arXiv subjects

Jocelyn T. Chi

Publications and source records attributed to Jocelyn T. Chi.

9 recordsLinked to original sources

arXiv2026

Large Scale High-Dimensional Reduced-Rank Linear Discriminant Analysis

Reduced-rank linear discriminant analysis (RRLDA) is a foundational method of dimension reduction for classification that has been useful in a wide range of applications. The goal is to identify an optimal subspace to project the observations onto that simultaneously maximizes between-group variation while minimizing within-group differences. The solution is straight forward when the number of observations is greater than the number of features but computational difficulties arise in both the high-dimensional setting, where there are more features than there are observations, and when the data are very large. Many works have proposed solutions for the high-dimensional setting and frequently involve additional assumptions or tuning parameters. We propose a fast and simple iterative algorithm for both classical and high-dimensional RRLDA on large data that is free from these additional requirements and that comes with guarantees. We also explain how RRLDA-RK provides implicit regularization towards the least norm solution without explicitly incorporating penalties. We demonstrate our algorithm on real data and highlight some results.

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arXiv2025

The Why and How of Convex Clustering

This survey reviews a clustering method based on solving a convex optimization problem. Despite the plethora of existing clustering methods, convex clustering has several uncommon features that distinguish it from prior art. The optimization problem is free of spurious local minima, and its unique global minimizer is stable with respect to all its inputs, including the data, a tuning parameter, and weight hyperparameters. Its single tuning parameter controls the number of clusters and can be chosen using standard techniques from penalized regression. We give intuition into the behavior and theory for convex clustering as well as practical guidance. We highlight important algorithms and discuss how their computational costs scale with the problem size. Finally, we highlight the breadth of its uses and flexibility to be combined and integrated with other inferential methods.

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arXiv2025

Linear Discriminant Analysis with the Randomized Kaczmarz Method

We present a randomized Kaczmarz method for linear discriminant analysis (rkLDA), an iterative randomized approach to binary-class Gaussian model linear discriminant analysis (LDA) for very large data. We harness a least squares formulation and mobilize the stochastic gradient descent framework to obtain a randomized classifier with performance that can achieve comparable accuracy to that of full data LDA. We present analysis for the expected change in the LDA discriminant function if one employs the randomized Kaczmarz solution in lieu of the full data least squares solution that accounts for both the Gaussian modeling assumptions on the data and algorithmic randomness. Our analysis shows how the expected change depends on quantities inherent in the data such as the scaled condition number and Frobenius norm of the input data, how well the linear model fits the data, and choices from the randomized algorithm. Our experiments demonstrate that rkLDA can offer a viable alternative to full data LDA on a range of step-sizes and numbers of iterations.

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arXiv2022

Population-Based Hierarchical Non-negative Matrix Factorization for Survey Data

Motivated by the problem of identifying potential hierarchical population structure on modern survey data containing a wide range of complex data types, we introduce population-based hierarchical non-negative matrix factorization (PHNMF). PHNMF is a variant of hierarchical non-negative matrix factorization based on feature similarity. As such, it enables an automatic and interpretable approach for identifying and understanding hierarchical structure in a data matrix constructed from a wide range of data types. Our numerical experiments on synthetic and real survey data demonstrate that PHNMF can recover latent hierarchical population structure in complex data with high accuracy. Moreover, the recovered subpopulation structure is meaningful and can be useful for improving downstream inference.

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arXiv2021

A User-Friendly Computational Framework for Robust Structured Regression with the L$_2$ Criterion

We introduce a user-friendly computational framework for implementing robust versions of a wide variety of structured regression methods with the L$_{2}$ criterion. In addition to introducing an algorithm for performing L$_{2}$E regression, our framework enables robust regression with the L$_{2}$ criterion for additional structural constraints, works without requiring complex tuning procedures on the precision parameter, can be used to identify heterogeneous subpopulations, and can incorporate readily available non-robust structured regression solvers. We provide convergence guarantees for the framework and demonstrate its flexibility with some examples. Supplementary materials for this article are available online.

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arXiv2021

SEAGLE: A Scalable Exact Algorithm for Large-Scale Set-Based GxE Tests in Biobank Data

The explosion of biobank data offers immediate opportunities for gene-environment (GxE) interaction studies of complex diseases because of the large sample sizes and the rich collection in genetic and non-genetic information. However, the extremely large sample size also introduces new computational challenges in GxE assessment, especially for set-based GxE variance component (VC) tests, which are a widely used strategy to boost overall GxE signals and to evaluate the joint GxE effect of multiple variants from a biologically meaningful unit (e.g., gene). In this work, we focus on continuous traits and present SEAGLE, a Scalable Exact AlGorithm for Large-scale set-based GxE tests, to permit GxE VC tests for biobank-scale data. SEAGLE employs modern matrix computations to achieve the same "exact" results as the original GxE VC tests without imposing additional assumptions or relying on approximations. SEAGLE can easily accommodate sample sizes in the order of $10^5$, is implementable on standard laptops, and does not require specialized computing equipment. We demonstrate SEAGLE's performance through extensive simulations. We illustrate its utility by conducting genome-wide gene-based GxE analysis on the Taiwan Biobank data to explore the interaction of gene and physical activity status on body mass index.

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arXiv2020

A Projector-Based Approach to Quantifying Total and Excess Uncertainties for Sketched Linear Regression

Linear regression is a classic method of data analysis. In recent years, sketching -- a method of dimension reduction using random sampling, random projections, or both -- has gained popularity as an effective computational approximation when the number of observations greatly exceeds the number of variables. In this paper, we address the following question: How does sketching affect the statistical properties of the solution and key quantities derived from it? To answer this question, we present a projector-based approach to sketched linear regression that is exact and that requires minimal assumptions on the sketching matrix. Therefore, downstream analyses hold exactly and generally for all sketching schemes. Additionally, a projector-based approach enables derivation of key quantities from classic linear regression that account for the combined model- and algorithm-induced uncertainties. We demonstrate the usefulness of a projector-based approach in quantifying and enabling insight on excess uncertainties and bias-variance decompositions for sketched linear regression. Finally, we demonstrate how the insights from our projector-based analyses can be used to produce practical sketching diagnostics to aid the design of judicious sketching schemes.

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arXiv2020

Multiplicative Perturbation Bounds for Multivariate Multiple Linear Regression in Schatten $p$-Norms

Multivariate multiple linear regression (MMLR), which occurs in a number of practical applications, generalizes traditional least squares (multivariate linear regression) to multiple right-hand sides. We extend recent MLR analyses to sketched MMLR in general Schatten $p$-norms by interpreting the sketched problem as a multiplicative perturbation. Our work represents an extension of Maher's results on Schatten $p$-norms. We derive expressions for the exact and perturbed solutions in terms of projectors for easy geometric interpretation. We also present a geometric interpretation of the action of the sketching matrix in terms of relevant subspaces. We show that a key term in assessing the accuracy of the sketched MMLR solution can be viewed as a tangent of a largest principal angle between subspaces under some assumptions. Our results enable additional interpretation of the difference between an orthogonal and oblique projector with the same range.

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arXiv2016

$k$-POD: A Method for $k$-Means Clustering of Missing Data

The $k$-means algorithm is often used in clustering applications but its usage requires a complete data matrix. Missing data, however, is common in many applications. Mainstream approaches to clustering missing data reduce the missing data problem to a complete data formulation through either deletion or imputation but these solutions may incur significant costs. Our $k$-POD method presents a simple extension of $k$-means clustering for missing data that works even when the missingness mechanism is unknown, when external information is unavailable, and when there is significant missingness in the data.

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