Abstract:Motivated by the settings where sensing the entire tensor is infeasible, this paper proposes a novel tensor compressed sensing model, where measurements are only obtained from sensing each lateral slice via mutually independent matrices. Leveraging the low tubal rank structure, we reparameterize the unknown tensor ${\boldsymbol {\mathcal X}}^\star$ using two compact tensor factors and formulate the recovery problem as a nonconvex minimization problem. To solve the problem, we first propose an alternating minimization algorithm, termed \textsf{Alt-PGD-Min}, that iteratively optimizes the two factors using a projected gradient descent and an exact minimization step, respectively. Despite nonconvexity, we prove that \textsf{Alt-PGD-Min} achieves $\epsilon$-accuracy recovery with $\mathcal O\left( \kappa^2 \log \frac{1}{\epsilon}\right)$ iteration complexity and $\mathcal O\left( \kappa^6rn_3\log n_3 \left( \kappa^2r\left(n_1 + n_2 \right) + n_1 \log \frac{1}{\epsilon}\right) \right)$ sample complexity, where $\kappa$ denotes tensor condition number of $\boldsymbol{\mathcal X}^\star$. To further accelerate the convergence, especially when the tensor is ill-conditioned with large $\kappa$, we prove \textsf{Alt-ScalePGD-Min} that preconditions the gradient update using an approximate Hessian that can be computed efficiently. We show that \textsf{Alt-ScalePGD-Min} achieves $\kappa$ independent iteration complexity $\mathcal O(\log \frac{1}{\epsilon})$ and improves the sample complexity to $\mathcal O\left( \kappa^4 rn_3 \log n_3 \left( \kappa^4r(n_1+n_2) + n_1 \log \frac{1}{\epsilon}\right) \right)$. Experiments validate the effectiveness of the proposed methods.
Abstract:High-dimensional data visualization is crucial in the big data era and these techniques such as t-SNE and UMAP have been widely used in science and engineering. Big data, however, is often distributed across multiple data centers and subject to security and privacy concerns, which leads to difficulties for the standard algorithms of t-SNE and UMAP. To tackle the challenge, this work proposes Fed-tSNE and Fed-UMAP, which provide high-dimensional data visualization under the framework of federated learning, without exchanging data across clients or sending data to the central server. The main idea of Fed-tSNE and Fed-UMAP is implicitly learning the distribution information of data in a manner of federated learning and then estimating the global distance matrix for t-SNE and UMAP. To further enhance the protection of data privacy, we propose Fed-tSNE+ and Fed-UMAP+. We also extend our idea to federated spectral clustering, yielding algorithms of clustering distributed data. In addition to these new algorithms, we offer theoretical guarantees of optimization convergence, distance and similarity estimation, and differential privacy. Experiments on multiple datasets demonstrate that, compared to the original algorithms, the accuracy drops of our federated algorithms are tiny.
Abstract:This paper aims to recover a multi-subspace matrix from permuted data: given a matrix, in which the columns are drawn from a union of low-dimensional subspaces and some columns are corrupted by permutations on their entries, recover the original matrix. The task has numerous practical applications such as data cleaning, integration, and de-anonymization, but it remains challenging and cannot be well addressed by existing techniques such as robust principal component analysis because of the presence of multiple subspaces and the permutations on the elements of vectors. To solve the challenge, we develop a novel four-stage algorithm pipeline including outlier identification, subspace reconstruction, outlier classification, and unsupervised sensing for permuted vector recovery. Particularly, we provide theoretical guarantees for the outlier classification step, ensuring reliable multi-subspace matrix recovery. Our pipeline is compared with state-of-the-art competitors on multiple benchmarks and shows superior performance.
Abstract:Unsupervised anomaly detection (UAD) plays an important role in modern data analytics and it is crucial to provide simple yet effective and guaranteed UAD algorithms for real applications. In this paper, we present a novel UAD method for tabular data by evaluating how much noise is in the data. Specifically, we propose to learn a deep neural network from the clean (normal) training dataset and a noisy dataset, where the latter is generated by adding highly diverse noises to the clean data. The neural network can learn a reliable decision boundary between normal data and anomalous data when the diversity of the generated noisy data is sufficiently high so that the hard abnormal samples lie in the noisy region. Importantly, we provide theoretical guarantees, proving that the proposed method can detect anomalous data successfully, although the method does not utilize any real anomalous data in the training stage. Extensive experiments through more than 60 benchmark datasets demonstrate the effectiveness of the proposed method in comparison to 12 baselines of UAD. Our method obtains a 92.27\% AUC score and a 1.68 ranking score on average. Moreover, compared to the state-of-the-art UAD methods, our method is easier to implement.
Abstract:Feature selection is important for high-dimensional data analysis and is non-trivial in unsupervised learning problems such as dimensionality reduction and clustering. The goal of unsupervised feature selection is finding a subset of features such that the data points from different clusters are well separated. This paper presents a novel method called K-means Derived Unsupervised Feature Selection (K-means UFS). Unlike most existing spectral analysis based unsupervised feature selection methods, we select features using the objective of K-means. We develop an alternating direction method of multipliers (ADMM) to solve the NP-hard optimization problem of our K-means UFS model. Extensive experiments on real datasets show that our K-means UFS is more effective than the baselines in selecting features for clustering.
