arXiv subjects

Yining Wang

Publications and source records attributed to Yining Wang.

120 records · Page 7Linked to original sources

arXiv2017

On the Power of Truncated SVD for General High-rank Matrix Estimation Problems

We show that given an estimate $\widehat{A}$ that is close to a general high-rank positive semi-definite (PSD) matrix $A$ in spectral norm (i.e., $\|\widehat{A}-A\|_2 \leq δ$), the simple truncated SVD of $\widehat{A}$ produces a multiplicative approximation of $A$ in Frobenius norm. This observation leads to many interesting results on general high-rank matrix estimation problems, which we briefly summarize below ($A$ is an $n\times n$ high-rank PSD matrix and $A_k$ is the best rank-$k$ approximation of $A$): (1) High-rank matrix completion: By observing $Ω(\frac{n\max\{ε^{-4},k^2\}μ_0^2\|A\|_F^2\log n}{σ_{k+1}(A)^2})$ elements of $A$ where $σ_{k+1}\left(A\right)$ is the $\left(k+1\right)$-th singular value of $A$ and $μ_0$ is the incoherence, the truncated SVD on a zero-filled matrix satisfies $\|\widehat{A}_k-A\|_F \leq (1+O(ε))\|A-A_k\|_F$ with high probability. (2)High-rank matrix de-noising: Let $\widehat{A}=A+E$ where $E$ is a Gaussian random noise matrix with zero mean and $ν^2/n$ variance on each entry. Then the truncated SVD of $\widehat{A}$ satisfies $\|\widehat{A}_k-A\|_F \leq (1+O(\sqrt{ν/σ_{k+1}(A)}))\|A-A_k\|_F + O(\sqrt{k}ν)$. (3) Low-rank Estimation of high-dimensional covariance: Given $N$ i.i.d.~samples $X_1,\cdots,X_N\sim\mathcal N_n(0,A)$, can we estimate $A$ with a relative-error Frobenius norm bound? We show that if $N = Ω\left(n\max\{ε^{-4},k^2\}γ_k(A)^2\log N\right)$ for $γ_k(A)=σ_1(A)/σ_{k+1}(A)$, then $\|\widehat{A}_k-A\|_F \leq (1+O(ε))\|A-A_k\|_F$ with high probability, where $\widehat{A}=\frac{1}{N}\sum_{i=1}^N{X_iX_i^\top}$ is the sample covariance.

stat.ML↗

arXiv2017

Rate Optimal Estimation and Confidence Intervals for High-dimensional Regression with Missing Covariates

Although a majority of the theoretical literature in high-dimensional statistics has focused on settings which involve fully-observed data, settings with missing values and corruptions are common in practice. We consider the problems of estimation and of constructing component-wise confidence intervals in a sparse high-dimensional linear regression model when some covariates of the design matrix are missing completely at random. We analyze a variant of the Dantzig selector [9] for estimating the regression model and we use a de-biasing argument to construct component-wise confidence intervals. Our first main result is to establish upper bounds on the estimation error as a function of the model parameters (the sparsity level s, the expected fraction of observed covariates $ρ_*$, and a measure of the signal strength $\|β^*\|_2$). We find that even in an idealized setting where the covariates are assumed to be missing completely at random, somewhat surprisingly and in contrast to the fully-observed setting, there is a dichotomy in the dependence on model parameters and much faster rates are obtained if the covariance matrix of the random design is known. To study this issue further, our second main contribution is to provide lower bounds on the estimation error showing that this discrepancy in rates is unavoidable in a minimax sense. We then consider the problem of high-dimensional inference in the presence of missing data. We construct and analyze confidence intervals using a de-biased estimator. In the presence of missing data, inference is complicated by the fact that the de-biasing matrix is correlated with the pilot estimator and this necessitates the design of a new estimator and a novel analysis. We also complement our mathematical study with extensive simulations on synthetic and semi-synthetic data that show the accuracy of our asymptotic predictions for finite sample sizes.

stat.ML↗

arXiv2017

Towards Neural Machine Translation with Partially Aligned Corpora

While neural machine translation (NMT) has become the new paradigm, the parameter optimization requires large-scale parallel data which is scarce in many domains and language pairs. In this paper, we address a new translation scenario in which there only exists monolingual corpora and phrase pairs. We propose a new method towards translation with partially aligned sentence pairs which are derived from the phrase pairs and monolingual corpora. To make full use of the partially aligned corpora, we adapt the conventional NMT training method in two aspects. On one hand, different generation strategies are designed for aligned and unaligned target words. On the other hand, a different objective function is designed to model the partially aligned parts. The experiments demonstrate that our method can achieve a relatively good result in such a translation scenario, and tiny bitexts can boost translation quality to a large extent.

