论文标题

扩散图的光谱收敛:改善误差边界和替代归一化

Spectral convergence of diffusion maps: improved error bounds and an alternative normalisation

论文作者

Wormell, Caroline L., Reich, Sebastian

论文摘要

扩散图是一种广泛用于降低维度的多种学习算法。使用来自分布的样本,它近似于相关的拉普拉斯 - 贝特拉米操作员的特征值和特征功能。但是,近似误差的理论界限通常比实践中看到的速率要弱得多。本文使用新的方法来改善在高言语上支持分布的模型情况下的误差界限。对于误差的数据采样(方差)组件,我们在某些耐寒空间上进行了空间局部的紧凑型嵌入估计;我们研究确定性(偏见)成分是拉普拉斯 - 贝特拉米操作员相关PDE的扰动,并应用了相关的光谱稳定性结果。使用这些方法,我们将光谱数据和运算符离散化的标准收敛性匹配长期存在的误差界。 我们还基于凹痕重量引入了扩散图的替代标准化。该归一化近似于样品上的langevin扩散,并产生对称操作员的近似。我们证明,与平面域上的标准归一化相比,它具有更好的收敛性,并提出了一种高效的算法来计算沉没的重量。

Diffusion maps is a manifold learning algorithm widely used for dimensionality reduction. Using a sample from a distribution, it approximates the eigenvalues and eigenfunctions of associated Laplace-Beltrami operators. Theoretical bounds on the approximation error are however generally much weaker than the rates that are seen in practice. This paper uses new approaches to improve the error bounds in the model case where the distribution is supported on a hypertorus. For the data sampling (variance) component of the error we make spatially localised compact embedding estimates on certain Hardy spaces; we study the deterministic (bias) component as a perturbation of the Laplace-Beltrami operator's associated PDE, and apply relevant spectral stability results. Using these approaches, we match long-standing pointwise error bounds for both the spectral data and the norm convergence of the operator discretisation. We also introduce an alternative normalisation for diffusion maps based on Sinkhorn weights. This normalisation approximates a Langevin diffusion on the sample and yields a symmetric operator approximation. We prove that it has better convergence compared with the standard normalisation on flat domains, and present a highly efficient algorithm to compute the Sinkhorn weights.

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