arXiv subjects

Kevin R. Moon

Publications and source records attributed to Kevin R. Moon.

At least 37 records · Page 2Linked to original sources

arXiv2022

Diffusion Transport Alignment

The integration of multimodal data presents a challenge in cases when the study of a given phenomena by different instruments or conditions generates distinct but related domains. Many existing data integration methods assume a known one-to-one correspondence between domains of the entire dataset, which may be unrealistic. Furthermore, existing manifold alignment methods are not suited for cases where the data contains domain-specific regions, i.e., there is not a counterpart for a certain portion of the data in the other domain. We propose Diffusion Transport Alignment (DTA), a semi-supervised manifold alignment method that exploits prior correspondence knowledge between only a few points to align the domains. By building a diffusion process, DTA finds a transportation plan between data measured from two heterogeneous domains with different feature spaces, which by assumption, share a similar geometrical structure coming from the same underlying data generating process. DTA can also compute a partial alignment in a data-driven fashion, resulting in accurate alignments when some data are measured in only one domain. We empirically demonstrate that DTA outperforms other methods in aligning multimodal data in this semisupervised setting. We also empirically show that the alignment obtained by DTA can improve the performance of machine learning tasks, such as domain adaptation, inter-domain feature mapping, and exploratory data analysis, while outperforming competing methods.

stat.ML↗

arXiv2021

Ensemble Estimation of Generalized Mutual Information with Applications to Genomics

Mutual information is a measure of the dependence between random variables that has been used successfully in myriad applications in many fields. Generalized mutual information measures that go beyond classical Shannon mutual information have also received much interest in these applications. We derive the mean squared error convergence rates of kernel density-based plug-in estimators of general mutual information measures between two multidimensional random variables $\mathbf{X}$ and $\mathbf{Y}$ for two cases: 1) $\mathbf{X}$ and $\mathbf{Y}$ are continuous; 2) $\mathbf{X}$ and $\mathbf{Y}$ may have any mixture of discrete and continuous components. Using the derived rates, we propose an ensemble estimator of these information measures called GENIE by taking a weighted sum of the plug-in estimators with varied bandwidths. The resulting ensemble estimators achieve the $1/N$ parametric mean squared error convergence rate when the conditional densities of the continuous variables are sufficiently smooth. To the best of our knowledge, this is the first nonparametric mutual information estimator known to achieve the parametric convergence rate for the mixture case, which frequently arises in applications (e.g. variable selection in classification). The estimator is simple to implement and it uses the solution to an offline convex optimization problem and simple plug-in estimators. A central limit theorem is also derived for the ensemble estimators and minimax rates are derived for the continuous case. We demonstrate the ensemble estimator for the mixed case on simulated data and apply the proposed estimator to analyze gene relationships in single cell data.

cs.IT↗

arXiv2020

Extendable and invertible manifold learning with geometry regularized autoencoders

A fundamental task in data exploration is to extract simplified low dimensional representations that capture intrinsic geometry in data, especially for faithfully visualizing data in two or three dimensions. Common approaches to this task use kernel methods for manifold learning. However, these methods typically only provide an embedding of fixed input data and cannot extend to new data points. Autoencoders have also recently become popular for representation learning. But while they naturally compute feature extractors that are both extendable to new data and invertible (i.e., reconstructing original features from latent representation), they have limited capabilities to follow global intrinsic geometry compared to kernel-based manifold learning. We present a new method for integrating both approaches by incorporating a geometric regularization term in the bottleneck of the autoencoder. Our regularization, based on the diffusion potential distances from the recently-proposed PHATE visualization method, encourages the learned latent representation to follow intrinsic data geometry, similar to manifold learning algorithms, while still enabling faithful extension to new data and reconstruction of data in the original feature space from latent coordinates. We compare our approach with leading kernel methods and autoencoder models for manifold learning to provide qualitative and quantitative evidence of our advantages in preserving intrinsic structure, out of sample extension, and reconstruction. Our method is easily implemented for big-data applications, whereas other methods are limited in this regard.

stat.ML↗

arXiv2020

GPS-Denied Navigation Using SAR Images and Neural Networks

Unmanned aerial vehicles (UAV) often rely on GPS for navigation. GPS signals, however, are very low in power and easily jammed or otherwise disrupted. This paper presents a method for determining the navigation errors present at the beginning of a GPS-denied period utilizing data from a synthetic aperture radar (SAR) system. This is accomplished by comparing an online-generated SAR image with a reference image obtained a priori. The distortions relative to the reference image are learned and exploited with a convolutional neural network to recover the initial navigational errors, which can be used to recover the true flight trajectory throughout the synthetic aperture. The proposed neural network approach is able to learn to predict the initial errors on both simulated and real SAR image data.

