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Kei Kobayashi

Publications and source records attributed to Kei Kobayashi.

At least 19 recordsLinked to original sources

Benign Overfitting under Learning Rate Conditions for $α$ Sub-exponential Input

This paper investigates the phenomenon of benign overfitting in binary classification problems with heavy-tailed input distributions, extending the analysis of maximum margin classifiers to $α$ sub-exponential distributions ($α\in (0, 2]$). This generalizes previous work focused on sub-gaussian inputs. We provide generalization error bounds for linear classifiers trained using gradient descent on unregularized logistic loss in this heavy-tailed setting. Our results show that, under certain conditions on the dimensionality $p$ and the distance between the centers of the distributions, the misclassification error of the maximum margin classifier asymptotically approaches the noise level, the theoretical optimal value. Moreover, we derive an upper bound on the learning rate $β$ for benign overfitting to occur and show that as the tail heaviness of the input distribution $α$ increases, the upper bound on the learning rate decreases. These results demonstrate that benign overfitting persists even in settings with heavier-tailed inputs than previously studied, contributing to a deeper understanding of the phenomenon in more realistic data environments.

cs.LG

Heat content for Gaussian processes: small-time asymptotic analysis

This paper establishes the small-time asymptotic behaviors of the regular heat content and spectral heat content for general Gaussian processes in both one-dimensional and multi-dimensional settings, where the boundary of the underlying domain satisfies some smoothness condition. For the amount of heat loss associated with the spectral heat content, the exact asymptotic behavior with rate function being the expected supremum process is obtained, whereas for the regular heat content, the exact asymptotic behavior is described in terms of the standard deviation function.

math.PR

A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes

This paper establishes the precise small-time asymptotic behavior of the spectral heat content for isotropic Lévy processes on bounded $C^{1,1}$ open sets of $\mathbb{R}^{d}$ with $d\ge 2$, where the underlying characteristic exponents are regularly varying at infinity with index $α\in (1,2]$, including the case $α=2$. Moreover, this asymptotic behavior is shown to be stable under an integrable perturbation of its Lévy measure. These results cover a wide class of isotropic Lévy processes, including Brownian motions, stable processes, and jump diffusions, and the proofs provide a unified approach to the asymptotic behavior of the spectral heat content for all of these processes.

math.PR

Large-time and small-time behaviors of the spectral heat content for time-changed stable processes

We study the large-time and small-time asymptotic behaviors of the spectral heat content for time-changed stable processes, where the time change belongs to a large class of inverse subordinators. For the large-time behavior, the spectral heat content decays polynomially with the decay rate determined by the Laplace exponent of the underlying subordinator, which is in sharp contrast to the exponential decay observed in the case when the time change is a subordinator. On the other hand, the small-time behavior exhibits three different decay regimes, where the decay rate is determined by both the Laplace exponent and the index of the stable process.

math.PR

Representing Hierarchical Structure by Using Cone Embedding

Graph embedding is becoming an important method with applications in various areas, including social networks and knowledge graph completion. In particular, Poincaré embedding has been proposed to capture the hierarchical structure of graphs, and its effectiveness has been reported. However, most of the existing methods have isometric mappings in the embedding space, and the choice of the origin point can be arbitrary. This fact is not desirable when the distance from the origin is used as an indicator of hierarchy, as in the case of Poincaré embedding. In this paper, we propose cone embedding, embedding method in a metric cone, which solve these problems, and we gain further benefits: 1) we provide an indicator of hierarchical information that is both geometrically and intuitively natural to interpret, and 2) we can extract the hierarchical structure from a graph embedding output of other methods by learning additional one-dimensional parameters.

cs.AI

Spectral heat content for time-changed killed Brownian motions

The spectral heat content is investigated for time-changed killed Brownian motions on C1,1 open sets, where the time change is given by either a subordinator or an inverse subordinator, with the underlying Laplace exponent being regularly varying at \infty with index β\in (0, 1). In the case of inverse subordinators, the asymptotic limit of the spectral heat content is shown to involve a probabilistic term depending only on β\in (0, 1). In contrast, in the case of subordinators, this universality holds only when β\in ( 1/2 , 1).

math.PR

Entropy-regularized optimal transport on multivariate normal and q-normal distributions

The distance and divergence of the probability measures play a central role in statistics, machine learning, and many other related fields. The Wasserstein distance has received much attention in recent years because of its distinctions from other distances or divergences. Although~computing the Wasserstein distance is costly, entropy-regularized optimal transport was proposed to computationally efficiently approximate the Wasserstein distance. The purpose of this study is to understand the theoretical aspect of entropy-regularized optimal transport. In this paper, we~focus on entropy-regularized optimal transport on multivariate normal distributions and $q$-normal distributions. We~obtain the explicit form of the entropy-regularized optimal transport cost on multivariate normal and $q$-normal distributions; this provides a perspective to understand the effect of entropy regularization, which was previously known only experimentally. Furthermore, we obtain the entropy-regularized Kantorovich estimator for the probability measure that satisfies certain conditions. We also demonstrate how the Wasserstein distance, optimal coupling, geometric structure, and statistical efficiency are affected by entropy regularization in some experiments. In particular, our results about the explicit form of the optimal coupling of the Tsallis entropy-regularized optimal transport on multivariate $q$-normal distributions and the entropy-regularized Kantorovich estimator are novel and will become the first step towards the understanding of a more general setting.