cs.CL↗

arXiv2016

Online and Differentially-Private Tensor Decomposition

In this paper, we resolve many of the key algorithmic questions regarding robustness, memory efficiency, and differential privacy of tensor decomposition. We propose simple variants of the tensor power method which enjoy these strong properties. We present the first guarantees for online tensor power method which has a linear memory requirement. Moreover, we present a noise calibrated tensor power method with efficient privacy guarantees. At the heart of all these guarantees lies a careful perturbation analysis derived in this paper which improves up on the existing results significantly.

stat.ML↗

arXiv2016

A Theoretical Analysis of Noisy Sparse Subspace Clustering on Dimensionality-Reduced Data

Subspace clustering is the problem of partitioning unlabeled data points into a number of clusters so that data points within one cluster lie approximately on a low-dimensional linear subspace. In many practical scenarios, the dimensionality of data points to be clustered are compressed due to constraints of measurement, computation or privacy. In this paper, we study the theoretical properties of a popular subspace clustering algorithm named sparse subspace clustering (SSC) and establish formal success conditions of SSC on dimensionality-reduced data. Our analysis applies to the most general fully deterministic model where both underlying subspaces and data points within each subspace are deterministically positioned, and also a wide range of dimensionality reduction techniques (e.g., Gaussian random projection, uniform subsampling, sketching) that fall into a subspace embedding framework (Meng & Mahoney, 2013; Avron et al., 2014). Finally, we apply our analysis to a differentially private SSC algorithm and established both privacy and utility guarantees of the proposed method.

stat.ML↗

arXiv2016

Data Poisoning Attacks on Factorization-Based Collaborative Filtering

Recommendation and collaborative filtering systems are important in modern information and e-commerce applications. As these systems are becoming increasingly popular in the industry, their outputs could affect business decision making, introducing incentives for an adversarial party to compromise the availability or integrity of such systems. We introduce a data poisoning attack on collaborative filtering systems. We demonstrate how a powerful attacker with full knowledge of the learner can generate malicious data so as to maximize his/her malicious objectives, while at the same time mimicking normal user behavior to avoid being detected. While the complete knowledge assumption seems extreme, it enables a robust assessment of the vulnerability of collaborative filtering schemes to highly motivated attacks. We present efficient solutions for two popular factorization-based collaborative filtering algorithms: the \emph{alternative minimization} formulation and the \emph{nuclear norm minimization} method. Finally, we test the effectiveness of our proposed algorithms on real-world data and discuss potential defensive strategies.

cs.LG↗

arXiv2016

Graph Connectivity in Noisy Sparse Subspace Clustering

Subspace clustering is the problem of clustering data points into a union of low-dimensional linear/affine subspaces. It is the mathematical abstraction of many important problems in computer vision, image processing and machine learning. A line of recent work (4, 19, 24, 20) provided strong theoretical guarantee for sparse subspace clustering (4), the state-of-the-art algorithm for subspace clustering, on both noiseless and noisy data sets. It was shown that under mild conditions, with high probability no two points from different subspaces are clustered together. Such guarantee, however, is not sufficient for the clustering to be correct, due to the notorious "graph connectivity problem" (15). In this paper, we investigate the graph connectivity problem for noisy sparse subspace clustering and show that a simple post-processing procedure is capable of delivering consistent clustering under certain "general position" or "restricted eigenvalue" assumptions. We also show that our condition is almost tight with adversarial noise perturbation by constructing a counter-example. These results provide the first exact clustering guarantee of noisy SSC for subspaces of dimension greater then 3.

stat.ML↗

arXiv2016

An Improved Gap-Dependency Analysis of the Noisy Power Method

We consider the noisy power method algorithm, which has wide applications in machine learning and statistics, especially those related to principal component analysis (PCA) under resource (communication, memory or privacy) constraints. Existing analysis of the noisy power method shows an unsatisfactory dependency over the "consecutive" spectral gap $(σ_k-σ_{k+1})$ of an input data matrix, which could be very small and hence limits the algorithm's applicability. In this paper, we present a new analysis of the noisy power method that achieves improved gap dependency for both sample complexity and noise tolerance bounds. More specifically, we improve the dependency over $(σ_k-σ_{k+1})$ to dependency over $(σ_k-σ_{q+1})$, where $q$ is an intermediate algorithm parameter and could be much larger than the target rank $k$. Our proofs are built upon a novel characterization of proximity between two subspaces that differ from canonical angle characterizations analyzed in previous works. Finally, we apply our improved bounds to distributed private PCA and memory-efficient streaming PCA and obtain bounds that are superior to existing results in the literature.

