Miaoyan Wang

ML
10papers
188citations
Novelty58%
AI Score27

10 Papers

STJan 19, 2022
Multiway Spherical Clustering via Degree-Corrected Tensor Block Models

Jiaxin Hu, Miaoyan Wang

We consider the problem of multiway clustering in the presence of unknown degree heterogeneity. Such data problems arise commonly in applications such as recommendation system, neuroimaging, community detection, and hypergraph partitions in social networks. The allowance of degree heterogeneity provides great flexibility in clustering models, but the extra complexity poses significant challenges in both statistics and computation. Here, we develop a degree-corrected tensor block model with estimation accuracy guarantees. We present the phase transition of clustering performance based on the notion of angle separability, and we characterize three signal-to-noise regimes corresponding to different statistical-computational behaviors. In particular, we demonstrate that an intrinsic statistical-to-computational gap emerges only for tensors of order three or greater. Further, we develop an efficient polynomial-time algorithm that provably achieves exact clustering under mild signal conditions. The efficacy of our procedure is demonstrated through two data applications, one on human brain connectome project, and another on Peru Legislation network dataset.

STNov 8, 2021
Statistical and Computational Efficiency for Smooth Tensor Estimation with Unknown Permutations

Chanwoo Lee, Miaoyan Wang

We consider the problem of structured tensor denoising in the presence of unknown permutations. Such data problems arise commonly in recommendation system, neuroimaging, community detection, and multiway comparison applications. Here, we develop a general family of smooth tensor models up to arbitrary index permutations; the model incorporates the popular tensor block models and Lipschitz hypergraphon models as special cases. We show that a constrained least-squares estimator in the block-wise polynomial family achieves the minimax error bound. A phase transition phenomenon is revealed with respect to the smoothness threshold needed for optimal recovery. In particular, we find that a polynomial of degree up to $(m-2)(m+1)/2$ is sufficient for accurate recovery of order-$m$ tensors, whereas higher degree exhibits no further benefits. This phenomenon reveals the intrinsic distinction for smooth tensor estimation problems with and without unknown permutations. Furthermore, we provide an efficient polynomial-time Borda count algorithm that provably achieves optimal rate under monotonicity assumptions. The efficacy of our procedure is demonstrated through both simulations and Chicago crime data analysis.

MLMay 4, 2021
Nonparametric Trace Regression in High Dimensions via Sign Series Representation

Chanwoo Lee, Lexin Li, Hao Helen Zhang et al.

Learning of matrix-valued data has recently surged in a range of scientific and business applications. Trace regression is a widely used method to model effects of matrix predictors and has shown great success in matrix learning. However, nearly all existing trace regression solutions rely on two assumptions: (i) a known functional form of the conditional mean, and (ii) a global low-rank structure in the entire range of the regression function, both of which may be violated in practice. In this article, we relax these assumptions by developing a general framework for nonparametric trace regression models via structured sign series representations of high dimensional functions. The new model embraces both linear and nonlinear trace effects, and enjoys rank invariance to order-preserving transformations of the response. In the context of matrix completion, our framework leads to a substantially richer model based on what we coin as the "sign rank" of a matrix. We show that the sign series can be statistically characterized by weighted classification tasks. Based on this connection, we propose a learning reduction approach to learn the regression model via a series of classifiers, and develop a parallelable computation algorithm to implement sign series aggregations. We establish the excess risk bounds, estimation error rates, and sample complexities. Our proposal provides a broad nonparametric paradigm to many important matrix learning problems, including matrix regression, matrix completion, multi-task learning, and compressed sensing. We demonstrate the advantages of our method through simulations and two applications, one on brain connectivity study and the other on high-rank image completion.

MLJan 31, 2021
Beyond the Signs: Nonparametric Tensor Completion via Sign Series

Chanwoo Lee, Miaoyan Wang

We consider the problem of tensor estimation from noisy observations with possibly missing entries. A nonparametric approach to tensor completion is developed based on a new model which we coin as sign representable tensors. The model represents the signal tensor of interest using a series of structured sign tensors. Unlike earlier methods, the sign series representation effectively addresses both low- and high-rank signals, while encompassing many existing tensor models -- including CP models, Tucker models, single index models, several hypergraphon models -- as special cases. We show that the sign tensor series is theoretically characterized, and computationally estimable, via classification tasks with carefully-specified weights. Excess risk bounds, estimation error rates, and sample complexities are established. We demonstrate the outperformance of our approach over previous methods on two datasets, one on human brain connectivity networks and the other on topic data mining.

MEDec 18, 2020
Exact Clustering in Tensor Block Model: Statistical Optimality and Computational Limit

Rungang Han, Yuetian Luo, Miaoyan Wang et al.