math.ST

Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators

The rates of strong convergence for various approximation schemes are investigated for a class of stochastic differential equations (SDEs) which involve a random time change given by an inverse subordinator. SDEs to be considered are unique in two different aspects: i) they contain two drift terms, one driven by the random time change and the other driven by a regular, non-random time variable; ii) the standard Lipschitz assumption is replaced by that with a time-varying Lipschitz bound. The difficulty imposed by the first aspect is overcome via an approach that is significantly different from a well-known method based on the so-called duality principle. On the other hand, the second aspect requires the establishment of a criterion for the existence of exponential moments of functions of the random time change.

math.PR

Parameter estimation for one-sided heavy-tailed distributions

Stable subordinators, and more general subordinators possessing power law probability tails, have been widely used in the context of subdiffusions, where particles get trapped or immobile in a number of time periods, called constant periods. The lengths of the constant periods follow a one-sided distribution which involves a parameter between 0 and 1 and whose first moment does not exist. This paper constructs an estimator for the parameter, applying the method of moments to the number of observed constant periods in a fixed time interval. The resulting estimator is asymptotically unbiased and consistent, and it is well-suited for situations where multiple observations of the same subdiffusion process are available. We present supporting numerical examples and an application to market price data for a low-volume stock.

math.ST

Why is the Mahalanobis Distance Effective for Anomaly Detection?

The Mahalanobis distance-based confidence score, a recently proposed anomaly detection method for pre-trained neural classifiers, achieves state-of-the-art performance on both out-of-distribution (OoD) and adversarial examples detection. This work analyzes why this method exhibits such strong performance in practical settings while imposing an implausible assumption; namely, that class conditional distributions of pre-trained features have tied covariance. Although the Mahalanobis distance-based method is claimed to be motivated by classification prediction confidence, we find that its superior performance stems from information not useful for classification. This suggests that the reason the Mahalanobis confidence score works so well is mistaken, and makes use of different information from ODIN, another popular OoD detection method based on prediction confidence. This perspective motivates us to combine these two methods, and the combined detector exhibits improved performance and robustness. These findings provide insight into the behavior of neural classifiers in response to anomalous inputs.

stat.ML

Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients

The rate of strong convergence is investigated for an approximation scheme for a class of stochastic differential equations driven by a time-changed Brownian motion, where the random time changes $(E_t)_{t\ge 0}$ considered include the inverses of stable and tempered stable subordinators as well as their mixtures. Unlike those in the work of Jum and Kobayashi (2016), the coefficients of the stochastic differential equations discussed in this paper depend on the regular time variable $t$ rather than the time change $E_t$. This alteration makes it difficult to apply the method used in that paper. To overcome this difficulty, we utilize a Gronwall-type inequality involving a stochastic driver to control the moment of the error process. Moreover, in order to guarantee that an ultimately derived error bound is finite, we establish a useful criterion for the existence of exponential moments of powers of the random time change.

math.PR

Likelihood Assignment for Out-of-Distribution Inputs in Deep Generative Models is Sensitive to Prior Distribution Choice

Recent work has shown that deep generative models assign higher likelihood to out-of-distribution inputs than to training data. We show that a factor underlying this phenomenon is a mismatch between the nature of the prior distribution and that of the data distribution, a problem found in widely used deep generative models such as VAEs and Glow. While a typical choice for a prior distribution is a standard Gaussian distribution, properties of distributions of real data sets may not be consistent with a unimodal prior distribution. This paper focuses on the relationship between the choice of a prior distribution and the likelihoods assigned to out-of-distribution inputs. We propose the use of a mixture distribution as a prior to make likelihoods assigned by deep generative models sensitive to out-of-distribution inputs. Furthermore, we explain the theoretical advantages of adopting a mixture distribution as the prior, and we present experimental results to support our claims. Finally, we demonstrate that a mixture prior lowers the out-of-distribution likelihood with respect to two pairs of real image data sets: Fashion-MNIST vs. MNIST and CIFAR10 vs. SVHN.

