The Shannon entropy is a widely used summary statistic, for example, network traffic measurement, anomaly detection, neural computations, spike trains, etc. This study focuses on estimating Shannon entropy of data streams. It is known that Shannon entropy can be approximated by Reenyi entropy or Tsallis entropy, which are both functions of the p-th frequency moments and approach Shannon entropy as p->1. Compressed Counting (CC) is a new method for approximating the p-th frequency moments of data streams. Our contributions include: 1) We prove that Renyi entropy is (much) better than Tsallis entropy for approximating Shannon entropy. 2) We propose the optimal quantile estimator for CC, which considerably improves the previous estimators. 3) Our experiments demonstrate that CC is indeed highly effective approximating the moments and entropies. We also demonstrate the crucial importance of utilizing the variance-bias trade-off.
CC improves symmetric stable random projections @cite_4 @cite_9 uniformly for all @math as shown in Figure in Section . However, one can still considerably improve CC around @math , by developing better estimators, as in this study. In addition, no empirical studies on CC were reported.
@cite_9 @cite_4
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While kernel canonical correlation analysis (CCA) has been applied in many contexts, the convergence of finite sample estimates of the associated functions to their population counterparts has not yet been established. This paper gives a mathematical proof of the statistical convergence of kernel CCA, providing a theoretical justification for the method. The proof uses covariance operators defined on reproducing kernel Hilbert spaces, and analyzes the convergence of their empirical estimates of finite rank to their population counterparts, which can have infinite rank. The result also gives a sufficient condition for convergence on the regularization coefficient involved in kernel CCA: this should decrease as n-1 3, where n is the number of data. In this paper we introduce the Cognitive Compressive Sensing (CCS) problem, modeling a Cognitive Receiver (CR) that optimizes the @math projections of a @math dimensional vector dynamically, by optimizing the objective of correctly detecting the maximum number of idle entries, while updating each time its Bayesian beliefs on the future vector realizations. We formulate and study the CCS as a Restless Multi-Armed Bandit problem, generalizing the popular Cognitive Spectrum Sensing model, in which the CR can sense @math out of the @math sub-channels and propose a novel adaptive Finite Rate of Innovation (FRI) sampling method based on the CCS approach. While in general the optimum policy remains elusive, we provide sufficient conditions in which in the limit for large @math and @math the greedy policy is optimum. Numerical results corroborate our theoretical findings. Let f be a random Boolean formula that is an instance of 3-SAT. We consider the problem of computing the least real number k such that if the ratio of the number of clauses over the number of variables of f strictly exceeds k , then f is almost certainly unsatisfiable. By a well-known and more or less straightforward argument, it can be shown that kF5.191. This upper bound was improved by to 4.758 by first providing new improved bounds for the occupancy problem. There is strong experimental evidence that the value of k is around 4.2. In this work, we define, in terms of the random formula f, a decreasing sequence of random variables such that, if the expected value of any one of them converges to zero, then f is almost certainly unsatisfiable. By letting the expected value of the first term of the sequence converge to zero, we obtain, by simple and elementary computations, an upper bound for k equal to 4.667. From the expected value of the second term of the sequence, we get the value 4.601q . In general, by letting the U This work was performed while the first author was visiting the School of Computer Science, Carleton Ž University, and was partially supported by NSERC Natural Sciences and Engineering Research Council . of Canada , and by a grant from the University of Patras for sabbatical leaves. The second and third Ž authors were supported in part by grants from NSERC Natural Sciences and Engineering Research . Council of Canada . During the last stages of this research, the first and last authors were also partially Ž . supported by EU ESPRIT Long-Term Research Project ALCOM-IT Project No. 20244 . †An extended abstract of this paper was published in the Proceedings of the Fourth Annual European Ž Symposium on Algorithms, ESA’96, September 25]27, 1996, Barcelona, Spain Springer-Verlag, LNCS, . pp. 27]38 . That extended abstract was coauthored by the first three authors of the present paper. Correspondence to: L. M. Kirousis Q 1998 John Wiley & Sons, Inc. CCC 1042-9832r98r030253-17 253 The binary symmetric stochastic block model deals with a random graph of @math vertices partitioned into two equal-sized clusters, such that each pair of vertices is connected independently with probability @math within clusters and @math across clusters. In the asymptotic regime of @math and @math for fixed @math and @math , we show that the semidefinite programming relaxation of the maximum likelihood estimator achieves the optimal threshold for exactly recovering the partition from the graph with probability tending to one, resolving a conjecture of Abbe14 . Furthermore, we show that the semidefinite programming relaxation also achieves the optimal recovery threshold