论文标题

基于矩阵优化的欧几里得与离群值嵌入

Matrix optimization based Euclidean embedding with outliers

论文作者

Zhang, Qian, Zhao, Xinyuan, Ding, Chao

论文摘要

从包含异常错误的嘈杂观察结果中嵌入欧几里得是统计和机器学习中的重要且具有挑战性的问题。由于缺乏检测能力,许多现有的方法将与异常值困难。在本文中,我们提出了一个基于矩阵优化的嵌入模型,该模型可以产生可靠的嵌入并共同识别异常值。我们表明,通过所提出的方法获得的估计器满足非反应风险的结合,这意味着该模型提供了高精度估计器,当样本量的阶数大约是自由度的程度时,其可能性很高。此外,我们表明,在某些轻度条件下,提出的模型还可以识别出异常值,而无需任何先前的信息,概率很高。最后,数值实验表明,基于矩阵优化的模型可以产生高质量的配置,甚至可以成功识别大型网络的离群值。

Euclidean embedding from noisy observations containing outlier errors is an important and challenging problem in statistics and machine learning. Many existing methods would struggle with outliers due to a lack of detection ability. In this paper, we propose a matrix optimization based embedding model that can produce reliable embeddings and identify the outliers jointly. We show that the estimators obtained by the proposed method satisfy a non-asymptotic risk bound, implying that the model provides a high accuracy estimator with high probability when the order of the sample size is roughly the degree of freedom up to a logarithmic factor. Moreover, we show that under some mild conditions, the proposed model also can identify the outliers without any prior information with high probability. Finally, numerical experiments demonstrate that the matrix optimization-based model can produce configurations of high quality and successfully identify outliers even for large networks.

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