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流形自适应维数估计

Manifold-adaptive dimension estimation
课程网址: http://videolectures.net/icml07_farahmand_made/  
主讲教师: Amir-massoud Farahmand
开课单位: 阿尔伯塔大学
开课时间: 2007-06-24
课程语种: 英语
中文简介:
直观地,当数据点位于输入空间的低维子流形上时,学习应该更容易。最近,人们越来越关注旨在利用数据的这种几何特性的算法。通常,这些算法需要首先估计歧管的尺寸。在本文中,我们提出了一种维数估计算法,并研究其有限样本行为。该算法使用最近邻技术在数据点周围局部估计维度,然后组合这些局部估计。我们证明了所得估计的收敛速度与输入空间的维数无关,因此算法是“多种自适应的”。因此,当支持数据的流形是低维的时,该算法可以比未利用该属性的对应物指数地更有效。我们的计算机实验证实了获得的理论结果
课程简介: Intuitively, learning should be easier when the data points lie on a low-dimensional submanifold of the input space. Recently there has been a growing interest in algorithms that aim to exploit such geometrical properties of the data. Oftentimes these algorithms require estimating the dimension of the manifold first. In this paper we propose an algorithm for dimension estimation and study its finite-sample behaviour. The algorithm estimates the dimension locally around the data points using nearest neighbor techniques and then combines these local estimates. We show that the rate of convergence of the resulting estimate is independent of the dimension of the input space and hence the algorithm is "manifold-adaptive". Thus, when the manifold supporting the data is low dimensional, the algorithm can be exponentially more efficient than its counterparts that are not exploiting this property. Our computer experiments confirm the obtained theoretical results.
关 键 词: 低维子流形; 维数估计算法; 有限样本
课程来源: 视频讲座网
最后编审: 2019-04-17:lxf
阅读次数: 71