Modeling the distribution of high dimensional data by a latent tree graphical model is a prevalent approach in multiple scientific domains. A common task is to infer the underlying tree structure, given only observations of its terminal nodes. Many algorithms for tree recovery are computationally intensive, which limits their applicability to trees of moderate size. For large trees, a common approach, termed divide-and-conquer, is to recover the tree structure in two steps. First, recover the structure separately of multiple, possibly random subsets of the terminal nodes. Second, merge the resulting subtrees to form a full tree. Here, we develop Spectral Top-Down Recovery (STDR), a deterministic divide-and-conquer approach to infer large latent tree models. Unlike previous methods, STDR partitions the terminal nodes in a non random way, based on the Fiedler vector of a suitable Laplacian matrix related to the observed nodes. We prove that under certain conditions, this partitioning is consistent with the tree structure. This, in turn, leads to a significantly simpler merging procedure of the small subtrees. We prove that STDR is statistically consistent and bound the number of samples required to accurately recover the tree with high probability. Using simulated data from several common tree models in phylogenetics, we demonstrate that STDR has a significant advantage in terms of runtime, with improved or similar accuracy.
The Generator of a Generative Adversarial Network (GAN) is trained to transform latent vectors drawn from a prior distribution into realistic looking photos. These latent vectors have been shown to encode information about the content of their corresponding images. Projecting input images onto the latent space of a GAN is non-trivial, but previous work has successfully performed this task for latent spaces with a uniform prior. We extend these techniques to latent spaces with a Gaussian prior, and demonstrate our technique's effectiveness.
Deep learning models have significantly improved the visual quality and accuracy on compressive sensing recovery. In this paper, we propose an algorithm for signal reconstruction from compressed measurements with image priors captured by a generative model. We search and constrain on latent variable space to make the method stable when the number of compressed measurements is extremely limited. We show that, by exploiting certain structures of the latent variables, the proposed method produces improved reconstruction accuracy and preserves realistic and non-smooth features in the image. Our al…
Generative adversarial networks (GANs) transform latent vectors into visually plausible images. It is generally thought that the original GAN formulation gives no out-of-the-box method to reverse the mapping, projecting images back into latent space. We introduce a simple, gradient-based technique called stochastic clipping. In experiments, for images generated by the GAN, we precisely recover their latent vector pre-images 100% of the time. Additional experiments demonstrate that this method is robust to noise. Finally, we show that even for unseen images, our method appears to recover unique…
RIKEN Center for Advanced Intelligence Project (AIP)（理化学研究所先进智能项目中心）；Guangdong University of Technology（广东工业大学）
Exact recovery of tensor decomposition (TD) methods is a desirable property in both unsupervised learning and scientific data analysis. The numerical defects of TD methods, however, limit their practical applications on real-world data. As an alternative, convex tensor decomposition (CTD) was proposed to alleviate these problems, but its exact-recovery property is not properly addressed so far. To this end, we focus on latent convex tensor decomposition (LCTD), a practically widely-used CTD model, and rigorously prove a sufficient condition for its exact-recovery property. Furthermore, we show…
National University of Defense Technology（国防科技大学）；Shanxi University（山西大学）
Multi-view subspace clustering has been applied to applications such as image processing and video surveillance, and has attracted increasing attention. Most existing methods learn view-specific self-representation matrices, and construct a combined affinity matrix from multiple views. The affinity construction process is time-consuming, and the combined affinity matrix is not guaranteed to reflect the whole true subspace structure. To overcome these issues, the Latent Complete Row Space Recovery (LCRSR) method is proposed. Concretely, LCRSR is based on the assumption that the multi-view obser…
