Indian Statistical Institute（印度统计研究所）；Duke University（杜克大学）
Saptarshi Chakraborty, Debolina Paul, Swagatam Das, Jason Xu
备注：
Accepted (in updated form) for presentation in the 23rd International Conference on Artificial Intelligence and Statistics (AISTATS 2020), Palermo, Italy, June 03, 2020 - June 05, 2020
Despite its well-known shortcomings, $k$-means remains one of the most widely used approaches to data clustering. Current research continues to tackle its flaws while attempting to preserve its simplicity. Recently, the \textit{power $k$-means} algorithm was proposed to avoid trapping in local minima by annealing through a family of smoother surfaces. However, the approach lacks theoretical justification and fails in high dimensions when many features are irrelevant. This paper addresses these issues by introducing \textit{entropy regularization} to learn feature relevance while annealing. We prove consistency of the proposed approach and derive a scalable majorization-minimization algorithm that enjoys closed-form updates and convergence guarantees. In particular, our method retains the same computational complexity of $k$-means and power $k$-means, but yields significant improvements over both. Its merits are thoroughly assessed on a suite of real and synthetic data experiments.
This paper uses the relationship between graph conductance and spectral clustering to study (i) the failures of spectral clustering and (ii) the benefits of regularization. The explanation is simple. Sparse and stochastic graphs create a lot of small trees that are connected to the core of the graph by only one edge. Graph conductance is sensitive to these noisy `dangling sets'. Spectral clustering inherits this sensitivity. The second part of the paper starts from a previously proposed form of regularized spectral clustering and shows that it is related to the graph conductance on a `regulari…
Spectral Clustering is a popular technique to split data points into groups, especially for complex datasets. The algorithms in the Spectral Clustering family typically consist of multiple separate stages (such as similarity matrix construction, low-dimensional embedding, and K-Means clustering as post processing), which may lead to sub-optimal results because of the possible mismatch between different stages. In this paper, we propose an end-to-end single-stage learning method to clustering called Regularized Non-negative Spectral Embedding (RNSE) which extends Spectral Clustering with the ad…
China University of Mining and Technology（中国矿业大学）；Nankai University（南开大学）
Spectral clustering methods are widely used for detecting clusters in networks for community detection, while a small change on the graph Laplacian matrix could bring a dramatic improvement. In this paper, we propose a dual regularized graph Laplacian matrix and then employ it to three classical spectral clustering approaches under the degree-corrected stochastic block model. If the number of communities is known as $K$, we consider more than $K$ leading eigenvectors and weight them by their corresponding eigenvalues in the spectral clustering procedure to improve the performance. Three improv…
In this report, we review the calculation of entropy-regularised Wasserstein loss introduced by Cuturi and document a practical implementation in PyTorch. Code is available at https://github.com/t-vi/pytorch-tvmisc/blob/master/wasserstein-distance/Pytorch_Wasserstein.ipynb
Xi’an Jiaotong University（西安交通大学）；Shanghai University（上海大学）；Nanjing University of Posts and Telecommunications（南京邮电大学）
This study investigates the problem of multi-view clustering, where multiple views contain consistent information and each view also includes complementary information. Exploration of all information is crucial for good multi-view clustering. However, most traditional methods blindly or crudely combine multiple views for clustering and are unable to fully exploit the valuable information. Therefore, we propose a method that involves consistent and complementary graph-regularized multi-view subspace clustering (GRMSC), which simultaneously integrates a consistent graph regularizer with a comple…
We investigate the use of entropy-regularized optimal transport (EOT) cost in developing generative models to learn implicit distributions. Two generative models are proposed. One uses EOT cost directly in an one-shot optimization problem and the other uses EOT cost iteratively in an adversarial game. The proposed generative models show improved performance over contemporary models for image generation on MNSIT.
