arXiv subjects

Tomoyuki Obuchi

Publications and source records attributed to Tomoyuki Obuchi.

At least 37 records · Page 2Linked to original sources

arXiv2018

Semi-Analytic Resampling in Lasso

An approximate method for conducting resampling in Lasso, the $\ell_1$ penalized linear regression, in a semi-analytic manner is developed, whereby the average over the resampled datasets is directly computed without repeated numerical sampling, thus enabling an inference free of the statistical fluctuations due to sampling finiteness, as well as a significant reduction of computational time. The proposed method is based on a message passing type algorithm, and its fast convergence is guaranteed by the state evolution analysis, when covariates are provided as zero-mean independently and identically distributed Gaussian random variables. It is employed to implement bootstrapped Lasso (Bolasso) and stability selection, both of which are variable selection methods using resampling in conjunction with Lasso, and resolves their disadvantage regarding computational cost. To examine approximation accuracy and efficiency, numerical experiments were carried out using simulated datasets. Moreover, an application to a real-world dataset, the wine quality dataset, is presented. To process such real-world datasets, an objective criterion for determining the relevance of selected variables is also introduced by the addition of noise variables and resampling.

stat.ML↗

arXiv2018

Mean-field theory of graph neural networks in graph partitioning

A theoretical performance analysis of the graph neural network (GNN) is presented. For classification tasks, the neural network approach has the advantage in terms of flexibility that it can be employed in a data-driven manner, whereas Bayesian inference requires the assumption of a specific model. A fundamental question is then whether GNN has a high accuracy in addition to this flexibility. Moreover, whether the achieved performance is predominately a result of the backpropagation or the architecture itself is a matter of considerable interest. To gain a better insight into these questions, a mean-field theory of a minimal GNN architecture is developed for the graph partitioning problem. This demonstrates a good agreement with numerical experiments.

cs.LG↗

arXiv2018

Accelerating Cross-Validation in Multinomial Logistic Regression with $\ell_1$-Regularization

We develop an approximate formula for evaluating a cross-validation estimator of predictive likelihood for multinomial logistic regression regularized by an $\ell_1$-norm. This allows us to avoid repeated optimizations required for literally conducting cross-validation; hence, the computational time can be significantly reduced. The formula is derived through a perturbative approach employing the largeness of the data size and the model dimensionality. An extension to the elastic net regularization is also addressed. The usefulness of the approximate formula is demonstrated on simulated data and the ISOLET dataset from the UCI machine learning repository.

stat.ML↗

arXiv2018

Statistical mechanical analysis of sparse linear regression as a variable selection problem

An algorithmic limit of compressed sensing or related variable-selection problems is analytically evaluated when a design matrix is given by an overcomplete random matrix. The replica method from statistical mechanics is employed to derive the result. The analysis is conducted through evaluation of the entropy, an exponential rate of the number of combinations of variables giving a specific value of fit error to given data which is assumed to be generated from a linear process using the design matrix. This yields the typical achievable limit of the fit error when solving a representative $\ell_0$ problem and includes the presence of unfavourable phase transitions preventing local search algorithms from reaching the minimum-error configuration. The associated phase diagrams are presented. A noteworthy outcome of the phase diagrams is that there exists a wide parameter region where any phase transition is absent from the high temperature to the lowest temperature at which the minimum-error configuration or the ground state is reached. This implies that certain local search algorithms can find the ground state with moderate computational costs in that region. Another noteworthy result is the presence of the random first-order transition in the strong noise case. The theoretical evaluation of the entropy is confirmed by extensive numerical methods using the exchange Monte Carlo and the multi-histogram methods. Another numerical test based on a metaheuristic optimisation algorithm called simulated annealing is conducted, which well supports the theoretical predictions on the local search algorithms. In the successful region with no phase transition, the computational cost of the simulated annealing to reach the ground state is estimated as the third order polynomial of the model dimensionality.

