We identify a fundamental issue in the popular Stochastic Neighbour Embedding (SNE and t-SNE), i.e., the "learned" similarity of any two points in high-dimensional space is not defined and cannot be computed. It underlines two previously unexplored issues in the algorithm which have undermined the quality of its final visualisation output and its ability to process large datasets. The issues are:(a) the reference probability in high-dimensional space is set based on entropy which has undefined relation with local density; and (b) the use of data independent kernel which leads to the need to determine n bandwidths for a dataset of n points. This paper establishes a principle to set the reference probability via a data-dependent kernel which has a well-defined kernel characteristic that linked directly to local density. A solution based on a recent data-dependent kernel called Isolation Kernel addresses the fundamental issue as well as its two ensuing issues. As a result, it significantly improves the quality of the final visualisation output and removes one obstacle that prevents t-SNE from processing large datasets. The solution is extremely simple, i.e., simply replacing the existing data independent kernel with Isolation Kernel, leaving the rest of the t-SNE procedure unchanged.
To reduce the runtime of t-SNE, @cite_2 explores tree-based indexing schemes and uses the Barnes-Hut approximation to reduce the time complexity to @math . This gives a trade-off between speed and mapping quality. To further reduce the time complexity to @math , @cite_6 utilise a fast Fourier transform to dramatically reduce the time of computing the gradient during each iteration. The method uses vantage-point trees and approximate nearest neighbours in dissimilarity calculation with rigorous bounds on the approximation error.
@cite_6 @cite_2
2777699329 1875842236
The paper investigates the acceleration of t-SNE--an embedding technique that is commonly used for the visualization of high-dimensional data in scatter plots--using two tree-based algorithms. In particular, the paper develops variants of the Barnes-Hut algorithm and of the dual-tree algorithm that approximate the gradient used for learning t-SNE embeddings in O(N log N). Our experiments show that the resulting algorithms substantially accelerate t-SNE, and that they make it possible to learn embeddings of data sets with millions of objects. Somewhat counterintuitively, the Barnes-Hut variant of t-SNE appears to outperform the dual-tree variant. A method is presented that uses an approximate nearest neighbor method for determining correspondences within the iterative closest point algorithm. The method is based upon the k-d tree. The standard k-d tree uses a tentative backtracking search to identify nearest neighbors. In contrast, the approximate k-d tree (Ak-d tree) applies a depth-first nontentative search to the k-d tree structure. This search improves runtime efficiency, with the tradeoff of reducing the accuracy of the determined correspondences. This approximate search is applied to early iterations of the iterative closest point algorithm, transitioning to the standard k-d tree for the final iterations after the change in the mean square error of the correspondences becomes sufficiently small. The method benefits both from the improved time performance of the approximate search in early iterations as well as the full accuracy of the complete search in later iterations. Experimental results indicate that the time efficiency of Ak-d tree is superior to the k-d tree and Elias for moderately large point sets. The change in the shape of the minimum potential well space is subtle, and the convergence properties are often identical. In those cases where the global minimum was not achieved, the difference in final mse was very small. In one trial, Ak-d tree converged faster to a better minimum with a smaller mse, which indicates that the use of approximate methods may be beneficial in the presence of outliers. This paper deals with two related problems, namely distance-preserving binary embeddings and quantization for compressed sensing . First, we propose fast methods to replace points from a subset @math , associated with the Euclidean metric, with points in the cube @math and we associate the cube with a pseudo-metric that approximates Euclidean distance among points in @math . Our methods rely on quantizing fast Johnson-Lindenstrauss embeddings based on bounded orthonormal systems and partial circulant ensembles, both of which admit fast transforms. Our quantization methods utilize noise-shaping, and include Sigma-Delta schemes and distributed noise-shaping schemes. The resulting approximation errors decay polynomially and exponentially fast in @math , depending on the embedding method. This dramatically outperforms the current decay rates associated with binary embeddings and Hamming distances. Additionally, it is the first such binary embedding result that applies to fast Johnson-Lindenstrauss maps while preserving @math norms. Second, we again consider noise-shaping schemes, albeit this time to quantize compressed sensing measurements arising from bounded orthonormal ensembles and partial circulant matrices. We show that these methods yield a reconstruction error that again decays with the number of measurements (and bits), when using convex optimization for reconstruction. Specifically, for Sigma-Delta schemes, the error decays polynomially in the number of