China University of Mining and Technology（中国矿业大学）；Nankai University（南开大学）
Community detection in network analysis is an attractive research area recently. Here, under the degree-corrected mixed membership (DCMM) model, we propose an efficient approach called mixed regularized spectral clustering (Mixed-RSC for short) based on the regularized Laplacian matrix. Mixed-RSC is designed based on an ideal cone structure of the variant for the eigen-decomposition of the population regularized Laplacian matrix. We show that the algorithm is asymptotically consistent under mild conditions by providing error bounds for the inferred membership vector of each node. As a byproduc…
We introduce an independence criterion based on entropy regularized optimal transport. Our criterion can be used to test for independence between two samples. We establish non-asymptotic bounds for our test statistic and study its statistical behavior under both the null hypothesis and the alternative hypothesis. The theoretical results involve tools from U-process theory and optimal transport theory. We also offer a random feature type approximation for large-scale problems, as well as a differentiable program implementation for deep learning applications. We present experimental results on e…
Low-Rank Representation (LRR) highly suffers from discarding the locality information of data points in subspace clustering, as it may not incorporate the data structure nonlinearity and the non-uniform distribution of observations over the ambient space. Thus, the information of the observational density is lost by the state-of-art LRR models, as they take a constant number of adjacent neighbors into account. This, as a result, degrades the subspace clustering accuracy in such situations. To cope with deficiency, in this paper, we propose to consider a hypergraph model to facilitate having a …
In this paper, we present a probability one convergence proof, under suitable conditions, of a certain class of actor-critic algorithms for finding approximate solutions to entropy-regularized MDPs using the machinery of stochastic approximation. To obtain this overall result, we prove the convergence of policy evaluation with general regularizers when using linear approximation architectures and show convergence of entropy-regularized policy improvement.
We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to accommodate convex regularization functions. Our key result is showing that using the conditional entropy of the joint state-action distributions as regularization yields a dual optimization problem closely resembling the Bellman optimality equations. This result enables us to formalize a number of state-of-the-art entropy-regularized reinforcement learning algori…
Aalto University（阿尔托大学）；Vrije Universiteit Amsterdam（阿姆斯特丹自由大学）；RIKEN Center for Advanced Intelligence Project（理化学研究所先进智能项目中心）
Gaussian distributions are plentiful in applications dealing in uncertainty quantification and diffusivity. They furthermore stand as important special cases for frameworks providing geometries for probability measures, as the resulting geometry on Gaussians is often expressible in closed-form under the frameworks. In this work, we study the Gaussian geometry under the entropy-regularized 2-Wasserstein distance, by providing closed-form solutions for the distance and interpolations between elements. Furthermore, we provide a fixed-point characterization of a population barycenter when restrict…
Spectral clustering is a fast and popular algorithm for finding clusters in networks. Recently, Chaudhuri et al. (2012) and Amini et al.(2012) proposed inspired variations on the algorithm that artificially inflate the node degrees for improved statistical performance. The current paper extends the previous statistical estimation results to the more canonical spectral clustering algorithm in a way that removes any assumption on the minimum degree and provides guidance on the choice of the tuning parameter. Moreover, our results show how the "star shape" in the eigenvectors--a common feature of…
Microsoft Research（微软研究院）；University of California at Irvine（加州大学欧文分校）；University of California at Berkeley（加州大学伯克利分校）
There is a rapidly increasing interest in crowdsourcing for data labeling. By crowdsourcing, a large number of labels can be often quickly gathered at low cost. However, the labels provided by the crowdsourcing workers are usually not of high quality. In this paper, we propose a minimax conditional entropy principle to infer ground truth from noisy crowdsourced labels. Under this principle, we derive a unique probabilistic labeling model jointly parameterized by worker ability and item difficulty. We also propose an objective measurement principle, and show that our method is the only method w…
Spectral embedding is a popular technique for the representation of graph data. Several regularization techniques have been proposed to improve the quality of the embedding with respect to downstream tasks like clustering. In this paper, we explain on a simple block model the impact of the complete graph regularization, whereby a constant is added to all entries of the adjacency matrix. Specifically, we show that the regularization forces the spectral embedding to focus on the largest blocks, making the representation less sensitive to noise or outliers. We illustrate these results on both on …