Abstract:Graph classification is a challenging problem owing to the difficulty in quantifying the similarity between graphs or representing graphs as vectors, though there have been a few methods using graph kernels or graph neural networks (GNNs). Graph kernels often suffer from computational costs and manual feature engineering, while GNNs commonly utilize global pooling operations, risking the loss of structural or semantic information. This work introduces Graph Reference Distribution Learning (GRDL), an efficient and accurate graph classification method. GRDL treats each graph's latent node embeddings given by GNN layers as a discrete distribution, enabling direct classification without global pooling, based on maximum mean discrepancy to adaptively learned reference distributions. To fully understand this new model (the existing theories do not apply) and guide its configuration (e.g., network architecture, references' sizes, number, and regularization) for practical use, we derive generalization error bounds for GRDL and verify them numerically. More importantly, our theoretical and numerical results both show that GRDL has a stronger generalization ability than GNNs with global pooling operations. Experiments on moderate-scale and large-scale graph datasets show the superiority of GRDL over the state-of-the-art, emphasizing its remarkable efficiency, being at least 10 times faster than leading competitors in both training and inference stages.
Abstract:Cooperation between temporal convolutional networks (TCN) and graph convolutional networks (GCN) as a processing module has shown promising results in skeleton-based video anomaly detection (SVAD). However, to maintain a lightweight model with low computational and storage complexity, shallow GCN and TCN blocks are constrained by small receptive fields and a lack of cross-dimension interaction capture. To tackle this limitation, we propose a lightweight module called the Dual Attention Module (DAM) for capturing cross-dimension interaction relationships in spatio-temporal skeletal data. It employs the frame attention mechanism to identify the most significant frames and the skeleton attention mechanism to capture broader relationships across fixed partitions with minimal parameters and flops. Furthermore, the proposed Dual Attention Normalizing Flow (DA-Flow) integrates the DAM as a post-processing unit after GCN within the normalizing flow framework. Simulations show that the proposed model is robust against noise and negative samples. Experimental results show that DA-Flow reaches competitive or better performance than the existing state-of-the-art (SOTA) methods in terms of the micro AUC metric with the fewest number of parameters. Moreover, we found that even without training, simply using random projection without dimensionality reduction on skeleton data enables substantial anomaly detection capabilities.
Abstract:Transformer-based Single Image Deraining (SID) methods have achieved remarkable success, primarily attributed to their robust capability in capturing long-range interactions. However, we've noticed that current methods handle rain-affected and unaffected regions concurrently, overlooking the disparities between these areas, resulting in confusion between rain streaks and background parts, and inabilities to obtain effective interactions, ultimately resulting in suboptimal deraining outcomes. To address the above issue, we introduce the Region Transformer (Regformer), a novel SID method that underlines the importance of independently processing rain-affected and unaffected regions while considering their combined impact for high-quality image reconstruction. The crux of our method is the innovative Region Transformer Block (RTB), which integrates a Region Masked Attention (RMA) mechanism and a Mixed Gate Forward Block (MGFB). Our RTB is used for attention selection of rain-affected and unaffected regions and local modeling of mixed scales. The RMA generates attention maps tailored to these two regions and their interactions, enabling our model to capture comprehensive features essential for rain removal. To better recover high-frequency textures and capture more local details, we develop the MGFB as a compensation module to complete local mixed scale modeling. Extensive experiments demonstrate that our model reaches state-of-the-art performance, significantly improving the image deraining quality. Our code and trained models are publicly available.
Abstract:Discrete distribution clustering (D2C) was often solved by Wasserstein barycenter methods. These methods are under a common assumption that clusters can be well represented by barycenters, which may not hold in many real applications. In this work, we propose a simple yet effective framework based on spectral clustering and distribution affinity measures (e.g., maximum mean discrepancy and Wasserstein distance) for D2C. To improve the scalability, we propose to use linear optimal transport to construct affinity matrices efficiently on large datasets. We provide theoretical guarantees for the success of the proposed methods in clustering distributions. Experiments on synthetic and real data show that our methods outperform the baselines largely in terms of both clustering accuracy and computational efficiency.
Abstract:This paper studies the problem of detecting anomalous graphs using a machine learning model trained on only normal graphs, which has many applications in molecule, biology, and social network data analysis. We present a self-discriminative modeling framework for anomalous graph detection. The key idea, mathematically and numerically illustrated, is to learn a discriminator (classifier) from the given normal graphs together with pseudo-anomalous graphs generated by a model jointly trained, where we never use any true anomalous graphs and we hope that the generated pseudo-anomalous graphs interpolate between normal ones and (real) anomalous ones. Under the framework, we provide three algorithms with different computational efficiencies and stabilities for anomalous graph detection. The three algorithms are compared with several state-of-the-art graph-level anomaly detection baselines on nine popular graph datasets (four with small size and five with moderate size) and show significant improvement in terms of AUC. The success of our algorithms stems from the integration of the discriminative classifier and the well-posed pseudo-anomalous graphs, which provide new insights for anomaly detection. Moreover, we investigate our algorithms for large-scale imbalanced graph datasets. Surprisingly, our algorithms, though fully unsupervised, are able to significantly outperform supervised learning algorithms of anomalous graph detection. The corresponding reason is also analyzed.