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Vladimir Pestov

Publications and source records attributed to Vladimir Pestov.

At least 19 recordsLinked to original sources

A universally consistent learning rule with a universally monotone error

We present a universally consistent learning rule whose expected error is monotone non-increasing with the sample size under every data distribution. The question of existence of such rules was brought up in 1996 by Devroye, Györfi and Lugosi (who called them "smart"). Our rule is fully deterministic, a data-dependent partitioning rule constructed in an arbitrary domain (a standard Borel space) using a cyclic order. The central idea is to only partition at each step those cyclic intervals that exhibit a sufficient empirical diversity of labels, thus avoiding a region where the error function is convex.

cs.LG

An amenability-like property of finite energy path and loop groups

We show that the groups of finite energy loops and paths (that is, those of Sobolev class $H^1$) with values in a compact connected Lie group, as well as their central extensions, satisfy an amenability-like property: they admit a left-invariant mean on the space of bounded functions uniformly continuous with regard to a left-invariant metric. Every strongly continuous unitary representation $π$ of such a group (which we call skew-amenable) has a conjugation-invariant state on $B({\mathcal H}_π)$.

math.GR

A note on the groups of finite type and the Hartman-Mycielski construction

Ando, Matsuzawa, Thom, and Törnquist have resolved a problem by Sorin Popa by constructing an example of a Polish group of unitary operators with the strong operator topology, whose left and right uniform structures coincide, but which does not embed into the unitary group of a finite von Neumann algebra. The question remained whether such a group can be connected. Here we observe that a connected (in fact, homeomorphic to the Hilbert space) example is obtained from the example of the above authors via the Hartman--Mycielski construction.

math.OA

Text Categorization via Similarity Search: An Efficient and Effective Novel Algorithm

We present a supervised learning algorithm for text categorization which has brought the team of authors the 2nd place in the text categorization division of the 2012 Cybersecurity Data Mining Competition (CDMC'2012) and a 3rd prize overall. The algorithm is quite different from existing approaches in that it is based on similarity search in the metric space of measure distributions on the dictionary. At the preprocessing stage, given a labeled learning sample of texts, we associate to every class label (document category) a point in the space of question. Unlike it is usual in clustering, this point is not a centroid of the category but rather an outlier, a uniform measure distribution on a selection of domain-specific words. At the execution stage, an unlabeled text is assigned a text category as defined by the closest labeled neighbour to the point representing the frequency distribution of the words in the text. The algorithm is both effective and efficient, as further confirmed by experiments on the Reuters 21578 dataset.

cs.IR

Is the k-NN classifier in high dimensions affected by the curse of dimensionality?

There is an increasing body of evidence suggesting that exact nearest neighbour search in high-dimensional spaces is affected by the curse of dimensionality at a fundamental level. Does it necessarily mean that the same is true for k nearest neighbours based learning algorithms such as the k-NN classifier? We analyse this question at a number of levels and show that the answer is different at each of them. As our first main observation, we show the consistency of a k approximate nearest neighbour classifier. However, the performance of the classifier in very high dimensions is provably unstable. As our second main observation, we point out that the existing model for statistical learning is oblivious of dimension of the domain and so every learning problem admits a universally consistent deterministic reduction to the one-dimensional case by means of a Borel isomorphism.

stat.ML

PAC learnability under non-atomic measures: a problem by Vidyasagar

In response to a 1997 problem of M. Vidyasagar, we state a criterion for PAC learnability of a concept class $\mathscr C$ under the family of all non-atomic (diffuse) measures on the domain $Ω$. The uniform Glivenko--Cantelli property with respect to non-atomic measures is no longer a necessary condition, and consistent learnability cannot in general be expected. Our criterion is stated in terms of a combinatorial parameter $\VC({\mathscr C}\,{\mathrm{mod}}\,ω_1)$ which we call the VC dimension of $\mathscr C$ modulo countable sets. The new parameter is obtained by "thickening up" single points in the definition of VC dimension to uncountable "clusters". Equivalently, $\VC(\mathscr C\moddω_1)\leq d$ if and only if every countable subclass of $\mathscr C$ has VC dimension $\leq d$ outside a countable subset of $Ω$. The new parameter can be also expressed as the classical VC dimension of $\mathscr C$ calculated on a suitable subset of a compactification of $Ω$. We do not make any measurability assumptions on $\mathscr C$, assuming instead the validity of Martin's Axiom (MA). Similar results are obtained for function learning in terms of fat-shattering dimension modulo countable sets, but, just like in the classical distribution-free case, the finiteness of this parameter is sufficient but not necessary for PAC learnability under non-atomic measures.

stat.ML

Lower Bounds on Performance of Metric Tree Indexing Schemes for Exact Similarity Search in High Dimensions

