arXiv subjects

Mauro Maggioni

Publications and source records attributed to Mauro Maggioni.

43 records · Page 3Linked to original sources

arXiv2016

High Dimensional Data Modeling Techniques for Detection of Chemical Plumes and Anomalies in Hyperspectral Images and Movies

We briefly review recent progress in techniques for modeling and analyzing hyperspectral images and movies, in particular for detecting plumes of both known and unknown chemicals. For detecting chemicals of known spectrum, we extend the technique of using a single subspace for modeling the background to a "mixture of subspaces" model to tackle more complicated background. Furthermore, we use partial least squares regression on a resampled training set to boost performance. For the detection of unknown chemicals we view the problem as an anomaly detection problem, and use novel estimators with low-sampled complexity for intrinsically low-dimensional data in high-dimensions that enable us to model the "normal" spectra and detect anomalies. We apply these algorithms to benchmark data sets made available by the Automated Target Detection program co-funded by NSF, DTRA and NGA, and compare, when applicable, to current state-of-the-art algorithms, with favorable results.

stat.ML↗

arXiv2015

Multiscale Dictionary Learning: Non-Asymptotic Bounds and Robustness

High-dimensional datasets are well-approximated by low-dimensional structures. Over the past decade, this empirical observation motivated the investigation of detection, measurement, and modeling techniques to exploit these low-dimensional intrinsic structures, yielding numerous implications for high-dimensional statistics, machine learning, and signal processing. Manifold learning (where the low-dimensional structure is a manifold) and dictionary learning (where the low-dimensional structure is the set of sparse linear combinations of vectors from a finite dictionary) are two prominent theoretical and computational frameworks in this area. Despite their ostensible distinction, the recently-introduced Geometric Multi-Resolution Analysis (GMRA) provides a robust, computationally efficient, multiscale procedure for simultaneously learning manifolds and dictionaries. In this work, we prove non-asymptotic probabilistic bounds on the approximation error of GMRA for a rich class of data-generating statistical models that includes "noisy" manifolds, thereby establishing the theoretical robustness of the procedure and confirming empirical observations. In particular, if a dataset aggregates near a low-dimensional manifold, our results show that the approximation error of the GMRA is completely independent of the ambient dimension. Our work therefore establishes GMRA as a provably fast algorithm for dictionary learning with approximation and sparsity guarantees. We include several numerical experiments confirming these theoretical results, and our theoretical framework provides new tools for assessing the behavior of manifold learning and dictionary learning procedures on a large class of interesting models.

math.ST↗

arXiv2015

ATLAS: A geometric approach to learning high-dimensional stochastic systems near manifolds

When simulating multiscale stochastic differential equations (SDEs) in high-dimensions, separation of timescales, stochastic noise and high-dimensionality can make simulations prohibitively expensive. The computational cost is dictated by microscale properties and interactions of many variables, while the behavior of interest often occurs at the macroscale level and at large time scales, often characterized by few important, but unknown, degrees of freedom. For many problems bridging the gap between the microscale and macroscale by direct simulation is computationally infeasible. In this work we propose a novel approach to automatically learn a reduced model with an associated fast macroscale simulator. Our unsupervised learning algorithm uses short parallelizable microscale simulations to learn provably accurate macroscale SDE models, which are continuous in space and time. The learning algorithm takes as input: the microscale simulator, a local distance function, and a homogenization spatial or temporal scale, which is the smallest time scale of interest in the reduced system. The learned macroscale model can then be used for fast computation and storage of long simulations. We prove guarantees that related the number of short paths requested from the microscale simulator to the accuracy of the learned macroscale simulator. We discuss various examples, both low- and high-dimensional, as well as results about the accuracy of the fast simulators we construct, and its dependency on the number of short paths requested from the microscale simulator.

math.DS↗

arXiv2012

Multiscale Markov Decision Problems: Compression, Solution, and Transfer Learning

Many problems in sequential decision making and stochastic control often have natural multiscale structure: sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure, particularly beyond a single level of abstraction, has remained a longstanding challenge. We describe a fast multiscale procedure for repeatedly compressing, or homogenizing, Markov decision processes (MDPs), wherein a hierarchy of sub-problems at different scales is automatically determined. Coarsened MDPs are themselves independent, deterministic MDPs, and may be solved using existing algorithms. The multiscale representation delivered by this procedure decouples sub-tasks from each other and can lead to substantial improvements in convergence rates both locally within sub-problems and globally across sub-problems, yielding significant computational savings. A second fundamental aspect of this work is that these multiscale decompositions yield new transfer opportunities across different problems, where solutions of sub-tasks at different levels of the hierarchy may be amenable to transfer to new problems. Localized transfer of policies and potential operators at arbitrary scales is emphasized. Finally, we demonstrate compression and transfer in a collection of illustrative domains, including examples involving discrete and continuous statespaces.

cs.AI↗

arXiv2012

Approximation of Points on Low-Dimensional Manifolds Via Random Linear Projections

This paper considers the approximate reconstruction of points, x \in R^D, which are close to a given compact d-dimensional submanifold, M, of R^D using a small number of linear measurements of x. In particular, it is shown that a number of measurements of x which is independent of the extrinsic dimension D suffices for highly accurate reconstruction of a given x with high probability. Furthermore, it is also proven that all vectors, x, which are sufficiently close to M can be reconstructed with uniform approximation guarantees when the number of linear measurements of x depends logarithmically on D. Finally, the proofs of these facts are constructive: A practical algorithm for manifold-based signal recovery is presented in the process of proving the two main results mentioned above.

cs.IT↗

arXiv2011

Multiscale Geometric Methods for Data Sets II: Geometric Multi-Resolution Analysis

Data sets are often modeled as point clouds in $R^D$, for $D$ large. It is often assumed that the data has some interesting low-dimensional structure, for example that of a $d$-dimensional manifold $M$, with $d$ much smaller than $D$. When $M$ is simply a linear subspace, one may exploit this assumption for encoding efficiently the data by projecting onto a dictionary of $d$ vectors in $R^D$ (for example found by SVD), at a cost $(n+D)d$ for $n$ data points. When $M$ is nonlinear, there are no "explicit" constructions of dictionaries that achieve a similar efficiency: typically one uses either random dictionaries, or dictionaries obtained by black-box optimization. In this paper we construct data-dependent multi-scale dictionaries that aim at efficient encoding and manipulating of the data. Their construction is fast, and so are the algorithms that map data points to dictionary coefficients and vice versa. In addition, data points are guaranteed to have a sparse representation in terms of the dictionary. We think of dictionaries as the analogue of wavelets, but for approximating point clouds rather than functions.

math.MG↗

arXiv2008

Universal local parametrizations via heat kernels and eigenfunctions of the Laplacian

We use heat kernels or eigenfunctions of the Laplacian to construct local coordinates on large classes of Euclidean domains and Riemannian manifolds (not necessarily smooth, e.g. with $\mathcal{C}^α$ metric). These coordinates are bi-Lipschitz on embedded balls of the domain or manifold, with distortion constants that depend only on natural geometric properties of the domain or manifold. The proof of these results relies on estimates, from above and below, for the heat kernel and its gradient, as well as for the eigenfunctions of the Laplacian and their gradient. These estimates hold in the non-smooth category, and are stable with respect to perturbations within this category. Finally, these coordinate systems are intrinsic and efficiently computable, and are of value in applications.

math.AP↗