cs.CV↗

arXiv2020

Supervised Visualization for Data Exploration

Dimensionality reduction is often used as an initial step in data exploration, either as preprocessing for classification or regression or for visualization. Most dimensionality reduction techniques to date are unsupervised; they do not take class labels into account (e.g., PCA, MDS, t-SNE, Isomap). Such methods require large amounts of data and are often sensitive to noise that may obfuscate important patterns in the data. Various attempts at supervised dimensionality reduction methods that take into account auxiliary annotations (e.g., class labels) have been successfully implemented with goals of increased classification accuracy or improved data visualization. Many of these supervised techniques incorporate labels in the loss function in the form of similarity or dissimilarity matrices, thereby creating over-emphasized separation between class clusters, which does not realistically represent the local and global relationships in the data. In addition, these approaches are often sensitive to parameter tuning, which may be difficult to configure without an explicit quantitative notion of visual superiority. In this paper, we describe a novel supervised visualization technique based on random forest proximities and diffusion-based dimensionality reduction. We show, both qualitatively and quantitatively, the advantages of our approach in retaining local and global structures in data, while emphasizing important variables in the low-dimensional embedding. Importantly, our approach is robust to noise and parameter tuning, thus making it simple to use while producing reliable visualizations for data exploration.

stat.ML↗

arXiv2020

Coarse Graining of Data via Inhomogeneous Diffusion Condensation

Big data often has emergent structure that exists at multiple levels of abstraction, which are useful for characterizing complex interactions and dynamics of the observations. Here, we consider multiple levels of abstraction via a multiresolution geometry of data points at different granularities. To construct this geometry we define a time-inhomogeneous diffusion process that effectively condenses data points together to uncover nested groupings at larger and larger granularities. This inhomogeneous process creates a deep cascade of intrinsic low pass filters on the data affinity graph that are applied in sequence to gradually eliminate local variability while adjusting the learned data geometry to increasingly coarser resolutions. We provide visualizations to exhibit our method as a continuously-hierarchical clustering with directions of eliminated variation highlighted at each step. The utility of our algorithm is demonstrated via neuronal data condensation, where the constructed multiresolution data geometry uncovers the organization, grouping, and connectivity between neurons.

cs.HC↗

arXiv2019

Visualizing High Dimensional Dynamical Processes

Manifold learning techniques for dynamical systems and time series have shown their utility for a broad spectrum of applications in recent years. While these methods are effective at learning a low-dimensional representation, they are often insufficient for visualizing the global and local structure of the data. In this paper, we present DIG (Dynamical Information Geometry), a visualization method for multivariate time series data that extracts an information geometry from a diffusion framework. Specifically, we implement a novel group of distances in the context of diffusion operators, which may be useful to reveal structure in the data that may not be accessible by the commonly used diffusion distances. Finally, we present a case study applying our visualization tool to EEG data to visualize sleep stages.

stat.ML↗

arXiv2018

Convergence Rates for Empirical Estimation of Binary Classification Bounds

Bounding the best achievable error probability for binary classification problems is relevant to many applications including machine learning, signal processing, and information theory. Many bounds on the Bayes binary classification error rate depend on information divergences between the pair of class distributions. Recently, the Henze-Penrose (HP) divergence has been proposed for bounding classification error probability. We consider the problem of empirically estimating the HP-divergence from random samples. We derive a bound on the convergence rate for the Friedman-Rafsky (FR) estimator of the HP-divergence, which is related to a multivariate runs statistic for testing between two distributions. The FR estimator is derived from a multicolored Euclidean minimal spanning tree (MST) that spans the merged samples. We obtain a concentration inequality for the Friedman-Rafsky estimator of the Henze-Penrose divergence. We validate our results experimentally and illustrate their application to real datasets.

cs.IT↗

arXiv2018

Ensemble Estimation of Information Divergence

Recent work has focused on the problem of nonparametric estimation of information divergence functionals. Many existing approaches are restrictive in their assumptions on the density support set or require difficult calculations at the support boundary which must be known a priori. The MSE convergence rate of a leave-one-out kernel density plug-in divergence functional estimator for general bounded density support sets is derived where knowledge of the support boundary is not required. The theory of optimally weighted ensemble estimation is generalized to derive a divergence estimator that achieves the parametric rate when the densities are sufficiently smooth. The asymptotic distribution of this estimator and some guidelines for tuning parameter selection are provided. Based on the theory, an empirical estimator of Rényi-$α$ divergence is proposed that outperforms the standard kernel density plug-in estimator, especially in high dimension. The estimator is shown to be robust to the choice of tuning parameters. As an illustration, we use the estimator to estimate bounds on the Bayes error rate of a classification problem.