measurements, and it decays exponentially for distributed noise-shaping schemes based on beta encoding. These results are near optimal and the first of their kind dealing with bounded orthonormal systems. We first devise moderately exponential exact algorithms for maxk-vertex cover, with time-complexity exponential in n but with polynomial space-complexity by developing a branch and reduce method based upon the measure-and-conquer technique. We then prove that, there exists an exact algorithm for maxk-vertex cover with complexity bounded above by the maximum among ck and γτ, for some γ<2, where τ is the cardinality of a minimum vertex cover of G (note that @math k @math with respect to parameter k unless @math ), using polynomial space. We finally study approximation of maxk-vertex cover by moderately exponential algorithms. The general goal of the issue of moderately exponential approximation is to catch-up on polynomial inapproximability, by providing algorithms achieving, with worst-case running times importantly smaller than those needed for exact computation, approximation ratios unachievable in polynomial time. We introduce a new low-distortion embedding of @math into @math ( @math ) called the fast Johnson-Lindenstrauss transform (FJLT). The FJLT is faster than standard random projections and just as easy to implement. It is based upon the preconditioning of a sparse projection matrix with a randomized Fourier transform. Sparse random projections are unsuitable for low-distortion embeddings. We overcome this handicap by exploiting the “Heisenberg principle” of the Fourier transform, i.e., its local-global duality. The FJLT can be used to speed up search algorithms based on low-distortion embeddings in @math and @math . We consider the case of approximate nearest neighbors in @math . We provide a faster algorithm using classical projections, which we then speed up further by plugging in the FJLT. We also give a faster algorithm for searching over the hypercube. Let @math be a tree space (or tree network) represented by a weighted tree with @math vertices, and @math be a set of @math stochastic points in @math , each of which has a fixed location with an independent existence probability. We investigate two fundamental problems under such a stochastic setting, the closest-pair problem and the nearest-neighbor search. For the former, we study the computation of the @math -threshold probability and the expectation of the closest-pair distance of a realization of @math . We propose the first algorithm to compute the @math -threshold probability in @math time for any given threshold @math , which immediately results in an @math -time algorithm for computing the expected closest-pair distance. Based on this, we further show that one can compute a @math -approximation for the expected closest-pair distance in @math time, by arguing that the expected closest-pair distance can be approximated via @math threshold probability queries. For the latter, we study the @math most-likely nearest-neighbor search ( @math -LNN) via a notion called @math most-likely Voronoi Diagram ( @math -LVD). We show that the size of the @math -LVD @math of @math on @math is bounded by @math if the existence probabilities of the points in @math are constant-far from 0. Furthermore, we establish an @math average-case upper bound for the size of @math , by regarding the existence probabilities as i.i.d. random variables drawn from some fixed distribution. Our results imply the existence of an LVD data structure which answers @math -LNN queries in @math time using average-case @math space, and worst-case @math space if the existence probabilities are constant-far from 0. Finally, we also give an @math -time algorithm to construct the LVD data structure. For some multimedia applications, it has been found that domain objects cannot be represented as feature vectors in a multidimensional space. Instead, pair-wise distances between data objects are the only input. To support content-based retrieval, one approach maps each object to a k-dimensional (k-d) point and tries to preserve the distances among the points. Then, existing spatial access index methods such as the R-trees and KD-trees can support fast searching on the resulting k-d points. However, information loss is inevitable with such an approach since the distances between data objects can only be preserved to a certain extent. Here we investigate the use of a distance-based indexing method. In particular, we apply the vantage point tree (vp-tree) method. There are two important problems for the vp-tree method that warrant further investigation, the n-nearest neighbors search and the updating mechanisms. We study an n-nearest neighbors search algorithm for the vp-tree, which is shown by experiments to scale up well with the size of the dataset and the desired number of nearest neighbors, n. Experiments also show that the searching in the vp-tree is more efficient than that for the @math -tree and the M-tree. Next, we propose solutions for the update problem for the vp-tree, and show by experiments that the algorithms are efficient and effective. Finally, we investigate the problem of selecting vantage-point, propose a few alternative methods, and study their impact on the number of distance computation. In this paper, we present a real-time salient object detection system based on the minimum spanning tree. Due to the fact that background regions are typically connected to the image