Optimization Can Learn Johnson Lindenstrauss Embeddings
- URL: http://arxiv.org/abs/2412.07242v1
- Date: Tue, 10 Dec 2024 07:07:04 GMT
- Title: Optimization Can Learn Johnson Lindenstrauss Embeddings
- Authors: Nikos Tsikouras, Constantine Caramanis, Christos Tzamos,
- Abstract summary: Randomized methods like Johnson-Lindenstrauss (JL) provide unimprovable theoretical guarantees for achieving such representations.
We present a novel method motivated by diffusion models, that circumvents this fundamental challenge.
We show that by moving through this larger space, the objective converges to a deterministic (zero variance) solution, avoiding bad stationary points.
- Score: 30.652854230884145
- License:
- Abstract: Embeddings play a pivotal role across various disciplines, offering compact representations of complex data structures. Randomized methods like Johnson-Lindenstrauss (JL) provide state-of-the-art and essentially unimprovable theoretical guarantees for achieving such representations. These guarantees are worst-case and in particular, neither the analysis, nor the algorithm, takes into account any potential structural information of the data. The natural question is: must we randomize? Could we instead use an optimization-based approach, working directly with the data? A first answer is no: as we show, the distance-preserving objective of JL has a non-convex landscape over the space of projection matrices, with many bad stationary points. But this is not the final answer. We present a novel method motivated by diffusion models, that circumvents this fundamental challenge: rather than performing optimization directly over the space of projection matrices, we use optimization over the larger space of random solution samplers, gradually reducing the variance of the sampler. We show that by moving through this larger space, our objective converges to a deterministic (zero variance) solution, avoiding bad stationary points. This method can also be seen as an optimization-based derandomization approach and is an idea and method that we believe can be applied to many other problems.
Related papers
- Self-Supervised Dataset Distillation for Transfer Learning [77.4714995131992]
We propose a novel problem of distilling an unlabeled dataset into a set of small synthetic samples for efficient self-supervised learning (SSL)
We first prove that a gradient of synthetic samples with respect to a SSL objective in naive bilevel optimization is textitbiased due to randomness originating from data augmentations or masking.
We empirically validate the effectiveness of our method on various applications involving transfer learning.
arXiv Detail & Related papers (2023-10-10T10:48:52Z) - Multistage Stochastic Optimization via Kernels [3.7565501074323224]
We develop a non-parametric, data-driven, tractable approach for solving multistage optimization problems.
We show that the proposed method produces decision rules with near-optimal average performance.
arXiv Detail & Related papers (2023-03-11T23:19:32Z) - A sub-sampling algorithm preventing outliers [0.0]
We propose an unsupervised exchange procedure that enables us to select a nearly D-optimal subset of observations without high leverage points.
We also provide a supervised version of this exchange procedure, where besides high leverage points also the outliers in the responses are avoided.
Both the unsupervised and the supervised selection procedures are generalized to I-optimality, with the goal of getting accurate predictions.
arXiv Detail & Related papers (2022-08-12T11:03:57Z) - Distributed Sketching for Randomized Optimization: Exact
Characterization, Concentration and Lower Bounds [54.51566432934556]
We consider distributed optimization methods for problems where forming the Hessian is computationally challenging.
We leverage randomized sketches for reducing the problem dimensions as well as preserving privacy and improving straggler resilience in asynchronous distributed systems.
arXiv Detail & Related papers (2022-03-18T05:49:13Z) - Sparse Quadratic Optimisation over the Stiefel Manifold with Application
to Permutation Synchronisation [71.27989298860481]
We address the non- optimisation problem of finding a matrix on the Stiefel manifold that maximises a quadratic objective function.
We propose a simple yet effective sparsity-promoting algorithm for finding the dominant eigenspace matrix.
arXiv Detail & Related papers (2021-09-30T19:17:35Z) - Distributionally Robust Optimization with Markovian Data [8.126833795693699]
We study a program where the probability distribution of the uncertain problem parameters is unknown.
We propose a data-driven distributionally to estimate the problem's objective function and optimal solution.
arXiv Detail & Related papers (2021-06-12T10:59:02Z) - Data-Driven Combinatorial Optimization with Incomplete Information: a
Distributionally Robust Optimization Approach [0.0]
We analyze linear optimization problems where the cost vector is not known a priori, but is only observable through a finite data set.
The goal is to find a procedure that transforms the data set into an estimate of the expected value of the objective function.
arXiv Detail & Related papers (2021-05-28T23:17:35Z) - Sparse PCA via $l_{2,p}$-Norm Regularization for Unsupervised Feature
Selection [138.97647716793333]
We propose a simple and efficient unsupervised feature selection method, by combining reconstruction error with $l_2,p$-norm regularization.
We present an efficient optimization algorithm to solve the proposed unsupervised model, and analyse the convergence and computational complexity of the algorithm theoretically.
arXiv Detail & Related papers (2020-12-29T04:08:38Z) - Least Squares Regression with Markovian Data: Fundamental Limits and
Algorithms [69.45237691598774]
We study the problem of least squares linear regression where the data-points are dependent and are sampled from a Markov chain.
We establish sharp information theoretic minimax lower bounds for this problem in terms of $tau_mathsfmix$.
We propose an algorithm based on experience replay--a popular reinforcement learning technique--that achieves a significantly better error rate.
arXiv Detail & Related papers (2020-06-16T04:26:50Z) - Distributed Averaging Methods for Randomized Second Order Optimization [54.51566432934556]
We consider distributed optimization problems where forming the Hessian is computationally challenging and communication is a bottleneck.
We develop unbiased parameter averaging methods for randomized second order optimization that employ sampling and sketching of the Hessian.
We also extend the framework of second order averaging methods to introduce an unbiased distributed optimization framework for heterogeneous computing systems.
arXiv Detail & Related papers (2020-02-16T09:01:18Z)
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.