets, where it consistently achieves smaller coresets than existing state-of-the-art methods, even without explicitly enforcing the assumptions used in the analysis.

stat.ML↗

Gaussian mixtures and non-parametric likelihoods through the lens of statistical mechanics

In this work, we investigate Gaussian Mixture Models ({\it abbrv} GMM) and the related problem of non parametric maximum likelihood estimation ({\it abbrv} NPMLE) from the perspective of statistical mechanics. In particular, we establish stability guarantees for the NPMLE procedure that extend well beyond the state of the art. Crucially, we obtain guarantees on the Kullback-Leibler divergence between NPMLE estimators and the ground truth, a type of result which has been known to be challenging in the literature on this problem. In particular, we provide high probability upper bounds on the KL divergence between the NPMLE and the true density that are of the order of $\min\big\{\frac{(\log n)^{d+2}}{n} , \frac{\log n}{\sqrt n}\big\}$, which cover a wide range of scenarios for the comparative sizes of $n$ and $d$. We obtain similar guarantees for approximate solutions to the NPMLE problem, addressing realistic situations wherein optimization algorithms need to be stopped in finite time, allowing access only to approximations to the true NPMLE. A cornerstone of our approach is an analysis of the function class complexity of logarithms of gaussian mixture densities, which is able to handle their unboundedness, and could be of wider interest. Our methods lead to novel confidence-interval guarantees for entropy estimation in Gaussian mixtures, demonstrating their wider impact. We also establish correspondences between stability phenomena in the NPMLE problem and concepts such as chaos and multiple valleys in random energy landscapes of statistical mechanics models. While these correspondences are largely of a conceptual nature at this point, we believe that these connections, especially those with concentration phenomena and Langevin dynamics, may be developed into a toolbox for studying a wide variety of random optimization problems in statistics and machine learning.

math.ST↗

Fast determinantal sampling on general spaces and diffusion geometry

Determinantal point processes have recently emerged as a kernel-based alternative to standard independent sampling for constructing efficient minibatches, coresets, and other compact representations of large-scale datasets. In particular, sampling mechanisms based on DPPs are believed to demonstrate better approximation properties compared to classical i.i.d. samplers, even at the scale of the exponent. One of the key strengths of DPP based samplers is that they can be deployed over very general spaces, in contrast to more classical sampling methods beyond i.i.d. which tend to work in very well-structured settings, principally Euclidean spaces. In this work, we establish explicit rate guarantees for determinantal sampling in spaces that extend far beyond known Euclidean setups, focusing on spectral kernels obtained from eigenspaces of naturally associated Laplacian and other Markov diffusion operators. This includes, in particular, Riemannian manifolds and weighted networks. In determinantal sampling from compact Riemannian manifolds, we establish sampling rates that automatically pick up the intrinsic dimensionality $d_{\text{int}}$ of the underlying manifold. In the setting of networks, we investigate DPP-based samplers on the celebrated k-nearest neighbour graphs, as well as weighted random geometric graphs, and demonstrate a similar improved dependence on the intrinsic dimensionality of the data. Overall, our approach achieves guarantees of $\big(\text{sample size}\big)^{-\frac{1}{2}-\frac{1}{2d_{\text{int}}}}$ that match known rates on Euclidean spaces of comparable dimension. In terms of techniques, we connect to the celebrated Weyl's Law for manifold spectra, and leverage tools from the theory of Markov diffusions and Dirichlet forms as well as certain ingredients from the theory of pseudodifferential operators, which could be of independent interest in this area.

stat.ML↗

State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives

Determinantal point processes (DPPs) have emerged as a kernelized alternative to vanilla independent sampling for generating efficient minibatches, coresets and other parsimonious representations of large-scale datasets. While theoretical foundations and promising empirical performance have been demonstrated, there are two challenges for current proposals for DPP-based coresets or minibatches. The first is the need for families of DPPs with certain key variance reduction properties, usually constructed in a continuous setting, of which there are few known examples. The second is the need for an ad-hoc construction of a discrete DPP defined on a given dataset, that inherits such variance reduction. In this work, we contribute to the programme of establishing DPPs as a subsampling toolbox for ML by advancing on these two fronts. First, we propose new DPPs on the Euclidean space based on wavelets, with provably better accuracy guarantees than the best known rates. Second, we introduce a general method to convert such continuous DPPs, which are more amenable to proving analytical statements, into discrete kernels, which are pertinent for subsampling tasks such as minibatch and coreset constructions. This conversion mechanism simultaneously preserves the desired variance decay and reveals a low-rank decomposition of the discrete kernel, which makes sampling the corresponding DPP computationally inexpensive. En route, we enlarge the class of ML tasks amenable to improvements via DPP-based minibatches and coresets to include objective functions with arbitrarily low regularity, and rate guarantees that explicitly adapt to this regularity.

stat.ML↗

Negative Dependence as a toolbox for machine learning : review and new developments