boundaries, salient objects can be extracted by computing the distances to the boundaries. However, measuring the image boundary connectivity efficiently is a challenging problem. Existing methods either rely on superpixel representation to reduce the processing units or approximate the distance transform. Instead, we propose an exact and iteration free solution on a minimum spanning tree. The minimum spanning tree representation of an image inherently reveals the object geometry information in a scene. Meanwhile, it largely reduces the search space of shortest paths, resulting an efficient and high quality distance transform algorithm. We further introduce a boundary dissimilarity measure to compliment the shortage of distance transform for salient object detection. Extensive evaluations show that the proposed algorithm achieves the leading performance compared to the state-of-the-art methods in terms of efficiency and accuracy. Nearest neighbor (NN) search in high dimensional space is an important problem in many applications. Ideally, a practical solution (i) should be implementable in a relational database, and (ii) its query cost should grow sub-linearly with the dataset size, regardless of the data and query distributions. Despite the bulk of NN literature, no solution fulfills both requirements, except locality sensitive hashing (LSH). The existing LSH implementations are either rigorous or adhoc. Rigorous-LSH ensures good quality of query results, but requires expensive space and query cost. Although adhoc-LSH is more efficient, it abandons quality control, i.e., the neighbor it outputs can be arbitrarily bad. As a result, currently no method is able to ensure both quality and efficiency simultaneously in practice. Motivated by this, we propose a new access method called the locality sensitive B-tree (LSB-tree) that enables fast high-dimensional NN search with excellent quality. The combination of several LSB-trees leads to a structure called the LSB-forest that ensures the same result quality as rigorous-LSH, but reduces its space and query cost dramatically. The LSB-forest also outperforms adhoc-LSH, even though the latter has no quality guarantee. Besides its appealing theoretical properties, the LSB-tree itself also serves as an effective index that consumes linear space, and supports efficient updates. Our extensive experiments confirm that the LSB-tree is faster than (i) the state of the art of exact NN search by two orders of magnitude, and (ii) the best (linear-space) method of approximate retrieval by an order of magnitude, and at the same time, returns neighbors with much better quality. Given data stream @math of size @math of numbers from @math , the frequency of @math is defined as @math . The @math -th of @math is defined as @math . We consider the problem of approximating frequency moments in insertion-only streams for @math . For any constant @math we show an @math upper bound on the space complexity of the problem. Here @math is the iterative @math function. To simplify the presentation, we make the following assumptions: @math and @math are polynomially far; approximation error @math and parameter @math are constants. We observe a natural bijection between streams and special matrices. Our main technical contribution is a non-uniform sampling method on matrices. We call our method a ; it samples a heavy element (i.e., element @math with frequency @math ) with probability @math and gives approximation @math . In addition, the estimations never exceed the real values, that is @math for all @math . As a result, we reduce the space complexity of finding a heavy element to @math bits. We apply our method of recursive sketches and resolve the problem with @math bits. Time series stored as feature vectors can be indexed by multidimensional index trees like R-Trees for fast retrieval. Due to the dimensionality curse problem, transformations are applied to time series to reduce the number of dimensions of the feature vectors. Different transformations like Discrete Fourier Transform (DFT) Discrete Wavelet Transform (DWT), Karhunen-Loeve (KL) transform or Singular Value Decomposition (SVD) can be applied. While the use of DFT and K-L transform or SVD have been studied on the literature, to our knowledge, there is no in-depth study on the application of DWT. In this paper we propose to use Haar Wavelet Transform for time series indexing. The major contributions are: (1) we show that Euclidean distance is preserved in the Haar transformed domain and no false dismissal will occur, (2) we show that Haar transform can outperform DFT through experiments, (3) a new similarity model is suggested to accommodate vertical shift of time series, and (4) a two-phase method is proposed for efficient n-nearest neighbor query in time series databases. Similarity search in large time series databases has attracted much research interest recently. It is a difficult problem because of the typically high dimensionality of the data.. The most promising solutions involve performing dimensionality reduction on the data, then indexing the reduced data with a multidimensional index structure. Many dimensionality reduction techniques have been proposed, including Singular Value Decomposition (SVD), the Discrete Fourier transform (DFT), and the Discrete Wavelet Transform (DWT). In this work we introduce a new dimensionality reduction technique which we call Adaptive Piecewise Constant Approximation (APCA). While