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arXiv 2403.07929cs.LGcs.NAmath.NAstat.ML
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描绘热核:使用高斯过程嵌入数据

Sketching the Heat Kernel: Using Gaussian Processes to Embed Data

Anna C. Gilbert, Kevin O'Neill

AI总结:

本文提出一种基于高斯过程实现热核矩阵描绘的数据嵌入方法,利用Karhunen-Loève展开使嵌入距离近似扩散距离,并增强了对异常值的鲁棒性。

摘要:

本文介绍了一种新颖的、非确定性的方法,用于将数据嵌入低维欧几里得空间,该方法基于计算依赖于数据几何结构的高斯过程的实现。这种类型的嵌入首次出现在(Adler等,2018)中,作为高维空间中通用流形的理论模型。具体而言,我们将高斯过程的协方差函数设为热核,计算嵌入等同于描绘表示热核的矩阵。Karhunen-Loève展开表明,嵌入中的直线距离在概率意义上近似扩散距离,从而避免了尖锐截断的需要,并保留了部分较小尺度的结构。我们的方法在对抗异常值的鲁棒性方面展现出进一步的优势。我们通过理论和实验证明了该方法的有效性。

英文摘要:

This paper introduces a novel, non-deterministic method for embedding data in low-dimensional Euclidean space based on computing realizations of a Gaussian process depending on the geometry of the data. This type of embedding first appeared in (Adler et al, 2018) as a theoretical model for a generic manifold in high dimensions. In particular, we take the covariance function of the Gaussian process to be the heat kernel, and computing the embedding amounts to sketching a matrix representing the heat kernel. The Karhunen-Loève expansion reveals that the straight-line distances in the embedding approximate the diffusion distance in a probabilistic sense, avoiding the need for sharp cutoffs and maintaining some of the smaller-scale structure. Our method demonstrates further advantage in its robustness to outliers. We justify the approach with both theory and experiments.

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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