cond-mat.dis-nn↗

arXiv2018

Objective and efficient inference for couplings in neuronal networks

Inferring directional couplings from the spike data of networks is desired in various scientific fields such as neuroscience. Here, we apply a recently proposed objective procedure to the spike data obtained from the Hodgkin--Huxley type models and in vitro neuronal networks cultured in a circular structure. As a result, we succeed in reconstructing synaptic connections accurately from the evoked activity as well as the spontaneous one. To obtain the results, we invent an analytic formula approximately implementing a method of screening relevant couplings. This significantly reduces the computational cost of the screening method employed in the proposed objective procedure, making it possible to treat large-size systems as in this study.

q-bio.NC↗

arXiv2017

Accelerating cross-validation with total variation and its application to super-resolution imaging

We develop an approximation formula for the cross-validation error (CVE) of a sparse linear regression penalized by $\ell_1$-norm and total variation terms, which is based on a perturbative expansion utilizing the largeness of both the data dimensionality and the model. The developed formula allows us to reduce the necessary computational cost of the CVE evaluation significantly. The practicality of the formula is tested through application to simulated black-hole image reconstruction on the event-horizon scale with super resolution. The results demonstrate that our approximation reproduces the CVE values obtained via literally conducted cross-validation with reasonably good precision.

stat.ME↗

arXiv2017

Complex semiclassical analysis of the Loschmidt amplitude and dynamical quantum phase transitions

We propose a new computational method of the Loschmidt amplitude in a generic spin system on the basis of the complex semiclassical analysis on the spin-coherent state path integral. We demonstrate how the dynamical transitions emerge in the time evolution of the Loschmidt amplitude for the infinite-range transverse Ising model with a longitudinal field, exposed by a quantum quench of the transverse field $Γ$ from $\infty$ or $0$. For both initial conditions, we obtain the dynamical phase diagrams that show the presence or absence of the dynamical transition in the plane of transverse field after a quantum quench and the longitudinal field. The results of semiclassical analysis are verified by numerical experiments. Experimental observation of our findings on the dynamical transition is also discussed.

cond-mat.stat-mech↗

arXiv2016

Random versus maximum entropy models of neural population activity

The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions underlying maximum entropy are intuitive and appealing, its adequacy for describing complex empirical data has been little studied in comparison to alternative approaches. Here data from the collective spiking activity of retinal neurons is reanalysed. The accuracy of the maximum entropy distribution constrained by mean firing rates and pairwise correlations is compared to a random ensemble of distributions constrained by the same observables. In general, maximum entropy approximates the true distribution better than the typical or mean distribution from that ensemble. This advantage improves with population size, with groups as small as 8 being almost always better described by maximum entropy. Failure of maximum entropy to outperform random models is found to be associated with strong correlations in the population.

q-bio.NC↗

arXiv2016

Approximate cross-validation formula for Bayesian linear regression

Cross-validation (CV) is a technique for evaluating the ability of statistical models/learning systems based on a given data set. Despite its wide applicability, the rather heavy computational cost can prevent its use as the system size grows. To resolve this difficulty in the case of Bayesian linear regression, we develop a formula for evaluating the leave-one-out CV error approximately without actually performing CV. The usefulness of the developed formula is tested by statistical mechanical analysis for a synthetic model. This is confirmed by application to a real-world supernova data set as well.

stat.ML↗

arXiv2016

Boltzmann-Machine Learning of Prior Distributions of Binarized Natural Images

Prior distributions of binarized natural images are learned by using a Boltzmann machine. According the results of this study, there emerges a structure with two sublattices in the interactions, and the nearest-neighbor and next-nearest-neighbor interactions correspondingly take two discriminative values, which reflects the individual characteristics of the three sets of pictures that we process. Meanwhile, in a longer spatial scale, a longer-range, although still rapidly decaying, ferromagnetic interaction commonly appears in all cases. The characteristic length scale of the interactions is universally up to approximately four lattice spacings $ξ\approx 4$. These results are derived by using the mean-field method, which effectively reduces the computational time required in a Boltzmann machine. An improved mean-field method called the Bethe approximation also gives the same results, as well as the Monte Carlo method does for small size images. These reinforce the validity of our analysis and findings. Relations to criticality, frustration, and simple-cell receptive fields are also discussed.

stat.ML↗

arXiv2016

Sampling approach to sparse approximation problem: determining degrees of freedom by simulated annealing