South China University of Technology（华南理工大学）；University of Surrey（萨里大学）
Unsupervised domain adaptation (UDA) is to learn classification models that make predictions for unlabeled data on a target domain, given labeled data on a source domain whose distribution diverges from the target one. Mainstream UDA methods strive to learn domain-aligned features such that classifiers trained on the source features can be readily applied to the target ones. Although impressive results have been achieved, these methods have a potential risk of damaging the intrinsic data structures of target discrimination, raising an issue of generalization particularly for UDA tasks in an in…
Graduate School of Science and Technology, Nara Institute of Science and Technology（奈良科学技术大学大学院科学技术研究科）
This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in general infinite-horizon MDPs, we derive an entropy-regularization aware lower bound. Since our bound only requires the expected policy advantage function to be estimated, it is scalable to large-scale (continuous) state-space problems. We propose a novel reinforcement learning algorithm that exploits this lower-bound as a criterion for adjusting the degree of a…
Clustering algorithms partition a dataset into groups of similar points. The primary contribution of this article is the Multiscale Spatially-Regularized Diffusion Learning (M-SRDL) clustering algorithm, which uses spatially-regularized diffusion distances to efficiently and accurately learn multiple scales of latent structure in hyperspectral images. The M-SRDL clustering algorithm extracts clusterings at many scales from a hyperspectral image and outputs these clusterings' variation of information-barycenter as an exemplar for all underlying cluster structure. We show that incorporating spat…
Maximum a posteriori (MAP) inference is a fundamental computational paradigm for statistical inference. In the setting of graphical models, MAP inference entails solving a combinatorial optimization problem to find the most likely configuration of the discrete-valued model. Linear programming (LP) relaxations in the Sherali-Adams hierarchy are widely used to attempt to solve this problem, and smooth message passing algorithms have been proposed to solve regularized versions of these LPs with great success. This paper leverages recent work in entropy-regularized LPs to analyze convergence rates…
Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of fast and practical stochastic algorithms for solving the optimal transport problem with an entropic penalization. This work extends the recently developed Greenkhorn algorithm, in the sense that, the Greenkhorn algorithm is a limiting case of this family. We also provide a simple and general convergence theorem for all algorithms in the class, with rates tha…
On Gaussian approximation for entropy-regularized Q-learning with function approximation
HSE University（俄罗斯高等经济大学）；Mohamed Bin Zayed University of AI（阿布扎克人工智能大学）；EPITA（EPITA研究所）；Steklov Mathematical Institute of Russian Academy of Sciences（俄罗斯科学院斯捷克洛夫数学研究所）
An unsupervised learning algorithm to cluster hyperspectral image (HSI) data is proposed that exploits spatially-regularized random walks. Markov diffusions are defined on the space of HSI spectra with transitions constrained to near spatial neighbors. The explicit incorporation of spatial regularity into the diffusion construction leads to smoother random processes that are more adapted for unsupervised machine learning than those based on spectra alone. The regularized diffusion process is subsequently used to embed the high-dimensional HSI into a lower dimensional space through diffusion di…
Ludwig Maximilian University of Munich（慕尼黑大学）；Siemens AG（西门子股份公司）
In Multi-Goal Reinforcement Learning, an agent learns to achieve multiple goals with a goal-conditioned policy. During learning, the agent first collects the trajectories into a replay buffer, and later these trajectories are selected randomly for replay. However, the achieved goals in the replay buffer are often biased towards the behavior policies. From a Bayesian perspective, when there is no prior knowledge about the target goal distribution, the agent should learn uniformly from diverse achieved goals. Therefore, we first propose a novel multi-goal RL objective based on weighted entropy. …
RIKEN AIP（理化学研究所先进智能项目中心）；The University of Akron（阿克伦大学）
Optimal transport (OT) theory provides powerful tools to compare probability measures. However, OT is limited to nonnegative measures having the same mass, and suffers serious drawbacks about its computation and statistics. This leads to several proposals of regularized variants of OT in the recent literature. In this work, we consider an \textit{entropy partial transport} (EPT) problem for nonnegative measures on a tree having different masses. The EPT is shown to be equivalent to a standard complete OT problem on a one-node extended tree. We derive its dual formulation, then leverage this to…