Within a mathematically rigorous model, we analyse the curse of dimensionality for deterministic exact similarity search in the context of popular indexing schemes: metric trees. The datasets $X$ are sampled randomly from a domain $Ω$, equipped with a distance, $ρ$, and an underlying probability distribution, $μ$. While performing an asymptotic analysis, we send the intrinsic dimension $d$ of $Ω$ to infinity, and assume that the size of a dataset, $n$, grows superpolynomially yet subexponentially in $d$. Exact similarity search refers to finding the nearest neighbour in the dataset $X$ to a query point $ω\inΩ$, where the query points are subject to the same probability distribution $μ$ as datapoints. Let $\mathscr F$ denote a class of all 1-Lipschitz functions on $Ω$ that can be used as decision functions in constructing a hierarchical metric tree indexing scheme. Suppose the VC dimension of the class of all sets $\{ω\colon f(ω)\geq a\}$, $a\in\R$ is $o(n^{1/4}/\log^2n)$. (In view of a 1995 result of Goldberg and Jerrum, even a stronger complexity assumption $d^{O(1)}$ is reasonable.) We deduce the $Ω(n^{1/4})$ lower bound on the expected average case performance of hierarchical metric-tree based indexing schemes for exact similarity search in $(Ω,X)$. In paricular, this bound is superpolynomial in $d$.

cs.DS

Indexability, concentration, and VC theory

Degrading performance of indexing schemes for exact similarity search in high dimensions has long since been linked to histograms of distributions of distances and other 1-Lipschitz functions getting concentrated. We discuss this observation in the framework of the phenomenon of concentration of measure on the structures of high dimension and the Vapnik-Chervonenkis theory of statistical learning.

cs.DS

PAC learnability versus VC dimension: a footnote to a basic result of statistical learning

A fundamental result of statistical learnig theory states that a concept class is PAC learnable if and only if it is a uniform Glivenko-Cantelli class if and only if the VC dimension of the class is finite. However, the theorem is only valid under special assumptions of measurability of the class, in which case the PAC learnability even becomes consistent. Otherwise, there is a classical example, constructed under the Continuum Hypothesis by Dudley and Durst and further adapted by Blumer, Ehrenfeucht, Haussler, and Warmuth, of a concept class of VC dimension one which is neither uniform Glivenko-Cantelli nor consistently PAC learnable. We show that, rather surprisingly, under an additional set-theoretic hypothesis which is much milder than the Continuum Hypothesis (Martin's Axiom), PAC learnability is equivalent to finite VC dimension for every concept class.

cs.LG

Intrinsic Dimensionality

This entry for the SIGSPATIAL Special July 2010 issue on Similarity Searching in Metric Spaces discusses the notion of intrinsic dimensionality of data in the context of similarity search.

cs.DS

Predictive PAC learnability: a paradigm for learning from exchangeable input data

Exchangeable random variables form an important and well-studied generalization of i.i.d. variables, however simple examples show that no nontrivial concept or function classes are PAC learnable under general exchangeable data inputs $X_1,X_2,\ldots$. Inspired by the work of Berti and Rigo on a Glivenko--Cantelli theorem for exchangeable inputs, we propose a new paradigm, adequate for learning from exchangeable data: predictive PAC learnability. A learning rule $\mathcal L$ for a function class $\mathscr F$ is predictive PAC if for every $\e,δ>0$ and each function $f\in {\mathscr F}$, whenever $\absσ\geq s(δ,\e)$, we have with confidence $1-δ$ that the expected difference between $f(X_{n+1})$ and the image of $f\vertσ$ under $\mathcal L$ does not exceed $\e$ conditionally on $X_1,X_2,\ldots,X_n$. Thus, instead of learning the function $f$ as such, we are learning to a given accuracy $\e$ the predictive behaviour of $f$ at the future points $X_i(ω)$, $i>n$ of the sample path. Using de Finetti's theorem, we show that if a universally separable function class $\mathscr F$ is distribution-free PAC learnable under i.i.d. inputs, then it is distribution-free predictive PAC learnable under exchangeable inputs, with a slightly worse sample complexity.

cs.LG

A note on sample complexity of learning binary output neural networks under fixed input distributions

We show that the learning sample complexity of a sigmoidal neural network constructed by Sontag (1992) required to achieve a given misclassification error under a fixed purely atomic distribution can grow arbitrarily fast: for any prescribed rate of growth there is an input distribution having this rate as the sample complexity, and the bound is asymptotically tight. The rate can be superexponential, a non-recursive function, etc. We further observe that Sontag's ANN is not Glivenko-Cantelli under any input distribution having a non-atomic part.

cs.LG

PAC learnability of a concept class under non-atomic measures: a problem by Vidyasagar