The approximation of a high-dimensional vector by a small combination of column vectors selected from a fixed matrix has been actively debated in several different disciplines. In this paper, a sampling approach based on the Monte Carlo method is presented as an efficient solver for such problems. Especially, the use of simulated annealing (SA), a metaheuristic optimization algorithm, for determining degrees of freedom (the number of used columns) by cross validation is focused on and tested. Test on a synthetic model indicates that our SA-based approach can find a nearly optimal solution for the approximation problem and, when combined with the CV framework, it can optimize the generalization ability. Its utility is also confirmed by application to a real-world supernova data set.

cs.IT↗

arXiv2016

Relative species abundance of replicator dynamics with sparse interactions

A theory of relative species abundance on sparsely-connected networks is presented by investigating the replicator dynamics with symmetric interactions. Sparseness of a network involves difficulty in analyzing the fixed points of the equation, and we avoid this problem by treating large self interaction $u$, which allows us to construct a perturbative expansion. Based on this perturbation, we find that the nature of the interactions is directly connected to the abundance distribution, and some characteristic behaviors, such as multiple peaks in the abundance distribution and all species coexistence at moderate values of $u$, are discovered in a wide class of the distribution of the interactions. The all species coexistence collapses at a critical value of $u$, $u_c$, and this collapsing is regarded as a phase transition. To get more quantitative information, we also construct a non-perturbative theory on random graphs based on techniques of statistical mechanics. The result shows those characteristic behaviors are sustained well even for not large $u$. For even smaller values of $u$, extinct species start to appear and the abundance distribution becomes rounded and closer to a standard functional form. Another interesting finding is the non-monotonic behavior of diversity, which quantifies the number of coexisting species, when changing the ratio of mutualistic relations $Δ$. These results are examined by numerical simulations, and the multiple peaks in the abundance distribution are confirmed to be robust against a certain level of modifications of the problem. The numerical results also show that our theory is exact for the case without extinct species, but becomes less and less precise as the proportion of extinct species grows.

cond-mat.stat-mech↗

arXiv2016

Multiple peaks of species abundance distributions induced by sparse interactions

We investigate the replicator dynamics with "sparse" symmetric interactions which represent specialist-specialist interactions in ecological communities. By considering a large self interaction $u$, we conduct a perturbative expansion which manifests that the nature of the interactions has a direct impact on the species abundance distribution. The central results are all species coexistence in a realistic range of the model parameters and that a certain discrete nature of the interactions induces multiple peaks in the species abundance distribution, providing the possibility of theoretically explaining multiple peaks observed in various field studies. To get more quantitative information, we also construct a non-perturbative theory which becomes exact on tree-like networks if all the species coexist, providing exact critical values of $u$ below which extinct species emerge. Numerical simulations in various different situations are conducted and they clarify the robustness of the presented mechanism of all species coexistence and multiple peaks in the species abundance distributions.

q-bio.PE↗

arXiv2016

Cross validation in LASSO and its acceleration

We investigate leave-one-out cross validation (CV) as a determinator of the weight of the penalty term in the least absolute shrinkage and selection operator (LASSO). First, on the basis of the message passing algorithm and a perturbative discussion assuming that the number of observations is sufficiently large, we provide simple formulas for approximately assessing two types of CV errors, which enable us to significantly reduce the necessary cost of computation. These formulas also provide a simple connection of the CV errors to the residual sums of squares between the reconstructed and the given measurements. Second, on the basis of this finding, we analytically evaluate the CV errors when the design matrix is given as a simple random matrix in the large size limit by using the replica method. Finally, these results are compared with those of numerical simulations on finite-size systems and are confirmed to be correct. We also apply the simple formulas of the first type of CV error to an actual dataset of the supernovae.