in the planted dense subgraph model containing a single cluster of size proportional to @math . The method of stable random projections is popular in data stream computations, data mining, information retrieval, and machine learning, for efficiently computing the lα (0 We propose algorithms based on (1) the geometric mean estimator, for all 0 • The general sample complexity bound for α ≠ 1,2. For α = 1, [27] provided a nice argument based on the inverse of Cauchy density about the median, leading to a sample complexity bound, although they did not provide the constants and their proof restricted e to be "small enough." For general α ≠ 1, 2, however, the task becomes much more difficult. [27] provided the "conceptual promise" that the sample complexity bound similar to that for α = 1 should exist for general α, if a "non-uniform algorithm based on t-quantile" could be implemented. Such a conceptual algorithm was only for supporting the arguments in [27], not a real implementation. We consider this is one of the main problems left open in [27]. In this study, we propose a practical algorithm based on the geometric mean estimator and derive the sample complexity bound for all 0 • The practical and optimal algorithm for α = 0+ The l0 norm is an important case. Stable random projections can provide an approximation to the l0 norm using α → 0+. We provide an algorithm based on the harmonic mean estimator, which is simple and statistically optimal. Its tail bounds are sharper than the bounds derived based on the geometric mean. We also discover a (possibly surprising) fact: in boolean data, stable random projections using α = 0+ with the harmonic mean estimator will be about twice as accurate as (l2) normal random projections. Because high-dimensional boolean data are common, we expect this fact will be practically quite useful. • The precise theoretical analysis and practical implications We provide the precise constants in the tail bounds for both the geometric mean and harmonic mean estimators. We also provide the variances (either exact or asymptotic) for the proposed estimators. These results can assist practitioners to choose sample sizes accurately. Reducing hidden bias in the data and ensuring fairness in algorithmic data analysis has recently received significant attention. We complement several recent papers in this line of research by introducing a general method to reduce bias in the data through random projections in a fair'' subspace. We apply this method to densest subgraph and @math -means. For densest subgraph, our approach based on fair projections allows to recover both theoretically and empirically an almost optimal, fair, dense subgraph hidden in the input data. We also show that, under the small set expansion hypothesis, approximating this problem beyond a factor of @math is NP-hard and we show a polynomial time algorithm with a matching approximation bound. We further apply our method to @math -means. In a previous paper, [NIPS 2017] showed that problems such as @math -means can be approximated up to a constant factor while ensuring that none of two protected class (e.g., gender, ethnicity) is disparately impacted. We show that fair projections generalize the concept of fairlet introduced by to any number of protected attributes and improve empirically the quality of the resulting clustering. We also present the first constant-factor approximation for an arbitrary number of protected attributes thus settling an open problem recently addressed in several works. In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension @math and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal components @math has at most @math non-zero entries. We are particularly interested in the high dimensional regime wherein @math is comparable to, or even much larger than @math . In an influential paper, johnstone2004sparse introduced a simple algorithm that estimates the support of the principal vectors @math by the largest entries in the diagonal of the empirical covariance. This method can be shown to identify the correct support with high probability if @math , and to fail with high probability if @math for two constants @math . Despite a considerable amount of work over the last ten years, no practical algorithm exists with provably better support recovery guarantees. Here we analyze a covariance thresholding algorithm that was recently proposed by KrauthgamerSPCA . On the basis of numerical simulations (for the rank-one case), these authors conjectured that covariance thresholding correctly recover the support with high probability for @math (assuming @math of the same order as @math ). We prove this conjecture, and in fact establish a more general guarantee including higher-rank as well as @math much smaller than @math . Recent lower bounds berthet2013computational, ma2015sum suggest that no polynomial time algorithm can do significantly better. The key technical component of our analysis develops new bounds on the norm of kernel random matrices, in regimes that were not considered before. We study the notion of compressed sensing (CS) as put forward by Donoho, Candes, Tao and others. The notion proposes a signal or image, unknown but supposed to be compressible by a known transform, (e.g. wavelet or Fourier), can be subjected to fewer measurements than the nominal number of data points, and yet be accurately reconstructed. The samples are nonadaptive and measure 'random' linear combinations of the transform coefficients. Approximate reconstruction is obtained by solving for the transform coefficients consistent with