arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1802.06307stat.ML
收藏

图邻接谱嵌入的样本外扩展

Out-of-sample extension of graph adjacency spectral embedding

Keith Levin, Farbod Roosta-Khorasani, Michael W. Mahoney, Carey E. Priebe

摘要:

许多流行的降维过程都具有样本外扩展,这允许从业者将学习的嵌入应用于初始训练样本中未看到的观察。在这项工作中,我们考虑的问题,获得一个样本外扩展的邻接谱嵌入,一个程序嵌入到欧氏空间的图的顶点。我们提出了两种不同的方法来解决这个问题,一个基于最小二乘目标和其他基于最大似然制定。我们表明,如果感兴趣的图形是根据一个特定的潜在位置模型称为随机点积图绘制的,那么这两个样本外的扩展估计真实的潜在位置的样本外顶点具有相同的错误率。此外,我们证明了一个中心极限定理的最小二乘为基础的扩展,表明估计是渐近正规的真理在大图极限。

英文摘要:

Many popular dimensionality reduction procedures have out-of-sample extensions, which allow a practitioner to apply a learned embedding to observations not seen in the initial training sample. In this work, we consider the problem of obtaining an out-of-sample extension for the adjacency spectral embedding, a procedure for embedding the vertices of a graph into Euclidean space. We present two different approaches to this problem, one based on a least-squares objective and the other based on a maximum-likelihood formulation. We show that if the graph of interest is drawn according to a certain latent position model called a random dot product graph, then both of these out-of-sample extensions estimate the true latent position of the out-of-sample vertex with the same error rate. Further, we prove a central limit theorem for the least-squares-based extension, showing that the estimate is asymptotically normal about the truth in the large-graph limit.

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。

↑