stat.ML↗

arXiv2016

Spectral Learning for Supervised Topic Models

Supervised topic models simultaneously model the latent topic structure of large collections of documents and a response variable associated with each document. Existing inference methods are based on variational approximation or Monte Carlo sampling, which often suffers from the local minimum defect. Spectral methods have been applied to learn unsupervised topic models, such as latent Dirichlet allocation (LDA), with provable guarantees. This paper investigates the possibility of applying spectral methods to recover the parameters of supervised LDA (sLDA). We first present a two-stage spectral method, which recovers the parameters of LDA followed by a power update method to recover the regression model parameters. Then, we further present a single-phase spectral algorithm to jointly recover the topic distribution matrix as well as the regression weights. Our spectral algorithms are provably correct and computationally efficient. We prove a sample complexity bound for each algorithm and subsequently derive a sufficient condition for the identifiability of sLDA. Thorough experiments on synthetic and real-world datasets verify the theory and demonstrate the practical effectiveness of the spectral algorithms. In fact, our results on a large-scale review rating dataset demonstrate that our single-phase spectral algorithm alone gets comparable or even better performance than state-of-the-art methods, while previous work on spectral methods has rarely reported such promising performance.

cs.LG↗

arXiv2015

Noise-adaptive Margin-based Active Learning and Lower Bounds under Tsybakov Noise Condition

We present a simple noise-robust margin-based active learning algorithm to find homogeneous (passing the origin) linear separators and analyze its error convergence when labels are corrupted by noise. We show that when the imposed noise satisfies the Tsybakov low noise condition (Mammen, Tsybakov, and others 1999; Tsybakov 2004) the algorithm is able to adapt to unknown level of noise and achieves optimal statistical rate up to poly-logarithmic factors. We also derive lower bounds for margin based active learning algorithms under Tsybakov noise conditions (TNC) for the membership query synthesis scenario (Angluin 1988). Our result implies lower bounds for the stream based selective sampling scenario (Cohn 1990) under TNC for some fairly simple data distributions. Quite surprisingly, we show that the sample complexity cannot be improved even if the underlying data distribution is as simple as the uniform distribution on the unit ball. Our proof involves the construction of a well separated hypothesis set on the d-dimensional unit ball along with carefully designed label distributions for the Tsybakov noise condition. Our analysis might provide insights for other forms of lower bounds as well.

stat.ML↗

arXiv2015

Fast and Guaranteed Tensor Decomposition via Sketching

Tensor CANDECOMP/PARAFAC (CP) decomposition has wide applications in statistical learning of latent variable models and in data mining. In this paper, we propose fast and randomized tensor CP decomposition algorithms based on sketching. We build on the idea of count sketches, but introduce many novel ideas which are unique to tensors. We develop novel methods for randomized computation of tensor contractions via FFTs, without explicitly forming the tensors. Such tensor contractions are encountered in decomposition methods such as tensor power iterations and alternating least squares. We also design novel colliding hashes for symmetric tensors to further save time in computing the sketches. We then combine these sketching ideas with existing whitening and tensor power iterative techniques to obtain the fastest algorithm on both sparse and dense tensors. The quality of approximation under our method does not depend on properties such as sparsity, uniformity of elements, etc. We apply the method for topic modeling and obtain competitive results.

stat.ML↗

arXiv2013

A Theoretical Analysis of NDCG Type Ranking Measures

A central problem in ranking is to design a ranking measure for evaluation of ranking functions. In this paper we study, from a theoretical perspective, the widely used Normalized Discounted Cumulative Gain (NDCG)-type ranking measures. Although there are extensive empirical studies of NDCG, little is known about its theoretical properties. We first show that, whatever the ranking function is, the standard NDCG which adopts a logarithmic discount, converges to 1 as the number of items to rank goes to infinity. On the first sight, this result is very surprising. It seems to imply that NDCG cannot differentiate good and bad ranking functions, contradicting to the empirical success of NDCG in many applications. In order to have a deeper understanding of ranking measures in general, we propose a notion referred to as consistent distinguishability. This notion captures the intuition that a ranking measure should have such a property: For every pair of substantially different ranking functions, the ranking measure can decide which one is better in a consistent manner on almost all datasets. We show that NDCG with logarithmic discount has consistent distinguishability although it converges to the same limit for all ranking functions. We next characterize the set of all feasible discount functions for NDCG according to the concept of consistent distinguishability. Specifically we show that whether NDCG has consistent distinguishability depends on how fast the discount decays, and 1/r is a critical point. We then turn to the cut-off version of NDCG, i.e., NDCG@k. We analyze the distinguishability of NDCG@k for various choices of k and the discount functions. Experimental results on real Web search datasets agree well with the theory.

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