Empirical observations suggest that in practice, community membership does not completely explain the dependency between the edges of an observation graph. The residual dependence of the graph edges are modeled in this paper, to first order, by auxiliary node latent variables that affect the statistics of the graph edges but carry no information about the communities of interest. We then study community detection in graphs obeying the stochastic block model and censored block model with auxiliary latent variables. We analyze the conditions for exact recovery when these auxiliary latent variabl…
JP Morgan Chase & Co.（摩根大通公司）；Twitter, Inc.（推特公司）；University of Oxford（牛津大学）；University College London（伦敦大学学院）
Inverse reinforcement learning has proved its ability to explain state-action trajectories of expert agents by recovering their underlying reward functions in increasingly challenging environments. Recent advances in adversarial learning have allowed extending inverse RL to applications with non-stationary environment dynamics unknown to the agents, arbitrary structures of reward functions and improved handling of the ambiguities inherent to the ill-posed nature of inverse RL. This is particularly relevant in real time applications on stochastic environments involving risk, like volatile finan…
Group-Aware Matrix Estimation and Latent Subspace Recovery
Department of Statistics, Columbia University（哥伦比亚大学统计系）；Irving Institute for Cellular Dynamics, Zuckerman Institute Columbia University（Zuckerman研究所细胞动力学院，哥伦比亚大学）；School of Data and Information Sciences, University of North Carolina at Chapel Hill（北卡罗来纳大学教堂山分校数据与信息科学学院）
Normandie Univ（诺曼底大学）；UNICAEN（卡昂大学）；ENSICAEN（卡昂高等工程师学院）；CNRS — UMR GREYC（法国国家科学研究中心 — 灰谐实验室联合研究单位（注：CNRS为法国国家科学研究中心，UMR为联合研究单位缩写，GREYC为实验室名，此处按原文提取机构部分））
State of the art deep generative networks are capable of producing images with such incredible realism that they can be suspected of memorizing training images. It is why it is not uncommon to include visualizations of training set nearest neighbors, to suggest generated images are not simply memorized. We demonstrate this is not sufficient and motivates the need to study memorization/overfitting of deep generators with more scrutiny. This paper addresses this question by i) showing how simple losses are highly effective at reconstructing images for deep generators ii) analyzing the statistics…
We propose a neural network for unsupervised anomaly detection with a novel robust subspace recovery layer (RSR layer). This layer seeks to extract the underlying subspace from a latent representation of the given data and removes outliers that lie away from this subspace. It is used within an autoencoder. The encoder maps the data into a latent space, from which the RSR layer extracts the subspace. The decoder then smoothly maps back the underlying subspace to a "manifold" close to the original inliers. Inliers and outliers are distinguished according to the distances between the original and…
Institute of Data Science（数据科学研究所）；NUS Graduate School for Integrative Sciences and Engineering（新加坡国立大学综合科学与工程研究生院）；National University of Singapore（新加坡国立大学）
Identifiability, or recovery of the true latent representations from which the observed data originates, is de facto a fundamental goal of representation learning. Yet, most deep generative models do not address the question of identifiability, and thus fail to deliver on the promise of the recovery of the true latent sources that generate the observations. Recent work proposed identifiable generative modelling using variational autoencoders (iVAE) with a theory of identifiability. Due to the intractablity of KL divergence between variational approximate posterior and the true posterior, howev…
University of California, San Diego（加州大学圣地亚哥分校）；University of Massachusetts Amherst（马萨诸塞大学阿默斯特分校）
Mixture models are widely used to fit complex and multimodal datasets. In this paper we study mixtures with high dimensional sparse latent parameter vectors and consider the problem of support recovery of those vectors. While parameter learning in mixture models is well-studied, the sparsity constraint remains relatively unexplored. Sparsity of parameter vectors is a natural constraint in variety of settings, and support recovery is a major step towards parameter estimation. We provide efficient algorithms for support recovery that have a logarithmic sample complexity dependence on the dimensi…
Electronic health records (EHR) are rich heterogeneous collection of patient health information, whose broad adoption provides great opportunities for systematic health data mining. However, heterogeneous EHR data types and biased ascertainment impose computational challenges. Here, we present mixEHR, an unsupervised generative model integrating collaborative filtering and latent topic models, which jointly models the discrete distributions of data observation bias and actual data using latent disease-topic distributions. We apply mixEHR on 12.8 million phenotypic observations from the MIMIC d…