measured data and having the smallest possible l1 norm.We present initial 'proof-of-concept' examples in the favorable case where the vast majority of the transform coefficients are zero. We continue with a series of numerical experiments, for the setting of lp-sparsity, in which the object has all coefficients nonzero, but the coefficients obey an lp bound, for some p ∈ (0, 1]. The reconstruction errors obey the inequalities paralleling the theory, seemingly with well-behaved constants.We report that several workable families of 'random' linear combinations all behave equivalently, including random spherical, random signs, partial Fourier and partial Hadamard.We next consider how these ideas can be used to model problems in spectroscopy and image processing, and in synthetic examples see that the reconstructions from CS are often visually "noisy". To suppress this noise we postprocess using translation-invariant denoising, and find the visual appearance considerably improved.We also consider a multiscale deployment of compressed sensing, in which various scales are segregated and CS applied separately to each; this gives much better quality reconstructions than a literal deployment of the CS methodology.These results show that, when appropriately deployed in a favorable setting, the CS framework is able to save significantly over traditional sampling, and there are many useful extensions of the basic idea. Finding a satisfying assignment for a k-CNF formula (k ≥ 3), assuming such exists, is a notoriously hard problem. In this work we consider the uniform distribution over satisfiable k-CNF formulas with a linear number of clauses (clause-variable ratio greater than some constant). We rigorously analyze the structure of the space of satisfying assignments of a random formula in that distribution, showing that basically all satisfying assignments are clustered in one cluster, and agree on all but a small, though constant proportion, number of variables. This observation enables us to describe a polynomial time algorithm that finds whp a satisfying assignment for such formulas, thus asserting that most satisfiable k-CNF formulas are easy (whenever the clause-variable ratio is greater than some constant). This should be contrasted with the setting of very sparse k-CNF formulas (which are satisfiable whp), where experimental results show some regime of clause density to be difficult for many SAT heuristics. One explanation for this phenomena, backed up by partially non-rigorous analytical tools from statistical physics, is the complicated clustering of the solution space at that regime, unlike the more “regular” structure that denser formulas possess. Thus in some sense, our result rigorously supports this explanation. key words: computational and structural complexity, algorithms and data structures, message passing algorithms, SAT. The recently proposed semi-supervised learning methods exploit consistency loss between different predictions under random perturbations. Typically, a student model is trained to predict consistently with the targets generated by a noisy teacher. However, they ignore the fact that not all training data provide meaningful and reliable information in terms of consistency. For misclassified data, blindly minimizing the consistency loss around them can hinder learning. In this paper, we propose a novel certainty-driven consistency loss (CCL) to dynamically select data samples that have relatively low uncertainty. Specifically, we measure the variance or entropy of multiple predictions under random augmentations and dropout as an estimation of uncertainty. Then, we introduce two approaches, i.e. Filtering CCL and Temperature CCL to guide the student learn more meaningful and certain reliable targets, and hence improve the quality of the gradients backpropagated to the student. Experiments demonstrate the advantages of the proposed method over the state-of-the-art semi-supervised deep learning methods on three benchmark datasets: SVHN, CIFAR10, and CIFAR100. Our method also shows robustness to noisy labels. The goal of (stable) sparse recovery is to recover a @math -sparse approximation @math of a vector @math from linear measurements of @math . Specifically, the goal is to recover @math such that @math for some constant @math and norm parameters @math and @math . It is known that, for @math or @math , this task can be accomplished using @math non-adaptive measurements CRT06:Stable-Signal and that this bound is tight DIPW, FPRU, PW11 . In this paper we show that if one is allowed to perform measurements that are adaptive , then the number of measurements can be considerably reduced. Specifically, for @math and @math we show A scheme with @math measurements that uses @math rounds. This is a significant improvement over the best possible non-adaptive bound. A scheme with @math measurements that uses two rounds. This improves over the best possible non-adaptive bound. To the best of our knowledge, these are the first results of this type. Objective. Recently, canonical correlation analysis (CCA) has been widely used in steady-state visual evoked potential (SSVEP)-based brain–computer interfaces (BCIs) due to its high efficiency, robustness, and simple implementation. However, a method with which to make use of harmonic SSVEP components to enhance the CCA-based frequency detection has not been well established. Approach. This study proposed a filter bank canonical correlation analysis (FBCCA) method to incorporate fundamental and harmonic frequency components to improve the detection of SSVEPs. A 40-target BCI speller