We consider the problem of positioning a cloud of points in the Euclidean space ℝ d , using noisy measurements of a subset of pairwise distances. This task has applications in various areas, such as sensor network localization and reconstruction of protein conformations from NMR measurements. It is also closely related to dimensionality reduction problems and manifold learning, where the goal is to learn the underlying global geometry of a data set using local (or partial) metric information. Here we propose a reconstruction algorithm based on semidefinite programming. For a random geometric graph model and uniformly bounded noise, we provide a precise characterization of the algorithm’s performance: in the noiseless case, we find a radius r 0 beyond which the algorithm reconstructs the exact positions (up to rigid transformations). In the presence of noise, we obtain upper and lower bounds on the reconstruction error that match up to a factor that depends only on the dimension d, and the average degree of the nodes in the graph.
Maximum Variance Unfolding (MVU) is an SDP-based algorithm with a very similar flavor as ours @cite_23 . MVU is an approach to solving dimensionality reduction problems using local metric information and is based on the following simple interpretation. Assume @math points lying on a low dimensional manifold in a high dimensional ambient space. In order to find a low dimensional representation of this data set, the algorithm attempts to somehow unfold the underlying manifold. To this end, MVU pulls the points apart in the ambient space, maximizing the total sum of their pairwise distances, while respecting the local information. However, to the best of our knowledge, no performance guarantee has been proved for the MVU algorithm.
@cite_23
2095762537 2598300585 2095343758 198244778
We propose maximum covariance unfolding (MCU), a manifold learning algorithm for simultaneous dimensionality reduction of data from different input modalities. Given high dimensional inputs from two different but naturally aligned sources, MCU computes a common low dimensional embedding that maximizes the cross-modal (inter-source) correlations while preserving the local (intra-source) distances. In this paper, we explore two applications of MCU. First we use MCU to analyze EEG-fMRI data, where an important goal is to visualize the fMRI voxels that are most strongly correlated with changes in EEG traces. To perform this visualization, we augment MCU with an additional step for metric learning in the high dimensional voxel space. Second, we use MCU to perform cross-modal retrieval of matched image and text samples from Wikipedia. To manage large applications of MCU, we develop a fast implementation based on ideas from spectral graph theory. These ideas transform the original problem for MCU, one of semidefinite programming, into a simpler problem in semidefinite quadratic linear programming. The problem of estimating the phases (angles) of a complex unit-modulus vector @math from their noisy pairwise relative measurements @math , where @math is a complex-valued Gaussian random matrix, is known as phase synchronization. The maximum likelihood estimator (MLE) is a solution to a unit--modulus-constrained quadratic programming problem, which is nonconvex. Existing works have proposed polynomial-time algorithms such as a semidefinite programming (SDP) relaxation or the generalized power method (GPM). Numerical experiments suggest that both of these methods succeed with high probability for @math up to @math , yet existing analyses only confirm this observation for @math up to @math . In this paper, we bridge the gap by proving that the SDP relaxation is tight for @math , and GPM converges to the global optimum under the same regime. Moreover, we establish a linear convergence rate for GPM, and derive a tight... Linear spectral unmixing aims at estimating the number of pure spectral substances, also called endmembers ,t heir spectral signatures, and their abundance fractions in remotely sensed hyperspectral images. This paper describes a method for unsupervised hyperspectral unmixing called minimum volume simplex analysis (MVSA) and introduces a new computationally efficient implementation. MVSA approaches hyperspectral un- mixing by fitting a minimum volume simplex to the hyperspec- tral data, constraining the abundance fractions to belong to the probability simplex. The resulting optimization problem, which is computationally complex, is solved in this paper by implementing a sequence of quadratically constrained subproblems using the interior point method, which is particularly effective from the computational viewpoint. The proposed implementation (available online: www.lx.it.pt 7ejun DemoMVSA.zip) is shown to exhibit state-of-the-art performance not only in terms of unmixing accu- racy, particularly in nonpure pixel scenarios, but also in terms of computational performance. Our experiments have been con- ducted using both synthetic and real data sets. An important assumption of MVSA is that pure pixels may not be present in the hyperspectral data, thus addressing a common situation in real scenarios which are often dominated by highly mixed pixels. In our experiments, we observe that MVSA yields competitive perfor- mance when compared with other available algorithms that work under the nonpure pixel regime. Our results also demonstrate that MVSA is well suited to problems involving a high number of endmembers (i.e., complex scenes) and also for problems involving a high number of pixels (i.e., large scenes). Many problems in AI are simplified by clever representations of sensory or symbolic input. How to discover such representations automatically, from large amounts of unlabeled data, remains a fundamental challenge. The goal of statistical methods for dimensionality reduction is to detect and discover low dimensional structure in high dimensional data. In this paper, we review a recently proposed algorithm-- maximum, variance unfolding--for learning faithful low dimensional representations of high dimensional data. The algorithm relies on modem tools in convex optimization that are proving increasingly useful in many areas of machine learning.