摘要翻译:
研究了非负张量的非负秩一逼近问题,证明了能有效地得到使广义Kullback-Leibler散度最小的全局最优解,即它不是NP难的。这一结果适用于具有任意模数(包括两个矩阵)的任意非负张量。我们导出了KL主成分的一个闭式表达式,该表达式易于计算,具有直观的概率解释。对于高阶广义KL逼近,首次证明了该问题等价于多项式潜变量建模,并导出了类似于期望最大化算法的迭代算法。在Iris数据集上,我们展示了导出的结果如何帮助我们以一种\emph{无监督}的方式学习模型,并获得了与监督方法非常接近的性能。
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英文标题:
《Kullback-Leibler Principal Component for Tensors is not NP-hard》
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作者:
Kejun Huang, Nicholas D. Sidiropoulos
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最新提交年份:
2017
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分类信息:
一级分类:Electrical Engineering and Systems Science 电气工程与系统科学
二级分类:Signal Processing 信号处理
分类描述:Theory, algorithms, performance analysis and applications of signal and data analysis, including physical modeling, processing, detection and parameter estimation, learning, mining, retrieval, and information extraction. The term "signal" includes speech, audio, sonar, radar, geophysical, physiological, (bio-) medical, image, video, and multimodal natural and man-made signals, including communication signals and data. Topics of interest include: statistical signal processing, spectral estimation and system identification; filter design, adaptive filtering / stochastic learning; (compressive) sampling, sensing, and transform-domain methods including fast algorithms; signal processing for machine learning and machine learning for signal processing applications; in-network and graph signal processing; convex and nonconvex optimization methods for signal processing applications; radar, sonar, and sensor array beamforming and direction finding; communications signal processing; low power, multi-core and system-on-chip signal processing; sensing, communication, analysis and optimization for cyber-physical systems such as power grids and the Internet of Things.
信号和数据分析的理论、算法、性能分析和应用,包括物理建模、处理、检测和参数估计、学习、挖掘、检索和信息提取。“信号”一词包括语音、音频、声纳、雷达、地球物理、生理、(生物)医学、图像、视频和多模态自然和人为信号,包括通信信号和数据。感兴趣的主题包括:统计信号处理、谱估计和系统辨识;滤波器设计;自适应滤波/随机学习;(压缩)采样、传感和变换域方法,包括快速算法;用于机器学习的信号处理和用于信号处理应用的
机器学习;网络与图形信号处理;信号处理中的凸和非凸优化方法;雷达、声纳和传感器阵列波束形成和测向;通信信号处理;低功耗、多核、片上系统信号处理;信息物理系统的传感、通信、分析和优化,如电网和物联网。
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一级分类:Computer Science 计算机科学
二级分类:Information Theory 信息论
分类描述:Covers theoretical and experimental aspects of information theory and coding. Includes material in ACM Subject Class E.4 and intersects with H.1.1.
涵盖信息论和编码的理论和实验方面。包括ACM学科类E.4中的材料,并与H.1.1有交集。
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一级分类:Mathematics 数学
二级分类:Information Theory 信息论
分类描述:math.IT is an alias for cs.IT. Covers theoretical and experimental aspects of information theory and coding.
它是cs.it的别名。涵盖信息论和编码的理论和实验方面。
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一级分类:Mathematics 数学
二级分类:Optimization and Control 优化与控制
分类描述:Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学,线性规划,控制论,系统论,最优控制,博弈论
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一级分类:Mathematics 数学
二级分类:Probability 概率
分类描述:Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用:例如中心极限定理,大偏差,随机微分方程,统计力学模型,排队论
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一级分类:Statistics 统计学
二级分类:Machine Learning 机器学习
分类描述:Covers machine learning papers (supervised, unsupervised, semi-supervised learning, graphical models, reinforcement learning, bandits, high dimensional inference, etc.) with a statistical or theoretical grounding
覆盖机器学习论文(监督,无监督,半监督学习,图形模型,强化学习,强盗,高维推理等)与统计或理论基础
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英文摘要:
We study the problem of nonnegative rank-one approximation of a nonnegative tensor, and show that the globally optimal solution that minimizes the generalized Kullback-Leibler divergence can be efficiently obtained, i.e., it is not NP-hard. This result works for arbitrary nonnegative tensors with an arbitrary number of modes (including two, i.e., matrices). We derive a closed-form expression for the KL principal component, which is easy to compute and has an intuitive probabilistic interpretation. For generalized KL approximation with higher ranks, the problem is for the first time shown to be equivalent to multinomial latent variable modeling, and an iterative algorithm is derived that resembles the expectation-maximization algorithm. On the Iris dataset, we showcase how the derived results help us learn the model in an \emph{unsupervised} manner, and obtain strikingly close performance to that from supervised methods.
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PDF链接:
https://arxiv.org/pdf/1711.07925