High-order clustering aims to identify heterogeneous substructures in multiway datasets that arise commonly in neuroimaging, genomics, social network studies, etc. The non-convex and discontinuous nature of this problem pose significant challenges in both statistics and computation. In this paper, we propose a tensor block model and the computationally efficient methods, \emph{high-order Lloyd algorithm} (HLloyd), and high-order spectral clustering (HSC), for high-order clustering. The convergence guarantees and statistical optimality are established for the proposed procedure under a mild sub-Gaussian noise assumption. Under the Gaussian tensor block model, we completely characterize the statistical-computational trade-off for achieving high-order exact clustering based on three different signal-to-noise ratio regimes. The analysis relies on new techniques of high-order spectral perturbation analysis and a ``singular-value-gap-free'' error bound in tensor estimation, which are substantially different from the matrix spectral analyses in the literature. Finally, we show the merits of the proposed procedures via extensive experiments on both synthetic and real datasets.

MLFeb 16, 2020
Tensor denoising and completion based on ordinal observations

Chanwoo Lee, Miaoyan Wang

Higher-order tensors arise frequently in applications such as neuroimaging, recommendation system, social network analysis, and psychological studies. We consider the problem of low-rank tensor estimation from possibly incomplete, ordinal-valued observations. Two related problems are studied, one on tensor denoising and the other on tensor completion. We propose a multi-linear cumulative link model, develop a rank-constrained M-estimator, and obtain theoretical accuracy guarantees. Our mean squared error bound enjoys a faster convergence rate than previous results, and we show that the proposed estimator is minimax optimal under the class of low-rank models. Furthermore, the procedure developed serves as an efficient completion method which guarantees consistent recovery of an order-$K$ $(d,\ldots,d)$-dimensional low-rank tensor using only $\tilde{\mathcal{O}}(Kd)$ noisy, quantized observations. We demonstrate the outperformance of our approach over previous methods on the tasks of clustering and collaborative filtering.

MEOct 21, 2019
Supervised tensor decomposition with features on multiple modes

Jiaxin Hu, Chanwoo Lee, Miaoyan Wang

Higher-order tensors have received increased attention across science and engineering. While most tensor decomposition methods are developed for a single tensor observation, scientific studies often collect side information, in the form of node features and interactions thereof, together with the tensor data. Such data problems are common in neuroimaging, network analysis, and spatial-temporal modeling. Identifying the relationship between a high-dimensional tensor and side information is important yet challenging. Here, we develop a tensor decomposition method that incorporates multiple feature matrices as side information. Unlike unsupervised tensor decomposition, our supervised decomposition captures the effective dimension reduction of the data tensor confined to feature space of interest. An efficient alternating optimization algorithm with provable spectral initialization is further developed. Our proposal handles a broad range of data types, including continuous, count, and binary observations. We apply the method to diffusion tensor imaging data from human connectome project and multi-relational political network data. We identify the key global connectivity pattern and pinpoint the local regions that are associated with available features. Our simulation code, R-package tensorregress, and datasets used in the paper are available at https://CRAN.R-project.org/package=tensorregress.

MLJun 10, 2019
Multiway clustering via tensor block models

Miaoyan Wang, Yuchen Zeng

We consider the problem of identifying multiway block structure from a large noisy tensor. Such problems arise frequently in applications such as genomics, recommendation system, topic modeling, and sensor network localization. We propose a tensor block model, develop a unified least-square estimation, and obtain the theoretical accuracy guarantees for multiway clustering. The statistical convergence of the estimator is established, and we show that the associated clustering procedure achieves partition consistency. A sparse regularization is further developed for identifying important blocks with elevated means. The proposal handles a broad range of data types, including binary, continuous, and hybrid observations. Through simulation and application to two real datasets, we demonstrate the outperformance of our approach over previous methods.

MLNov 13, 2018
Learning from Binary Multiway Data: Probabilistic Tensor Decomposition and its Statistical Optimality

Miaoyan Wang, Lexin Li

We consider the problem of decomposing a higher-order tensor with binary entries. Such data problems arise frequently in applications such as neuroimaging, recommendation system, topic modeling, and sensor network localization. We propose a multilinear Bernoulli model, develop a rank-constrained likelihood-based estimation method, and obtain the theoretical accuracy guarantees. In contrast to continuous-valued problems, the binary tensor problem exhibits an interesting phase transition phenomenon according to the signal-to-noise ratio. The error bound for the parameter tensor estimation is established, and we show that the obtained rate is minimax optimal under the considered model. Furthermore, we develop an alternating optimization algorithm with convergence guarantees. The efficacy of our approach is demonstrated through both simulations and analyses of multiple data sets on the tasks of tensor completion and clustering.

LGDec 12, 2016
Tensor Decompositions via Two-Mode Higher-Order SVD (HOSVD)

Miaoyan Wang, Yun S. Song

Tensor decompositions have rich applications in statistics and machine learning, and developing efficient, accurate algorithms for the problem has received much attention recently. Here, we present a new method built on Kruskal's uniqueness theorem to decompose symmetric, nearly orthogonally decomposable tensors. Unlike the classical higher-order singular value decomposition which unfolds a tensor along a single mode, we consider unfoldings along two modes and use rank-1 constraints to characterize the underlying components. This tensor decomposition method provably handles a greater level of noise compared to previous methods and achieves a high estimation accuracy. Numerical results demonstrate that our algorithm is robust to various noise distributions and that it performs especially favorably as the order increases.