based on frequency coding (frequency range: 8–15.8 Hz, frequency interval: 0.2 Hz) was used for performance evaluation. To optimize the filter bank design, three methods (M1: sub-bands with equally spaced bandwidths; M2: sub-bands corresponding to individual harmonic frequency bands; M3: sub-bands covering multiple harmonic frequency bands) were proposed for comparison. Classification accuracy and information transfer rate (ITR) of the three FBCCA methods and the standard CCA method were estimated using an offline dataset from 12 subjects. Furthermore, an online BCI speller adopting the optimal FBCCA method was tested with a group of 10 subjects. Main results. The FBCCA methods significantly outperformed the standard CCA method. The method M3 achieved the highest classification performance. At a spelling rate of 33.3 characters min, the online BCI speller obtained an average ITR of 151.18 ± 20.34 bits min−1. Significance. By incorporating the fundamental and harmonic SSVEP components in target identification, the proposed FBCCA method significantly improves the performance of the SSVEP-based BCI, and thereby facilitates its practical applications such as high-speed spelling. Dimensionality reduction via Random Projections has attracted considerable attention in recent years. The approach has interesting theoretical underpinnings and offers computational advantages. In this paper we report a number of experiments to evaluate Random Projections in the context of inductive supervised learning. In particular, we compare Random Projections and PCA on a number of different datasets and using different machine learning methods. While we find that the random projection approach predictively underperforms PCA, its computational advantages may make it attractive for certain applications. A great deal of effort has been devoted to reducing the risk of spurious scientific discoveries, from the use of sophisticated validation techniques, to deep statistical methods for controlling the false discovery rate in multiple hypothesis testing. However, there is a fundamental disconnect between the theoretical results and the practice of data analysis: the theory of statistical inference assumes a fixed collection of hypotheses to be tested, or learning algorithms to be applied, selected non-adaptively before the data are gathered, whereas in practice data is shared and reused with hypotheses and new analyses being generated on the basis of data exploration and the outcomes of previous analyses. In this work we initiate a principled study of how to guarantee the validity of statistical inference in adaptive data analysis. As an instance of this problem, we propose and investigate the question of estimating the expectations of @math adaptively chosen functions on an unknown distribution given @math random samples. We show that, surprisingly, there is a way to estimate an exponential in @math number of expectations accurately even if the functions are chosen adaptively. This gives an exponential improvement over standard empirical estimators that are limited to a linear number of estimates. Our result follows from a general technique that counter-intuitively involves actively perturbing and coordinating the estimates, using techniques developed for privacy preservation. We give additional applications of this technique to our question. Canonical correlation analysis (CCA) has proven an effective tool for two-view dimension reduction due to its profound theoretical foundation and success in practical applications. In respect of multi-view learning, however, it is limited by its capability of only handling data represented by two-view features, while in many real-world applications, the number of views is frequently many more. Although the ad hoc way of simultaneously exploring all possible pairs of features can numerically deal with multi-view data, it ignores the high order statistics (correlation information) which can only be discovered by simultaneously exploring all features. Therefore, in this work, we develop tensor CCA (TCCA) which straightforwardly yet naturally generalizes CCA to handle the data of an arbitrary number of views by analyzing the covariance tensor of the different views. TCCA aims to directly maximize the canonical correlation of multiple (more than two) views. Crucially, we prove that the main problem of multi-view canonical correlation maximization is equivalent to finding the best rank- @math approximation of the data covariance tensor, which can be solved efficiently using the well-known alternating least squares (ALS) algorithm. As a consequence, the high order correlation information contained in the different views is explored and thus a more reliable common subspace shared by all features can be obtained. In addition, a non-linear extension of TCCA is presented. Experiments on various challenge tasks, including large scale biometric structure prediction, internet advertisement classification, and web image annotation, demonstrate the effectiveness of the proposed method Hoeffding's U-statistics model combinatorial-type matrix parameters (appearing in CS theory) in a natural way. This paper proposes using these statistics for analyzing random compressed sensing matrices, in the non-asymptotic regime (relevant to practice). The aim is to address certain pessimisms of worst-case restricted isometry analyses, as observed by both Blanchard and Dossal, We show how U-statistics can obtain average-case analyses, by relating to statistical restricted isometry property (StRIP) type recovery guarantees. However unlike standard