We study the sparse entropy-regularized reinforcement learning (ERL) problem in which the entropy term is a special form of the Tsallis entropy. The optimal policy of this formulation is sparse, i.e.,~at each state, it has non-zero probability for only a small number of actions. This addresses the main drawback of the standard Shannon entropy-regularized RL (soft ERL) formulation, in which the optimal policy is softmax, and thus, may assign a non-negligible probability mass to non-optimal actions. This problem is aggravated as the number of actions is increased. In this paper, we follow the wo…
University of Oxford（牛津大学）；The Alan Turing Institute（阿兰·图灵研究所）；New York University（纽约大学）；Inria（法国国家信息与自动化研究所）；Univ. Lille（里尔大学）；CNRS（法国国家科学研究中心）
We study the problem of $k$-way clustering in signed graphs. Considerable attention in recent years has been devoted to analyzing and modeling signed graphs, where the affinity measure between nodes takes either positive or negative values. Recently, Cucuringu et al. [CDGT 2019] proposed a spectral method, namely SPONGE (Signed Positive over Negative Generalized Eigenproblem), which casts the clustering task as a generalized eigenvalue problem optimizing a suitably defined objective function. This approach is motivated by social balance theory, where the clustering task aims to decompose a giv…
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；ETH Zurich（苏黎世联邦理工学院）
Natural actor-critic (NAC) and its variants, equipped with the representation power of neural networks, have demonstrated impressive empirical success in solving Markov decision problems with large state spaces. In this paper, we present a finite-time analysis of NAC with neural network approximation, and identify the roles of neural networks, regularization and optimization techniques (e.g., gradient clipping and averaging) to achieve provably good performance in terms of sample complexity, iteration complexity and overparametrization bounds for the actor and the critic. In particular, we pro…
Aalto University（阿尔托大学）；University of Oxford（牛津大学）
Particle Filtering (PF) methods are an established class of procedures for performing inference in non-linear state-space models. Resampling is a key ingredient of PF, necessary to obtain low variance likelihood and states estimates. However, traditional resampling methods result in PF-based loss functions being non-differentiable with respect to model and PF parameters. In a variational inference context, resampling also yields high variance gradient estimates of the PF-based evidence lower bound. By leveraging optimal transport ideas, we introduce a principled differentiable particle filter …
University of California at Berkeley（加州大学伯克利分校）；University of Waterloo（滑铁卢大学）；ICSI（国际计算机科学研究所）
Local graph clustering methods aim to find small clusters in very large graphs. These methods take as input a graph and a seed node, and they return as output a good cluster in a running time that depends on the size of the output cluster but that is independent of the size of the input graph. In this paper, we adopt a statistical perspective on local graph clustering, and we analyze the performance of the l1-regularized PageRank method~(Fountoulakis et. al.) for the recovery of a single target cluster, given a seed node inside the cluster. Assuming the target cluster has been generated by a r…
Mastercard Corporation（万事达卡公司）；Georgia Institute of Technology（佐治亚理工学院）
We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to approximate the Nash policy during the Q-function updates. We prove that under certain conditions, by updating the regularized Q-function, the algorithm converges to a Nash equilibrium. We also demonstrate the proposed algorithm's ability to transfer previous training experiences, enabling the agents to adapt quickly to new environments. We provide a dynamic …
University of Alberta（阿尔伯塔大学）；Peking University（北京大学）；Google Research（谷歌研究院）；Université de Lorraine（洛林大学）；CNRS（法国国家科学研究中心）；INRIA（法国国家信息与自动化研究所）；IECL（洛林计算机科学及其应用实验室）；University of Tokyo（东京大学）；DeepMind（深度思维）；Otto von Guericke University Magdeburg（奥托·冯·格里克马格德堡大学）
In this work, we consider and analyze the sample complexity of model-free reinforcement learning with a generative model. Particularly, we analyze mirror descent value iteration (MDVI) by Geist et al. (2019) and Vieillard et al. (2020a), which uses the Kullback-Leibler divergence and entropy regularization in its value and policy updates. Our analysis shows that it is nearly minimax-optimal for finding an $\varepsilon$-optimal policy when $\varepsilon$ is sufficiently small. This is the first theoretical result that demonstrates that a simple model-free algorithm without variance-reduction can…
University of Edinburgh（爱丁堡大学）；Imperial College London（帝国理工学院）；Vega Protocol（维加协议）；The Alan Turing Institute（艾伦·图灵研究所）
