The Umeyama algorithm for matching correlated Gaussian geometric models
in the low-dimensional regime
- URL: http://arxiv.org/abs/2402.15095v1
- Date: Fri, 23 Feb 2024 04:58:54 GMT
- Title: The Umeyama algorithm for matching correlated Gaussian geometric models
in the low-dimensional regime
- Authors: Shuyang Gong and Zhangsong Li
- Abstract summary: Motivated by the problem of matching two correlated random geometric graphs, we study the problem of matching two Gaussian geometric models correlated through a latent node permutation.
We consider two types of (correlated) weighted complete graphs with edge weights given by $A_i,j=langle X_i,X_j rangle$, $B_i,j=langle Y_i,Y_j rangle$.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Motivated by the problem of matching two correlated random geometric graphs,
we study the problem of matching two Gaussian geometric models correlated
through a latent node permutation. Specifically, given an unknown permutation
$\pi^*$ on $\{1,\ldots,n\}$ and given $n$ i.i.d. pairs of correlated Gaussian
vectors $\{X_{\pi^*(i)},Y_i\}$ in $\mathbb{R}^d$ with noise parameter $\sigma$,
we consider two types of (correlated) weighted complete graphs with edge
weights given by $A_{i,j}=\langle X_i,X_j \rangle$, $B_{i,j}=\langle Y_i,Y_j
\rangle$. The goal is to recover the hidden vertex correspondence $\pi^*$ based
on the observed matrices $A$ and $B$. For the low-dimensional regime where
$d=O(\log n)$, Wang, Wu, Xu, and Yolou [WWXY22+] established the information
thresholds for exact and almost exact recovery in matching correlated Gaussian
geometric models. They also conducted numerical experiments for the classical
Umeyama algorithm. In our work, we prove that this algorithm achieves exact
recovery of $\pi^*$ when the noise parameter $\sigma=o(d^{-3}n^{-2/d})$, and
almost exact recovery when $\sigma=o(d^{-3}n^{-1/d})$. Our results approach the
information thresholds up to a $\operatorname{poly}(d)$ factor in the
low-dimensional regime.
Related papers
- Implicit High-Order Moment Tensor Estimation and Learning Latent Variable Models [39.33814194788341]
We study the task of learning latent-variable models.
Motivated by such applications, we develop a general efficient algorithm for implicit moment computation.
By leveraging our general algorithm, we obtain the first-time learners for the following models.
arXiv Detail & Related papers (2024-11-23T23:13:24Z) - Dimension-free Private Mean Estimation for Anisotropic Distributions [55.86374912608193]
Previous private estimators on distributions over $mathRd suffer from a curse of dimensionality.
We present an algorithm whose sample complexity has improved dependence on dimension.
arXiv Detail & Related papers (2024-11-01T17:59:53Z) - Iterative thresholding for non-linear learning in the strong $\varepsilon$-contamination model [3.309767076331365]
We derive approximation bounds for learning single neuron models using thresholded descent.
We also study the linear regression problem, where $sigma(mathbfx) = mathbfx$.
arXiv Detail & Related papers (2024-09-05T16:59:56Z) - A Unified Framework for Uniform Signal Recovery in Nonlinear Generative
Compressed Sensing [68.80803866919123]
Under nonlinear measurements, most prior results are non-uniform, i.e., they hold with high probability for a fixed $mathbfx*$ rather than for all $mathbfx*$ simultaneously.
Our framework accommodates GCS with 1-bit/uniformly quantized observations and single index models as canonical examples.
We also develop a concentration inequality that produces tighter bounds for product processes whose index sets have low metric entropy.
arXiv Detail & Related papers (2023-09-25T17:54:19Z) - Efficiently Learning One-Hidden-Layer ReLU Networks via Schur
Polynomials [50.90125395570797]
We study the problem of PAC learning a linear combination of $k$ ReLU activations under the standard Gaussian distribution on $mathbbRd$ with respect to the square loss.
Our main result is an efficient algorithm for this learning task with sample and computational complexity $(dk/epsilon)O(k)$, whereepsilon>0$ is the target accuracy.
arXiv Detail & Related papers (2023-07-24T14:37:22Z) - Sketching Algorithms and Lower Bounds for Ridge Regression [65.0720777731368]
We give a sketching-based iterative algorithm that computes $1+varepsilon$ approximate solutions for the ridge regression problem.
We also show that this algorithm can be used to give faster algorithms for kernel ridge regression.
arXiv Detail & Related papers (2022-04-13T22:18:47Z) - Seeded graph matching for the correlated Gaussian Wigner model via the projected power method [5.639451539396459]
We analyse the performance of the emphprojected power method (PPM) as a emphseeded graph matching algorithm.
PPM works even in iterations of constant $sigma$, thus extending the analysis in (Mao et al. 2023) for the sparse Correlated Erdos-Renyi(CER) model to the (dense) CGW model.
arXiv Detail & Related papers (2022-04-08T14:31:26Z) - Random Graph Matching in Geometric Models: the Case of Complete Graphs [21.689343447798677]
This paper studies the problem of matching two complete graphs with edge weights correlated through latent geometries.
We derive an approximate maximum likelihood estimator, which provably achieves, with high probability, perfect recovery of $pi*$.
As a side discovery, we show that the celebrated spectral algorithm of [Ume88] emerges as a further approximation to the maximum likelihood in the geometric model.
arXiv Detail & Related papers (2022-02-22T04:14:45Z) - Fast Graph Sampling for Short Video Summarization using Gershgorin Disc
Alignment [52.577757919003844]
We study the problem of efficiently summarizing a short video into several paragraphs, leveraging recent progress in fast graph sampling.
Experimental results show that our algorithm achieves comparable video summarization as state-of-the-art methods, at a substantially reduced complexity.
arXiv Detail & Related papers (2021-10-21T18:43:00Z) - Small Covers for Near-Zero Sets of Polynomials and Learning Latent
Variable Models [56.98280399449707]
We show that there exists an $epsilon$-cover for $S$ of cardinality $M = (k/epsilon)O_d(k1/d)$.
Building on our structural result, we obtain significantly improved learning algorithms for several fundamental high-dimensional probabilistic models hidden variables.
arXiv Detail & Related papers (2020-12-14T18:14:08Z) - Sharp threshold for alignment of graph databases with Gaussian weights [1.6752182911522522]
We study the fundamental limits for reconstruction in weighted graph (or matrix) database alignment.
We prove that there is a sharp threshold for exact recovery of $pi*$.
arXiv Detail & Related papers (2020-10-30T14:42:17Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.