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Liangzu Peng

Publications and source records attributed to Liangzu Peng.

21 records · Page 2Linked to original sources

Linear Regression without Correspondences via Concave Minimization

Linear regression without correspondences concerns the recovery of a signal in the linear regression setting, where the correspondences between the observations and the linear functionals are unknown. The associated maximum likelihood function is NP-hard to compute when the signal has dimension larger than one. To optimize this objective function we reformulate it as a concave minimization problem, which we solve via branch-and-bound. This is supported by a computable search space to branch, an effective lower bounding scheme via convex envelope minimization and a refined upper bound, all naturally arising from the concave minimization reformulation. The resulting algorithm outperforms state-of-the-art methods for fully shuffled data and remains tractable for up to $8$-dimensional signals, an untouched regime in prior work.

cs.IT↗

An algebraic-geometric approach for linear regression without correspondences

Linear regression without correspondences is the problem of performing a linear regression fit to a dataset for which the correspondences between the independent samples and the observations are unknown. Such a problem naturally arises in diverse domains such as computer vision, data mining, communications and biology. In its simplest form, it is tantamount to solving a linear system of equations, for which the entries of the right hand side vector have been permuted. This type of data corruption renders the linear regression task considerably harder, even in the absence of other corruptions, such as noise, outliers or missing entries. Existing methods are either applicable only to noiseless data or they are very sensitive to initialization or they work only for partially shuffled data. In this paper we address these issues via an algebraic geometric approach, which uses symmetric polynomials to extract permutation-invariant constraints that the parameters $ξ^* \in \Re^n$ of the linear regression model must satisfy. This naturally leads to a polynomial system of $n$ equations in $n$ unknowns, which contains $ξ^*$ in its root locus. Using the machinery of algebraic geometry we prove that as long as the independent samples are generic, this polynomial system is always consistent with at most $n!$ complex roots, regardless of any type of corruption inflicted on the observations. The algorithmic implication of this fact is that one can always solve this polynomial system and use its most suitable root as initialization to the Expectation Maximization algorithm. To the best of our knowledge, the resulting method is the first working solution for small values of $n$ able to handle thousands of fully shuffled noisy observations in milliseconds.

cs.LG↗

Homomorphic Sensing

A recent line of research termed unlabeled sensing and shuffled linear regression has been exploring under great generality the recovery of signals from subsampled and permuted measurements; a challenging problem in diverse fields of data science and machine learning. In this paper we introduce an abstraction of this problem which we call homomorphic sensing. Given a linear subspace and a finite set of linear transformations we develop an algebraic theory which establishes conditions guaranteeing that points in the subspace are uniquely determined from their homomorphic image under some transformation in the set. As a special case, we recover known conditions for unlabeled sensing, as well as new results and extensions. On the algorithmic level we exhibit two dynamic programming based algorithms, which to the best of our knowledge are the first working solutions for the unlabeled sensing problem for small dimensions. One of them, additionally based on branch-and-bound, when applied to image registration under affine transformations, performs on par with or outperforms state-of-the-art methods on benchmark datasets.

cs.IT↗