Negative dependence is becoming a key driver in advancing learning capabilities beyond the limits of traditional independence. Recent developments have evidenced support towards negatively dependent systems as a learning paradigm in a broad range of fundamental machine learning challenges including optimization, sampling, dimensionality reduction and sparse signal recovery, often surpassing the performance of current methods based on statistical independence. The most popular negatively dependent model has been that of determinantal point processes (DPPs), which have their origins in quantum theory. However, other models, such as perturbed lattice models, strongly Rayleigh measures, zeros of random functions have gained salience in various learning applications. In this article, we review this burgeoning field of research, as it has developed over the past two decades or so. We also present new results on applications of DPPs to the parsimonious representation of neural networks. In the limited scope of the article, we mostly focus on aspects of this area to which the authors contributed over the recent years, including applications to Monte Carlo methods, coresets and stochastic gradient descent, stochastic networks, signal processing and connections to quantum computation. However, starting from basics of negative dependence for the uninitiated reader, extensive references are provided to a broad swath of related developments which could not be covered within our limited scope. While existing works and reviews generally focus on specific negatively dependent models (e.g. DPPs), a notable feature of this article is that it addresses negative dependence as a machine learning methodology as a whole. In this vein, it covers within its span an array of negatively dependent models and their applications well beyond DPPs, thereby putting forward a very general and rather unique perspective.

stat.ML↗

Gaussian fluctuations for spin systems and point processes: near-optimal rates via quantitative Marcinkiewicz's theorem

We establish asymptotically Gaussian fluctuations for functionals of a large class of spin models and strongly correlated random point fields, achieving near-optimal rates. For spin models, we demonstrate Gaussian asymptotics for the magnetization for a wide class of ferromagnetic spin systems on Euclidean lattices, in particular those with continuous spins. Specific applications include, in particular, the celebrated XY and Heisenberg models under ferromagnetic conditions, and more broadly, systems with very general rotationally invariant spins in arbitrary dimensions. We address both the setting of free boundary conditions and a large class of ferromagnetic boundary conditions, and our CLTs are endowed with near-optimal rate. Our approach leverages the classical Lee-Yang theory for the zeros of partition functions, and subsumes as a special case results of Lebowitz, Ruelle, Pittel and Speer on CLTs in discrete statistical mechanical models for which we obtain sharper convergence rates. In a different direction, we obtain CLTs for linear statistics of a wide class of point processes known as $α$-determinantal point processes which interpolate between negatively and positively associated random point fields. We contribute a unified approach to CLTs in such models; significantly, our approach is able to analyse such processes in dimensions $\ge 3$, where structural alternatives such as connections to random matrix theory are not available. A key ingredient of our approach is a broad, quantitative extension of the classical Marcinkiewicz Theorem that holds under the limited condition that the characteristic function is non-vanishing only on a bounded disk. In spite of the general applicability of the results, our rates for the CLT match the classic Berry-Esseen bounds for independent sums up to a log factor.

math.PR↗

Small coresets via negative dependence: DPPs, linear statistics, and concentration

Determinantal point processes (DPPs) are random configurations of points with tunable negative dependence. Because sampling is tractable, DPPs are natural candidates for subsampling tasks, such as minibatch selection or coreset construction. A \emph{coreset} is a subset of a (large) training set, such that minimizing an empirical loss averaged over the coreset is a controlled replacement for the intractable minimization of the original empirical loss. Typically, the control takes the form of a guarantee that the average loss over the coreset approximates the total loss uniformly across the parameter space. Recent work has provided significant empirical support in favor of using DPPs to build randomized coresets, coupled with interesting theoretical results that are suggestive but leave some key questions unanswered. In particular, the central question of whether the cardinality of a DPP-based coreset is fundamentally smaller than one based on independent sampling remained open. In this paper, we answer this question in the affirmative, demonstrating that \emph{DPPs can provably outperform independently drawn coresets}. In this vein, we contribute a conceptual understanding of coreset loss as a \emph{linear statistic} of the (random) coreset. We leverage this structural observation to connect the coresets problem to a more general problem of concentration phenomena for linear statistics of DPPs, wherein we obtain \emph{effective concentration inequalities that extend well-beyond the state-of-the-art}, encompassing general non-projection, even non-symmetric kernels. The latter have been recently shown to be of interest in machine learning beyond coresets, but come with a limited theoretical toolbox, to the extension of which our result contributes. Finally, we are also able to address the coresets problem for vector-valued objective functions, a novelty in the coresets literature.

stat.ML↗

Learning Networks from Gaussian Graphical Models and Gaussian Free Fields

We investigate the problem of estimating the structure of a weighted network from repeated measurements of a Gaussian Graphical Model (GGM) on the network. In this vein, we consider GGMs whose covariance structures align with the geometry of the weighted network on which they are based. Such GGMs have been of longstanding interest in statistical physics, and are referred to as the Gaussian Free Field (GFF). In recent years, they have attracted considerable interest in the machine learning and theoretical computer science. In this work, we propose a novel estimator for the weighted network (equivalently, its Laplacian) from repeated measurements of a GFF on the network, based on the Fourier analytic properties of the Gaussian distribution. In this pursuit, our approach exploits complex-valued statistics constructed from observed data, that are of interest on their own right. We demonstrate the effectiveness of our estimator with concrete recovery guarantees and bounds on the required sample complexity. In particular, we show that the proposed statistic achieves the parametric rate of estimation for fixed network size. In the setting of networks growing with sample size, our results show that for Erdos-Renyi random graphs $G(d,p)$ above the connectivity threshold, we demonstrate that network recovery takes place with high probability as soon as the sample size $n$ satisfies $n \gg d^4 \log d \cdot p^{-2}$.

math.ST↗