Compressive Statistical Learning with Random Feature Moments
hal.structure.identifier | Parcimonie et Nouveaux Algorithmes pour le Signal et la Modélisation Audio [PANAMA] | |
hal.structure.identifier | Dynamic Networks : Temporal and Structural Capture Approach [DANTE] | |
dc.contributor.author | GRIBONVAL, Rémi | |
hal.structure.identifier | Institut für Mathematik [Potsdam] | |
hal.structure.identifier | Understanding the Shape of Data [DATASHAPE] | |
hal.structure.identifier | Laboratoire de Mathématiques d'Orsay [LMO] | |
dc.contributor.author | BLANCHARD, Gilles | |
hal.structure.identifier | Parcimonie et Nouveaux Algorithmes pour le Signal et la Modélisation Audio [PANAMA] | |
hal.structure.identifier | GIPSA Pôle Géométrie, Apprentissage, Information et Algorithmes [GIPSA-GAIA] | |
dc.contributor.author | KERIVEN, Nicolas | |
hal.structure.identifier | Parcimonie et Nouveaux Algorithmes pour le Signal et la Modélisation Audio [PANAMA] | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | TRAONMILIN, Yann | |
dc.date.accessioned | 2024-04-04T02:46:16Z | |
dc.date.available | 2024-04-04T02:46:16Z | |
dc.date.issued | 2021-08-21 | |
dc.identifier.issn | 2520-2316 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/191535 | |
dc.description.abstractEn | We describe a general framework --compressive statistical learning-- for resource-efficient large-scale learning: the training collection is compressed in one pass into a low-dimensional sketch (a vector of random empirical generalized moments) that captures the information relevant to the considered learning task. A near-minimizer of the risk is computed from the sketch through the solution of a nonlinear least squares problem. We investigate sufficient sketch sizes to control the generalization error of this procedure. The framework is illustrated on compressive PCA, compressive clustering, and compressive Gaussian mixture Modeling with fixed known variance. The latter two are further developed in a companion paper. | |
dc.description.sponsorship | Algorithmes, Approximations, Parcimonie et Plongements pour l'IA - ANR-19-CHIA-0009 | |
dc.description.sponsorship | Approches statistiquement et computationnellement efficicaces pour l'intelligence artificielle - ANR-19-CHIA-0021 | |
dc.language.iso | en | |
dc.publisher | EMS Publishing House | |
dc.subject.en | Dimension reduction | |
dc.subject.en | statistical learning | |
dc.subject.en | Kernel mean embedding | |
dc.subject.en | sketching | |
dc.subject.en | random features | |
dc.subject.en | excess risk control | |
dc.subject.en | random moments | |
dc.title.en | Compressive Statistical Learning with Random Feature Moments | |
dc.type | Article de revue | |
dc.identifier.doi | 10.4171/msl/20 | |
dc.subject.hal | Mathématiques [math]/Statistiques [math.ST] | |
dc.subject.hal | Informatique [cs]/Apprentissage [cs.LG] | |
dc.subject.hal | Informatique [cs]/Théorie de l'information [cs.IT] | |
dc.identifier.arxiv | 1706.07180 | |
dc.description.sponsorshipEurope | PLEASE: Projections, Learning, and Sparsity for Efficient data-processing | |
bordeaux.journal | Mathematical Statistics and Learning | |
bordeaux.page | 113–164 | |
bordeaux.volume | 3 | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.issue | 2 | |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-01544609 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-01544609v1 | |
bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Mathematical%20Statistics%20and%20Learning&rft.date=2021-08-21&rft.volume=3&rft.issue=2&rft.spage=113%E2%80%93164&rft.epage=113%E2%80%93164&rft.eissn=2520-2316&rft.issn=2520-2316&rft.au=GRIBONVAL,%20R%C3%A9mi&BLANCHARD,%20Gilles&KERIVEN,%20Nicolas&TRAONMILIN,%20Yann&rft.genre=article |
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