arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2102.12301cs.DScs.LGstat.ML
收藏

用于采样和估计的密度草图

Density Sketches for Sampling and Estimation

Rice University(莱斯大学)

Aditya Desai, Benjamin Coleman, Anshumali Shrivastava

摘要:

我们介绍密度草图(DS):数据分布的简洁在线摘要。DS可以精确地估计逐点概率密度。有趣的是,DS还提供了从底层数据分布中采样看不见的新数据的能力。因此,与流行的生成模型类似,DS允许我们用从与原始数据相同的分布中提取的合成示例简洁地替换几乎所有机器学习管道中的真实数据。然而,与没有任何统计保证的生成模型不同,DS导致基础密度函数的理论上合理的渐进收敛一致估计。密度草图还有许多吸引人的属性,使其成为大规模分布式应用程序的理想选择。DS构造是一种在线算法。草图是附加的,即,两个草图的总和是组合数据的草图。这些属性允许从分布式源收集数据,将其压缩到密度草图中,以草图形式有效地传输到中央服务器,合并并重新采样到合成数据库中以用于建模应用程序。因此,密度草图可能会彻底改变我们存储、通信和分发数据的方式。

英文摘要:

We introduce Density sketches (DS): a succinct online summary of the data distribution. DS can accurately estimate point wise probability density. Interestingly, DS also provides a capability to sample unseen novel data from the underlying data distribution. Thus, analogous to popular generative models, DS allows us to succinctly replace the real-data in almost all machine learning pipelines with synthetic examples drawn from the same distribution as the original data. However, unlike generative models, which do not have any statistical guarantees, DS leads to theoretically sound asymptotically converging consistent estimators of the underlying density function. Density sketches also have many appealing properties making them ideal for large-scale distributed applications. DS construction is an online algorithm. The sketches are additive, i.e., the sum of two sketches is the sketch of the combined data. These properties allow data to be collected from distributed sources, compressed into a density sketch, efficiently transmitted in the sketch form to a central server, merged, and re-sampled into a synthetic database for modeling applications. Thus, density sketches can potentially revolutionize how we store, communicate, and distribute 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。

↑