previous techniques (e.g., SVD, DFT and DWT) choose a common representation for all the items in the database that minimizes the global reconstruction error, APCA approximates each time series by a set of constant value segments of varying lengths such that their individual reconstruction errors are minimal. We show how APCA can be indexed using a multidimensional index structure. We propose two distance measures in the indexed space that exploit the high fidelity of APCA for fast searching: a lower bounding Euclidean distance approximation, and a non-lower bounding, but very tight Euclidean distance approximation and show how they can support fast exact searching, and even faster approximate searching on the same index structure. We theoretically and empirically compare APCA to all the other techniques and demonstrate its superiority. Approximate nearest neighbor (ANN) search is a fundamental problem in many areas of data mining, machine learning and computer vision. The performance of traditional hierarchical structure (tree) based methods decreases as the dimensionality of data grows, while hashing based methods usually lack efficiency in practice. Recently, the graph based methods have drawn considerable attention. The main idea is that , which we refer as . These methods construct a @math -nearest neighbor ( @math NN) graph offline. And at online search stage, these methods find candidate neighbors of a query point in some way ( , random selection), and then check the neighbors of these candidate neighbors for closer ones iteratively. Despite some promising results, there are mainly two problems with these approaches: 1) These approaches tend to converge to local optima. 2) Constructing a @math NN graph is time consuming. We find that these two problems can be nicely solved when we provide a good initialization for NN-expansion. In this paper, we propose EFANNA, an extremely fast approximate nearest neighbor search algorithm based on @math NN Graph. Efanna nicely combines the advantages of hierarchical structure based methods and nearest-neighbor-graph based methods. Extensive experiments have shown that EFANNA outperforms the state-of-art algorithms both on approximate nearest neighbor search and approximate nearest neighbor graph construction. To the best of our knowledge, EFANNA is the fastest algorithm so far both on approximate nearest neighbor graph construction and approximate nearest neighbor search. A library EFANNA based on this research is released on Github. K-means, a simple and effective clustering algorithm, is one of the most widely used algorithms in computer vision community. Traditional k-means is an iterative algorithm — in each iteration new cluster centers are computed and each data point is re-assigned to its nearest center. The cluster re-assignment step becomes prohibitively expensive when the number of data points and cluster centers are large. In this paper, we propose a novel approximate k-means algorithm to greatly reduce the computational complexity in the assignment step. Our approach is motivated by the observation that most active points changing their cluster assignments at each iteration are located on or near cluster boundaries. The idea is to efficiently identify those active points by pre-assembling the data into groups of neighboring points using multiple random spatial partition trees, and to use the neighborhood information to construct a closure for each cluster, in such a way only a small number of cluster candidates need to be considered when assigning a data point to its nearest cluster. Using complexity analysis, real data clustering, and applications to image retrieval, we show that our approach out-performs state-of-the-art approximate k-means algorithms in terms of clustering quality and efficiency. Minimum variance (MV) beamforming has been studied for improving the performance of a diagnostic ultrasound imaging system. However, it is not easy for the MV beamforming to be implemented in a real-time ultrasound imaging system because of the enormous amount of computation time associated with the covariance matrix inversion. In this paper, to address this problem, we propose a new fast MV beamforming method that almost optimally approximates the MV beamforming while reducing the computational complexity greatly through dimensionality reduction using principal component analysis (PCA). The principal components are estimated offline from pre-calculated conventional MV weights. Thus, the proposed method does not directly calculate the MV weights but approximates them by a linear combination of a few selected dominant principal components. The combinational weights are calculated in almost the same way as in MV beamforming, but in the transformed domain of beamformer input signal by the PCA, where the dimension of the transformed covariance matrix is identical to the number of some selected principal component vectors. Both computer simulation and experiment were carried out to verify the effectiveness of the proposed method with echo signals from simulation as well as phantom and in vivo experiments. It is confirmed that our method can reduce the dimension of the covariance matrix down to as low as 2 × 2 while maintaining the good image quality of MV beamforming. Binary code learning, a.k.a. hashing, has been successfully applied to the approximate nearest neighbor search in large-scale image collections. The key challenge lies in reducing the quantization