stat.ML

Effect of Random Time Changes on Loewner Hulls

Loewner hulls are determined by their real-valued driving functions. We study the geometric effect on the Loewner hulls when the driving function is composed with a random time change, such as the inverse of an $α$-stable subordinator. In contrast to SLE, we show that for a large class of random time changes, the time-changed Brownian motion process does not generate a simple curve. Further we develop criteria which can be applied in many situations to determine whether the Loewner hull generated by a time-changed driving function is simple or non-simple. To aid our analysis of an example with a time-changed deterministic driving function, we prove a deterministic result that a driving function that moves faster than $at^r$ for $r \in (0,1/2)$ generates a hull that leaves the real line tangentially.

math.CV

Empirical geodesic graphs and CAT(k) metrics for data analysis

A methodology is developed for data analysis based on empirically constructed geodesic metric spaces. For a probability distribution, the length along a path between two points can be defined as the amount of probability mass accumulated along the path. The geodesic, then, is the shortest such path and defines a geodesic metric. Such metrics are transformed in a number of ways to produce parametrised families of geodesic metric spaces, empirical versions of which allow computation of intrinsic means and associated measures of dispersion. These reveal properties of the data, based on geometry, such as those that are difficult to see from the raw Euclidean distances. Examples of application include clustering and classification. For certain parameter ranges, the spaces become CAT(0) spaces and the intrinsic means are unique. In one case, a minimal spanning tree of a graph based on the data becomes CAT(0). In another, a so-called "metric cone" construction allows extension to CAT($k$) spaces. It is shown how to empirically tune the parameters of the metrics, making it possible to apply them to a number of real cases.

math.ST

Revisiting the Vector Space Model: Sparse Weighted Nearest-Neighbor Method for Extreme Multi-Label Classification

Machine learning has played an important role in information retrieval (IR) in recent times. In search engines, for example, query keywords are accepted and documents are returned in order of relevance to the given query; this can be cast as a multi-label ranking problem in machine learning. Generally, the number of candidate documents is extremely large (from several thousand to several million); thus, the classifier must handle many labels. This problem is referred to as extreme multi-label classification (XMLC). In this paper, we propose a novel approach to XMLC termed the Sparse Weighted Nearest-Neighbor Method. This technique can be derived as a fast implementation of state-of-the-art (SOTA) one-versus-rest linear classifiers for very sparse datasets. In addition, we show that the classifier can be written as a sparse generalization of a representer theorem with a linear kernel. Furthermore, our method can be viewed as the vector space model used in IR. Finally, we show that the Sparse Weighted Nearest-Neighbor Method can process data points in real time on XMLC datasets with equivalent performance to SOTA models, with a single thread and smaller storage footprint. In particular, our method exhibits superior performance to the SOTA models on a dataset with 3 million labels.

stat.ML

Visualization of Au Nanoparticles Buried in a Polymer Matrix by Scanning Thermal Noise Microscopy

We demonstrated visualization of Au nanoparticles buried 300 nm into a polymer matrix by measurement of the thermal noise spectrum of a microcantilever with a tip in contact to the polymer surface. The subsurface Au nanoparticles were detected as the variation in the contact stiffness and damping reflecting the viscoelastic properties of the polymer surface. The variation in the contact stiffness well agreed with the effective stiffness of a simple one-dimensional model, which is consistent with the fact that the maximum depth range of the technique is far beyond the extent of the contact stress field.

cond-mat.mes-hall

Universality of Makespan in Flowshop Scheduling Problem

Makespan, which is defined as the time difference between the starting time and the terminate time of a sequence of jobs or tasks, as the time to traverse a belt conveyor system, is well known as one of the most important criteria in scheduling problems. It is often used by manufacturing firms in practice in order to improve the operational efficiency with respect to the order of job processing to be performed. It is known that the performance of a machine depends on the particular timing of the job processing even if the job processing order is fixed. That is, the performance of a system with respect to flowshop processing depends on the procedure of scheduling. In this present work, we first discuss the relationship between makespan and several scheduling procedures in detail by using a small example and provide an algorithm for deriving the makespan. Using our proposed algorithm, several numerical experiments are examined so as to reveal the relationship between the typical behavior of makespan and the position of the fiducial machine, with respect to several distinguished distributions of the processing time. We also discuss the behavior of makespan by using the properties of the shape functions used in the context of percolation theory. Our contributions are firstly giving a detail discussion on the universality of makespan in flowshop problems and obtaining several novel properties of makespan, as follows: (1) makespan possesses universality in the sense of being little affected by a change in the probability distribution of the processing time, (2) makespan can be decomposed into the sum of two shape functions, and (3) makespan is less affected by the dispatching rule than by the scheduling procedure.

math.OC

A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion

This paper establishes a discretization scheme for a large class of stochastic differential equations driven by a time-changed Brownian motion with drift, where the time change is given by a general inverse subordinator. The scheme involves two types of errors: one generated by application of the Euler-Maruyama scheme and the other ascribed to simulation of the inverse subordinator. With the two errors carefully examined, the orders of strong and weak convergence are derived. Numerical examples are attached to support the convergence results.

math.PR