cs.IT↗

arXiv2017

Direct Estimation of Information Divergence Using Nearest Neighbor Ratios

We propose a direct estimation method for Rényi and f-divergence measures based on a new graph theoretical interpretation. Suppose that we are given two sample sets $X$ and $Y$, respectively with $N$ and $M$ samples, where $η:=M/N$ is a constant value. Considering the $k$-nearest neighbor ($k$-NN) graph of $Y$ in the joint data set $(X,Y)$, we show that the average powered ratio of the number of $X$ points to the number of $Y$ points among all $k$-NN points is proportional to Rényi divergence of $X$ and $Y$ densities. A similar method can also be used to estimate f-divergence measures. We derive bias and variance rates, and show that for the class of $γ$-Hölder smooth functions, the estimator achieves the MSE rate of $O(N^{-2γ/(γ+d)})$. Furthermore, by using a weighted ensemble estimation technique, for density functions with continuous and bounded derivatives of up to the order $d$, and some extra conditions at the support set boundary, we derive an ensemble estimator that achieves the parametric MSE rate of $O(1/N)$. Our estimators are more computationally tractable than other competing estimators, which makes them appealing in many practical applications.

cs.IT↗

arXiv2017

Ensemble Estimation of Distributional Functionals via $k$-Nearest Neighbors

The problem of accurate nonparametric estimation of distributional functionals (integral functionals of one or more probability distributions) has received recent interest due to their wide applicability in signal processing, information theory, machine learning, and statistics. In particular, $k$-nearest neighbor (nn) based methods have received a lot of attention due to their adaptive nature and their relatively low computational complexity. We derive the mean squared error (MSE) convergence rates of leave-one-out $k$-nn plug-in density estimators of a large class of distributional functionals without boundary correction. We then apply the theory of optimally weighted ensemble estimation to obtain weighted ensemble estimators that achieve the parametric MSE rate under assumptions that are competitive with the state of the art. The asymptotic distributions of these estimators, which are unknown for all other $k$-nn based distributional functional estimators, are also presented which enables us to perform hypothesis testing.

cs.IT↗

arXiv2016

Information Theoretic Structure Learning with Confidence

Information theoretic measures (e.g. the Kullback Liebler divergence and Shannon mutual information) have been used for exploring possibly nonlinear multivariate dependencies in high dimension. If these dependencies are assumed to follow a Markov factor graph model, this exploration process is called structure discovery. For discrete-valued samples, estimates of the information divergence over the parametric class of multinomial models lead to structure discovery methods whose mean squared error achieves parametric convergence rates as the sample size grows. However, a naive application of this method to continuous nonparametric multivariate models converges much more slowly. In this paper we introduce a new method for nonparametric structure discovery that uses weighted ensemble divergence estimators that achieve parametric convergence rates and obey an asymptotic central limit theorem that facilitates hypothesis testing and other types of statistical validation.

cs.IT↗

arXiv2015

Image patch analysis of sunspots and active regions. I. Intrinsic dimension and correlation analysis

The flare-productivity of an active region is observed to be related to its spatial complexity. Mount Wilson or McIntosh sunspot classifications measure such complexity but in a categorical way, and may therefore not use all the information present in the observations. Moreover, such categorical schemes hinder a systematic study of an active region's evolution for example. We propose fine-scale quantitative descriptors for an active region's complexity and relate them to the Mount Wilson classification. We analyze the local correlation structure within continuum and magnetogram data, as well as the cross-correlation between continuum and magnetogram data. We compute the intrinsic dimension, partial correlation, and canonical correlation analysis (CCA) of image patches of continuum and magnetogram active region images taken from the SOHO-MDI instrument. We use masks of sunspots derived from continuum as well as larger masks of magnetic active regions derived from the magnetogram to analyze separately the core part of an active region from its surrounding part. We find the relationship between complexity of an active region as measured by Mount Wilson and the intrinsic dimension of its image patches. Partial correlation patterns exhibit approximately a third-order Markov structure. CCA reveals different patterns of correlation between continuum and magnetogram within the sunspots and in the region surrounding the sunspots. These results also pave the way for patch-based dictionary learning with a view towards automatic clustering of active regions.

astro-ph.SR↗

arXiv2015

Image patch analysis of sunspots and active regions. II. Clustering via matrix factorization