error from the original real-valued feature space to a discrete Hamming space. Recent advances in unsupervised hashing advocate the preservation of ranking information, which is achieved by constraining the binary code learning to be correlated with pairwise similarity. However, few unsupervised methods consider the preservation of ordinal relations in the learning process, which serves as a more basic cue to learn optimal binary codes. In this paper, we propose a novel hashing scheme, termed Ordinal Constraint Hashing (OCH), which embeds the ordinal relation among data points to preserve ranking into binary codes. The core idea is to construct an ordinal graph via tensor product, and then train the hash function over this graph to preserve the permutation relations among data points in the Hamming space. Subsequently, an in-depth acceleration scheme, termed Ordinal Constraint Projection (OCP), is introduced, which approximates the @math -pair ordinal graph by @math -pair anchor-based ordinal graph, and reduce the corresponding complexity from @math to @math ( @math ). Finally, to make the optimization tractable, we further relax the discrete constrains and design a customized stochastic gradient decent algorithm on the Stiefel manifold. Experimental results on serval large-scale benchmarks demonstrate that the proposed OCH method can achieve superior performance over the state-of-the-art approaches. We develop fast and memory efficient numerical methods for learning functions of many variables that admit sparse representations in terms of general bounded orthonormal tensor product bases. Such functions appear in many applications including, e.g., various Uncertainty Quantification(UQ) problems involving the solution of parametric PDE that are approximately sparse in Chebyshev or Legendre product bases. We expect that our results provide a starting point for a new line of research on sublinear-time solution techniques for UQ applications of the type above which will eventually be able to scale to significantly higher-dimensional problems than what are currently computationally feasible. More concretely, let @math be a finite Bounded Orthonormal Product Basis (BOPB) of cardinality @math . We will develop methods that approximate any function @math that is sparse in the BOPB, that is, @math of the form @math with @math of cardinality @math . Our method has a runtime of just @math , uses only @math function evaluations on a fixed and nonadaptive grid, and not more than @math bits of memory. For @math , the runtime @math will be less than what is required to simply enumerate the elements of the basis @math ; thus our method is the first approach applicable in a general BOPB framework that falls into the class referred to as "sublinear-time". This and the similarly reduced sample and memory requirements set our algorithm apart from previous works based on standard compressive sensing algorithms such as basis pursuit which typically store and utilize full intermediate basis representations of size @math . In this paper we study the worst-case complexity of an inexact Augmented Lagrangian method for nonconvex inequality-constrained problems. Assuming that the penalty parameters are bounded, we prove a complexity bound of @math iterations for the referred algorithm generate an @math -approximate KKT point, for @math . When the penalty parameters are unbounded, we prove an iteration complexity bound of @math , where @math controls the rate of increase of the penalty parameters. For linearly constrained problems, these bounds yield to evaluation complexity bounds of @math and @math , respectively, when suitable @math -order methods ( @math ) are used to approximately solve the unconstrained subproblems at each iteration of our Augmented Lagrangian scheme. In the paper, we study the stochastic alternating direction method of multipliers (ADMM) for the nonconvex optimizations, and propose three classes of the nonconvex stochastic ADMM with variance reduction, based on different reduced variance stochastic gradients. Specifically, the first class called the nonconvex stochastic variance reduced gradient ADMM (SVRG-ADMM), uses a multi-stage scheme to progressively reduce the variance of stochastic gradients. The second is the nonconvex stochastic average gradient ADMM (SAG-ADMM), which additionally uses the old gradients estimated in the previous iteration. The third called SAGA-ADMM is an extension of the SAG-ADMM method. Moreover, under some mild conditions, we establish the iteration complexity bound of @math of the proposed methods to obtain an @math -stationary solution of the nonconvex optimizations. In particular, we provide a general framework to analyze the iteration complexity of these nonconvex stochastic ADMM methods with variance reduction. Finally, some numerical experiments demonstrate the effectiveness of our methods. We present a 6-approximation algorithm for the minimum-cost @math -node connected spanning subgraph problem, assuming that the number of nodes is at least @math . We apply a combinatorial preprocessing, based on the Frank--Tardos algorithm for @math -outconnectivity, to transform any input into an instance such that the iterative rounding method gives a 2-approximation guarantee. This is the first constant factor approximation algorithm even in the asymptotic setting of the problem, that is, the restriction to instances where the number of nodes is lower bounded by a function of @math .