We study the global convergence of policy gradient for infinite-horizon, continuous state and action space, and entropy-regularized Markov decision processes (MDPs). We consider a softmax policy with (one-hidden layer) neural network approximation in a mean-field regime. Additional entropic regularization in the associated mean-field probability measure is added, and the corresponding gradient flow is studied in the 2-Wasserstein metric. We show that the objective function is increasing along the gradient flow. Further, we prove that if the regularization in terms of the mean-field measure is …
In the context of recent deep clustering studies, discriminative models dominate the literature and report the most competitive performances. These models learn a deep discriminative neural network classifier in which the labels are latent. Typically, they use multinomial logistic regression posteriors and parameter regularization, as is very common in supervised learning. It is generally acknowledged that discriminative objective functions (e.g., those based on the mutual information or the KL divergence) are more flexible than generative approaches (e.g., K-means) in the sense that they make…
Jagiellonian University（雅盖隆大学）；AGH University of Science and Technology（AGH科技大学）
The R Package CEC performs clustering based on the cross-entropy clustering (CEC) method, which was recently developed with the use of information theory. The main advantage of CEC is that it combines the speed and simplicity of $k$-means with the ability to use various Gaussian mixture models and reduce unnecessary clusters. In this work we present a practical tutorial to CEC based on the R Package CEC. Functions are provided to encompass the whole process of clustering.
Stanford University（斯坦福大学）；University of California, Berkeley（加州大学伯克利分校）
Maximum a posteriori (MAP) inference in discrete-valued Markov random fields is a fundamental problem in machine learning that involves identifying the most likely configuration of random variables given a distribution. Due to the difficulty of this combinatorial problem, linear programming (LP) relaxations are commonly used to derive specialized message passing algorithms that are often interpreted as coordinate descent on the dual LP. To achieve more desirable computational properties, a number of methods regularize the LP with an entropy term, leading to a class of smooth message passing al…
In this paper, we extend the recently proposed multivariate rank energy distance, based on the theory of optimal transport, for statistical testing of distributional similarity, to soft rank energy distance. Being differentiable, this in turn allows us to extend the rank energy to a subspace robust rank energy distance, dubbed Projected soft-Rank Energy distance, which can be computed via optimization over the Stiefel manifold. We show via experiments that using projected soft rank energy one can trade-off the detection power vs the false alarm via projections onto an appropriately selected lo…
Applied and Theoretical Aspects of Robot Intelligence (ATARI) Lab（应用与理论机器人智能实验室）；Munich Institute of Robotics and Machine Intelligence (MIRMI)（慕尼黑机器人与机器智能研究所）；Technical University of Munich（慕尼黑工业大学）
Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known EM algorithm, their application to high-dimensional problems is still therefore challenging. We consider the problem of fitting and feature selection in MoE models, and propose a regularized maximum likelihood estimation approach that encourages sparse solutions for heterogeneous regression data models with potentially high-dimensional predictors. Unlike stat…
Log-density gradient estimation is a fundamental statistical problem and possesses various practical applications such as clustering and measuring non-Gaussianity. A naive two-step approach of first estimating the density and then taking its log-gradient is unreliable because an accurate density estimate does not necessarily lead to an accurate log-density gradient estimate. To cope with this problem, a method to directly estimate the log-density gradient without density estimation has been explored, and demonstrated to work much better than the two-step method. The objective of this paper is …
In this paper, we present a novel method for co-clustering, an unsupervised learning approach that aims at discovering homogeneous groups of data instances and features by grouping them simultaneously. The proposed method uses the entropy regularized optimal transport between empirical measures defined on data instances and features in order to obtain an estimated joint probability density function represented by the optimal coupling matrix. This matrix is further factorized to obtain the induced row and columns partitions using multiscale representations approach. To justify our method theore…
We study a general class of entropy-regularized multi-variate LQG mean field games (MFGs) in continuous time with $K$ distinct sub-population of agents. We extend the notion of actions to action distributions (exploratory actions), and explicitly derive the optimal action distributions for individual agents in the limiting MFG. We demonstrate that the optimal set of action distributions yields an $ε$-Nash equilibrium for the finite-population entropy-regularized MFG. Furthermore, we compare the resulting solutions with those of classical LQG MFGs and establish the equivalence of their existenc…