In response to a 1997 problem of M. Vidyasagar, we state a necessary and sufficient condition for distribution-free PAC learnability of a concept class $\mathscr C$ under the family of all non-atomic (diffuse) measures on the domain $Ω$. Clearly, finiteness of the classical Vapnik-Chervonenkis dimension of $\mathscr C$ is a sufficient, but no longer necessary, condition. Besides, learnability of $\mathscr C$ under non-atomic measures does not imply the uniform Glivenko-Cantelli property with regard to non-atomic measures. Our learnability criterion is stated in terms of a combinatorial parameter $\VC({\mathscr C}\,{\mathrm{mod}}\,ω_1)$ which we call the VC dimension of $\mathscr C$ modulo countable sets. The new parameter is obtained by ``thickening up'' single points in the definition of VC dimension to uncountable ``clusters''. Equivalently, $\VC(\mathscr C\moddω_1)\leq d$ if and only if every countable subclass of $\mathscr C$ has VC dimension $\leq d$ outside a countable subset of $Ω$. The new parameter can be also expressed as the classical VC dimension of $\mathscr C$ calculated on a suitable subset of a compactification of $Ω$. We do not make any measurability assumptions on $\mathscr C$, assuming instead the validity of Martin's Axiom (MA).

cs.LG

Curse of Dimensionality in Pivot-based Indexes

We offer a theoretical validation of the curse of dimensionality in the pivot-based indexing of datasets for similarity search, by proving, in the framework of statistical learning, that in high dimensions no pivot-based indexing scheme can essentially outperform the linear scan. A study of the asymptotic performance of pivot-based indexing schemes is performed on a sequence of datasets modeled as samples $X_d$ picked in i.i.d. fashion from metric spaces $Ω_d$. We allow the size of the dataset $n=n_d$ to be such that $d$, the ``dimension'', is superlogarithmic but subpolynomial in $n$. The number of pivots is allowed to grow as $o(n/d)$. We pick the least restrictive cost model of similarity search where we count each distance calculation as a single computation and disregard the rest. We demonstrate that if the intrinsic dimension of the spaces $Ω_d$ in the sense of concentration of measure phenomenon is $O(d)$, then the performance of similarity search pivot-based indexes is asymptotically linear in $n$.

cs.DS

Concentration of measure and whirly actions of Polish groups

A weakly continuous near-action of a Polish group $G$ on a standard Lebesgue measure space $(X,μ)$ is whirly if for every $A\subseteq X$ of strictly positive measure and every neighbourhood $V$ of identity in $G$ the set $VA$ has full measure. This is a strong version of ergodicity, and locally compact groups never admit whirly actions. On the contrary, every ergodic near-action by a Polish Lévy group in the sense of Gromov and Milman, such as $U(\ell^2)$, is whirly (Glasner--Tsirelson--Weiss). We give examples of closed subgroups of the group $\Aut(X,μ)$ of measure preserving automorphisms of a standard Lebesgue measure space (with the weak topology) whose tautological action on $(X,μ)$ is whirly, and which are not Lévy groups, thus answering a question of Glasner and Weiss.

math.DS

An axiomatic approach to intrinsic dimension of a dataset

We perform a deeper analysis of an axiomatic approach to the concept of intrinsic dimension of a dataset proposed by us in the IJCNN'07 paper (arXiv:cs/0703125). The main features of our approach are that a high intrinsic dimension of a dataset reflects the presence of the curse of dimensionality (in a certain mathematically precise sense), and that dimension of a discrete i.i.d. sample of a low-dimensional manifold is, with high probability, close to that of the manifold. At the same time, the intrinsic dimension of a sample is easily corrupted by moderate high-dimensional noise (of the same amplitude as the size of the manifold) and suffers from prohibitevely high computational complexity (computing it is an $NP$-complete problem). We outline a possible way to overcome these difficulties.

cs.IR

Intrinsic dimension of a dataset: what properties does one expect?

We propose an axiomatic approach to the concept of an intrinsic dimension of a dataset, based on a viewpoint of geometry of high-dimensional structures. Our first axiom postulates that high values of dimension be indicative of the presence of the curse of dimensionality (in a certain precise mathematical sense). The second axiom requires the dimension to depend smoothly on a distance between datasets (so that the dimension of a dataset and that of an approximating principal manifold would be close to each other). The third axiom is a normalization condition: the dimension of the Euclidean $n$-sphere $\s^n$ is $Θ(n)$. We give an example of a dimension function satisfying our axioms, even though it is in general computationally unfeasible, and discuss a computationally cheap function satisfying most but not all of our axioms (the ``intrinsic dimensionality'' of Chávez et al.)

cs.LG

Indexing Schemes for Similarity Search In Datasets of Short Protein Fragments

We propose a family of very efficient hierarchical indexing schemes for ungapped, score matrix-based similarity search in large datasets of short (4-12 amino acid) protein fragments. This type of similarity search has importance in both providing a building block to more complex algorithms and for possible use in direct biological investigations where datasets are of the order of 60 million objects. Our scheme is based on the internal geometry of the amino acid alphabet and performs exceptionally well, for example outputting 100 nearest neighbours to any possible fragment of length 10 after scanning on average less than one per cent of the entire dataset.

cs.DS