StRIP, random signal models are not required; the analysis used here holds in the almost sure (probabilistic) sense. For Gaussian bounded entry matrices, we show that both @math -minimization and LASSO essentially require on the order of @math measurements to respectively recover at least @math fraction, and @math fraction, of the signals. Noisy conditions are considered. Empirical evidence suggests our analysis to compare well to Donoho and Tanner's recent large deviation bounds for @math -equivalence, in the regime of block lengths @math with high undersampling ( @math measurements); similar system sizes are found in recent CS implementation. In this work, it is assumed throughout that matrix columns are independently sampled. We investigate how random projection can best be used for clustering high dimensional data. Random projection has been shown to have promising theoretical properties. In practice, however, we find that it results in highly unstable clustering performance. Our solution is to use random projection in a cluster ensemble approach. Empirical results show that the proposed approach achieves better and more robust clustering performance compared to not only single runs of random projection clustering but also clustering with PCA, a traditional data reduction method for high dimensional data. To gain insights into the performance improvement obtained by our ensemble method, we analyze and identify the influence of the quality and the diversity of the individual clustering solutions on the final ensemble performance. Many collective classification (CC) algorithms have been shown to increase accuracy when instances are interrelated. However, CC algorithms must be carefully applied because their use of estimated labels can in some cases decrease accuracy. In this article, we show that managing this label uncertainty through cautious algorithmic behavior is essential to achieving maximal, robust performance. First, we describe cautious inference and explain how four well-known families of CC algorithms can be parameterized to use varying degrees of such caution. Second, we introduce cautious learning and show how it can be used to improve the performance of almost any CC algorithm, with or without cautious inference. We then evaluate cautious inference and learning for the four collective inference families, with three local classifiers and a range of both synthetic and real-world data. We find that cautious learning and cautious inference typically outperform less cautious approaches. In addition, we identify the data characteristics that predict more substantial performance differences. Our results reveal that the degree of caution used usually has a larger impact on performance than the choice of the underlying inference algorithm. Together, these results identify the most appropriate CC algorithms to use for particular task characteristics and explain multiple conflicting findings from prior CC research. The increased availability of data in recent years has led several authors to ask whether it is possible to use data as a computational resource. That is, if more data is available, beyond the sample complexity limit, is it possible to use the extra examples to speed up the computation time required to perform the learning task? We give the first positive answer to this question for a natural supervised learning problem --- we consider agnostic PAC learning of halfspaces over @math -sparse vectors in @math . This class is inefficiently learnable using @math examples. Our main contribution is a novel, non-cryptographic, methodology for establishing computational-statistical gaps, which allows us to show that, under a widely believed assumption that refuting random @math formulas is hard, it is impossible to efficiently learn this class using only @math examples. We further show that under stronger hardness assumptions, even @math examples do not suffice. On the other hand, we show a new algorithm that learns this class efficiently using @math examples. This formally establishes the tradeoff between sample and computational complexity for a natural supervised learning problem. Let @math be a nontrivial @math -ary predicate. Consider a random instance of the constraint satisfaction problem @math on @math variables with @math constraints, each being @math applied to @math randomly chosen literals. Provided the constraint density satisfies @math , such an instance is unsatisfiable with high probability. The problem is to efficiently find a proof of unsatisfiability. We show that whenever the predicate @math supports a @math - probability distribution on its satisfying assignments, the sum of squares (SOS) algorithm of degree @math (which runs in time @math ) refute a random instance of @math . In particular, the polynomial-time SOS algorithm requires @math constraints to refute random instances of CSP @math when @math supports a @math -wise uniform distribution on its satisfying assignments. Together with recent work of [LRS15], our result also implies that polynomial-size semidefinite programming relaxation for refutation requires at least @math constraints. Our results (which also extend with no change to CSPs over larger alphabets) subsume all previously known lower bounds for semialgebraic refutation of random CSPs. For every constraint predicate @math , they give a three-way hardness tradeoff between the density of constraints, the SOS degree (hence running time), and the strength of the refutation. By recent algorithmic results of [AOW15] and [RRS16], this full three-way tradeoff is , up to lower-order factors.