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arXiv 1904.06151stat.MLcs.LGstat.ME
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几何感知的内禀维数的极大似然估计

Geometry-Aware Maximum Likelihood Estimation of Intrinsic Dimension

Skolkovo Institute of Science and Technology(斯科尔科沃科学技术研究所);Higher School of Economics(高等经济学院);Moscow Institute of Physics and Technology(莫斯科物理技术学院);Institute for Information Transmission Problems(信息传输问题研究所)

Marina Gomtsyan, Nikita Mokrov, Maxim Panov, Yury Yanovich

摘要:

当数据被非线性地嵌入到高维空间中时,现有的本征维数估计方法通常是不可靠的。在这项工作中,我们表明,明确会计几何性质的未知支持导致多项式校正的标准最大似然估计的内在尺寸平坦流形。所提出的算法(GeoMLE)实现了校正的回归标准MLE的基础上的距离最近的邻居为不同大小的邻域。此外,所提出的方法也有效地处理的情况下,非均匀采样的流形。我们在不同的合成和真实世界的数据集上进行了大量的实验。结果表明,我们的算法实现了最先进的性能,同时也是计算效率和数据中的噪声鲁棒性。

英文摘要:

The existing approaches to intrinsic dimension estimation usually are not reliable when the data are nonlinearly embedded in the high dimensional space. In this work, we show that the explicit accounting to geometric properties of unknown support leads to the polynomial correction to the standard maximum likelihood estimate of intrinsic dimension for flat manifolds. The proposed algorithm (GeoMLE) realizes the correction by regression of standard MLEs based on distances to nearest neighbors for different sizes of neighborhoods. Moreover, the proposed approach also efficiently handles the case of nonuniform sampling of the manifold. We perform numerous experiments on different synthetic and real-world datasets. The results show that our algorithm achieves state-of-the-art performance, while also being computationally efficient and robust to noise in the data.

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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