cs.IT↗

arXiv2016

Sparse approximation problem: how rapid simulated annealing succeeds and fails

Information processing techniques based on sparseness have been actively studied in several disciplines. Among them, a mathematical framework to approximately express a given dataset by a combination of a small number of basis vectors of an overcomplete basis is termed the {\em sparse approximation}. In this paper, we apply simulated annealing, a metaheuristic algorithm for general optimization problems, to sparse approximation in the situation where the given data have a planted sparse representation and noise is present. The result in the noiseless case shows that our simulated annealing works well in a reasonable parameter region: the planted solution is found fairly rapidly. This is true even in the case where a common relaxation of the sparse approximation problem, the $\ell_1$-relaxation, is ineffective. On the other hand, when the dimensionality of the data is close to the number of non-zero components, another metastable state emerges, and our algorithm fails to find the planted solution. This phenomenon is associated with a first-order phase transition. In the case of very strong noise, it is no longer meaningful to search for the planted solution. In this situation, our algorithm determines a solution with close-to-minimum distortion fairly quickly.

cs.IT↗

arXiv2016

Sparse approximation based on a random overcomplete basis

We discuss a strategy of sparse approximation that is based on the use of an overcomplete basis, and evaluate its performance when a random matrix is used as this basis. A small combination of basis vectors is chosen from a given overcomplete basis, according to a given compression rate, such that they compactly represent the target data with as small a distortion as possible. As a selection method, we study the $\ell_0$- and $\ell_1$-based methods, which employ the exhaustive search and $\ell_1$-norm regularization techniques, respectively. The performance is assessed in terms of the trade-off relation between the representation distortion and the compression rate. First, we evaluate the performance analytically in the case that the methods are carried out ideally, using methods of statistical mechanics. Our result clarifies the fact that the $\ell_0$-based method greatly outperforms the $\ell_1$-based one. Second, we examine the practical performances of two well-known algorithms, orthogonal matching pursuit and approximate message passing, when they are used to execute the $\ell_0$- and $\ell_1$-based methods, respectively. Our examination shows that orthogonal matching pursuit achieves a much better performance than the exact execution of the $\ell_1$-based method, as well as approximate message passing. However, regarding the $\ell_0$-based method, there is still room to design more effective greedy algorithms than orthogonal matching pursuit. Finally, we evaluate the performances of the algorithms when they are applied to image data compression.

cs.IT↗

arXiv2015

Role of the Finite Replica Analysis in the Mean-Field Theory of Spin Glasses

In this thesis, we review and examine the replica method from several viewpoints. The replica method is a mathematical technique to calculate general moments of stochastic variables. This method provides a systematic way to evaluate physical quantities and becomes one of the most important tools in the theory of spin glasses and in the related discipline including information processing tasks. In spite of the effectiveness of the replica method, it is known that several problems exist in the procedures of the method itself. The replica symmetry breaking is the central topic of those problems and is the main issue of this thesis. To elucidate this point, we review the recent progress about the replica symmetry breaking including its physical and mathematical descriptions in detail. Based on those descriptions, several spin-glass models and Ising perceptron are deeply investigated.

cond-mat.stat-mech↗

arXiv2015

Learning probabilities from random observables in high dimensions: the maximum entropy distribution and others

We consider the problem of learning a target probability distribution over a set of $N$ binary variables from the knowledge of the expectation values (with this target distribution) of $M$ observables, drawn uniformly at random. The space of all probability distributions compatible with these $M$ expectation values within some fixed accuracy, called version space, is studied. We introduce a biased measure over the version space, which gives a boost increasing exponentially with the entropy of the distributions and with an arbitrary inverse `temperature' $Γ$. The choice of $Γ$ allows us to interpolate smoothly between the unbiased measure over all distributions in the version space ($Γ=0$) and the pointwise measure concentrated at the maximum entropy distribution ($Γ\to \infty$). Using the replica method we compute the volume of the version space and other quantities of interest, such as the distance $R$ between the target distribution and the center-of-mass distribution over the version space, as functions of $α=(\log M)/N$ and $Γ$ for large $N$. Phase transitions at critical values of $α$ are found, corresponding to qualitative improvements in the learning of the target distribution and to the decrease of the distance $R$. However, for fixed $α$, the distance $R$ does not vary with $Γ$, which means that the maximum entropy distribution is not closer to the target distribution than any other distribution compatible with the observable values. Our results are confirmed by Monte Carlo sampling of the version space for small system sizes ($N\le 10$).

cond-mat.stat-mech↗