Compressed sensing techniques enable efficient acquisition and recovery of sparse, high-dimensional data signals via low-dimensional projections. In this work, we propose Uncertainty Autoencoders, a learning framework for unsupervised representation learning inspired by compressed sensing. We treat the low-dimensional projections as noisy latent representations of an autoencoder and directly learn both the acquisition (i.e., encoding) and amortized recovery (i.e., decoding) procedures. Our learning objective optimizes for a tractable variational lower bound to the mutual information between th…
Mila - Québec AI Institute（米拉-魁北克人工智能研究所）；McGill University（麦吉尔大学）；ÉTS Montréal（蒙特利尔高等技术学院）
Learning predictors that do not rely on spurious correlations involves building causal representations. However, learning such a representation is very challenging. We, therefore, formulate the problem of learning a causal representation from high dimensional data and study causal recovery with synthetic data. This work introduces a latent variable decoder model, Decoder BCD, for Bayesian causal discovery and performs experiments in mildly supervised and unsupervised settings. We present a series of synthetic experiments to characterize important factors for causal discovery and show that usin…
Given partially observed pairwise comparison data generated by the Bradley-Terry-Luce (BTL) model, we study the problem of top-$k$ ranking. That is, to optimally identify the set of top-$k$ players. We derive the minimax rate with respect to a normalized Hamming loss. This provides the first result in the literature that characterizes the partial recovery error in terms of the proportion of mistakes for top-$k$ ranking. We also derive the optimal signal to noise ratio condition for the exact recovery of the top-$k$ set. The maximum likelihood estimator (MLE) is shown to achieve both optimal pa…
Auto-Encoders are unsupervised models that aim to learn patterns from observed data by minimizing a reconstruction cost. The useful representations learned are often found to be sparse and distributed. On the other hand, compressed sensing and sparse coding assume a data generating process, where the observed data is generated from some true latent signal source, and try to recover the corresponding signal from measurements. Looking at auto-encoders from this \textit{signal recovery perspective} enables us to have a more coherent view of these techniques. In this paper, in particular, we show …
The Hong Kong University of Science and Technology（香港科技大学）；Ant Financial Services Group（蚂蚁金融服务集团）；The Education University of Hong Kong（香港教育大学）
We present a novel method for hierarchical topic detection where topics are obtained by clustering documents in multiple ways. Specifically, we model document collections using a class of graphical models called hierarchical latent tree models (HLTMs). The variables at the bottom level of an HLTM are observed binary variables that represent the presence/absence of words in a document. The variables at other levels are binary latent variables, with those at the lowest latent level representing word co-occurrence patterns and those at higher levels representing co-occurrence of patterns at the l…
The Hong Kong University of Science and Technology（香港科技大学）；The Hong Kong Institute of Education（香港教育学院）
Hierarchical latent tree analysis (HLTA) is recently proposed as a new method for topic detection. It differs fundamentally from the LDA-based methods in terms of topic definition, topic-document relationship, and learning method. It has been shown to discover significantly more coherent topics and better topic hierarchies. However, HLTA relies on the Expectation-Maximization (EM) algorithm for parameter estimation and hence is not efficient enough to deal with large datasets. In this paper, we propose a method to drastically speed up HLTA using a technique inspired by recent advances in the m…
Sparse Network Inference under Imperfect Detection and its Application to Ecological Networks
Department of Electrical and Computer Engineering and the Ken Kennedy Institute（电气与计算机工程系和肯尼迪研究所）；Department of Computational and Applied Mathematics at Rice University（里士满大学计算与应用数学系）；SISTEMIC, Facultad de Ingeniería, Universidad de Antioquia（安提奥基亚大学工程学院SISTEMIC）
Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete variables or a combination of both continuous and discrete variables poses new challenges in statistical modeling. In this paper, we propose a semiparametric model named latent Gaussian copula model for binary and mixed data. The observed binary data are assumed to be obtained by dichotomizing a latent variable satisfying the Gaussian copula distribution or th…