Separating active regions that are quiet from potentially eruptive ones is a key issue in Space Weather applications. Traditional classification schemes such as Mount Wilson and McIntosh have been effective in relating an active region large scale magnetic configuration to its ability to produce eruptive events. However, their qualitative nature prevents systematic studies of an active region's evolution for example. We introduce a new clustering of active regions that is based on the local geometry observed in Line of Sight magnetogram and continuum images. We use a reduced-dimension representation of an active region that is obtained by factoring the corresponding data matrix comprised of local image patches. Two factorizations can be compared via the definition of appropriate metrics on the resulting factors. The distances obtained from these metrics are then used to cluster the active regions. We find that these metrics result in natural clusterings of active regions. The clusterings are related to large scale descriptors of an active region such as its size, its local magnetic field distribution, and its complexity as measured by the Mount Wilson classification scheme. We also find that including data focused on the neutral line of an active region can result in an increased correspondence between our clustering results and other active region descriptors such as the Mount Wilson classifications and the $R$ value. We provide some recommendations for which metrics, matrix factorization techniques, and regions of interest to use to study active regions.

astro-ph.SR↗

arXiv2015

The intrinsic value of HFO features as a biomarker of epileptic activity

High frequency oscillations (HFOs) are a promising biomarker of epileptic brain tissue and activity. HFOs additionally serve as a prototypical example of challenges in the analysis of discrete events in high-temporal resolution, intracranial EEG data. Two primary challenges are 1) dimensionality reduction, and 2) assessing feasibility of classification. Dimensionality reduction assumes that the data lie on a manifold with dimension less than that of the feature space. However, previous HFO analyses have assumed a linear manifold, global across time, space (i.e. recording electrode/channel), and individual patients. Instead, we assess both a) whether linear methods are appropriate and b) the consistency of the manifold across time, space, and patients. We also estimate bounds on the Bayes classification error to quantify the distinction between two classes of HFOs (those occurring during seizures and those occurring due to other processes). This analysis provides the foundation for future clinical use of HFO features and buides the analysis for other discrete events, such as individual action potentials or multi-unit activity.

q-bio.NC↗

arXiv2015

Meta learning of bounds on the Bayes classifier error

Meta learning uses information from base learners (e.g. classifiers or estimators) as well as information about the learning problem to improve upon the performance of a single base learner. For example, the Bayes error rate of a given feature space, if known, can be used to aid in choosing a classifier, as well as in feature selection and model selection for the base classifiers and the meta classifier. Recent work in the field of f-divergence functional estimation has led to the development of simple and rapidly converging estimators that can be used to estimate various bounds on the Bayes error. We estimate multiple bounds on the Bayes error using an estimator that applies meta learning to slowly converging plug-in estimators to obtain the parametric convergence rate. We compare the estimated bounds empirically on simulated data and then estimate the tighter bounds on features extracted from an image patch analysis of sunspot continuum and magnetogram images.

cs.LG↗

arXiv2014

Multivariate f-Divergence Estimation With Confidence

The problem of f-divergence estimation is important in the fields of machine learning, information theory, and statistics. While several nonparametric divergence estimators exist, relatively few have known convergence properties. In particular, even for those estimators whose MSE convergence rates are known, the asymptotic distributions are unknown. We establish the asymptotic normality of a recently proposed ensemble estimator of f-divergence between two distributions from a finite number of samples. This estimator has MSE convergence rate of O(1/T), is simple to implement, and performs well in high dimensions. This theory enables us to perform divergence-based inference tasks such as testing equality of pairs of distributions based on empirical samples. We experimentally validate our theoretical results and, as an illustration, use them to empirically bound the best achievable classification error.

cs.IT↗

arXiv2014

Image patch analysis and clustering of sunspots: a dimensionality reduction approach

Sunspots, as seen in white light or continuum images, are associated with regions of high magnetic activity on the Sun, visible on magnetogram images. Their complexity is correlated with explosive solar activity and so classifying these active regions is useful for predicting future solar activity. Current classification of sunspot groups is visually based and suffers from bias. Supervised learning methods can reduce human bias but fail to optimally capitalize on the information present in sunspot images. This paper uses two image modalities (continuum and magnetogram) to characterize the spatial and modal interactions of sunspot and magnetic active region images and presents a new approach to cluster the images. Specifically, in the framework of image patch analysis, we estimate the number of intrinsic parameters required to describe the spatial and modal dependencies, the correlation between the two modalities and the corresponding spatial patterns, and examine the phenomena at different scales within the images. To do this, we use linear and nonlinear intrinsic dimension estimators, canonical correlation analysis, and multiresolution analysis of intrinsic dimension.

cs.CV↗