arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1410.7690stat.MLcs.AIcs.LGstat.ME
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图表上的趋势过滤

Trend Filtering on Graphs

Carnegie Mellon University(卡内基梅隆大学);University of California at San Diego(加利福尼亚大学圣迭戈分校);Marianas Labs(马里亚纳实验室)

Yu-Xiang Wang, James Sharpnack, Alex Smola, Ryan J. Tibshirani

摘要:

我们介绍了一个家庭的自适应估计图,惩罚离散图差异的$\ell_1$规范的基础上。这将用于单变量非参数回归的趋势过滤[Kim等人(2009),Tibshirani(2014)]的思想推广到图形。类似于单变量的情况下,图趋势过滤表现出的本地自适应性的水平,通常的$\ell_2$为基础的图平滑器无法比拟的。它也由容易解决的凸最小化问题定义(例如,通过快速ADMM或牛顿算法)。我们通过实例和理论证明了图趋势过滤的优点。

英文摘要:

We introduce a family of adaptive estimators on graphs, based on penalizing the $\ell_1$ norm of discrete graph differences. This generalizes the idea of trend filtering [Kim et al. (2009), Tibshirani (2014)], used for univariate nonparametric regression, to graphs. Analogous to the univariate case, graph trend filtering exhibits a level of local adaptivity unmatched by the usual $\ell_2$-based graph smoothers. It is also defined by a convex minimization problem that is readily solved (e.g., by fast ADMM or Newton algorithms). We demonstrate the merits of graph trend filtering through examples and theory.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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