Tuo Liu

h-index6
2papers
204citations

2 Papers

11.1LGAug 25, 2022
Adaptively-weighted Integral Space for Fast Multiview Clustering

Man-Sheng Chen, Tuo Liu, Chang-Dong Wang et al.

Multiview clustering has been extensively studied to take advantage of multi-source information to improve the clustering performance. In general, most of the existing works typically compute an n * n affinity graph by some similarity/distance metrics (e.g. the Euclidean distance) or learned representations, and explore the pairwise correlations across views. But unfortunately, a quadratic or even cubic complexity is often needed, bringing about difficulty in clustering largescale datasets. Some efforts have been made recently to capture data distribution in multiple views by selecting view-wise anchor representations with k-means, or by direct matrix factorization on the original observations. Despite the significant success, few of them have considered the view-insufficiency issue, implicitly holding the assumption that each individual view is sufficient to recover the cluster structure. Moreover, the latent integral space as well as the shared cluster structure from multiple insufficient views is not able to be simultaneously discovered. In view of this, we propose an Adaptively-weighted Integral Space for Fast Multiview Clustering (AIMC) with nearly linear complexity. Specifically, view generation models are designed to reconstruct the view observations from the latent integral space with diverse adaptive contributions. Meanwhile, a centroid representation with orthogonality constraint and cluster partition are seamlessly constructed to approximate the latent integral space. An alternate minimizing algorithm is developed to solve the optimization problem, which is proved to have linear time complexity w.r.t. the sample size. Extensive experiments conducted on several realworld datasets confirm the superiority of the proposed AIMC method compared with the state-of-the-art methods.

4.5MLFeb 3
Online Conformal Prediction via Universal Portfolio Algorithms

Tuo Liu, Edgar Dobriban, Francesco Orabona

Online conformal prediction (OCP) seeks prediction intervals that achieve long-run $1-α$ coverage for arbitrary (possibly adversarial) data streams, while remaining as informative as possible. Existing OCP methods often require manual learning-rate tuning to work well, and may also require algorithm-specific analyses. Here, we develop a general regret-to-coverage theory for interval-valued OCP based on the $(1-α)$-pinball loss. Our first contribution is to identify \emph{linearized regret} as a key notion, showing that controlling it implies coverage bounds for any online algorithm. This relies on a black-box reduction that depends only on the Fenchel conjugate of an upper bound on the linearized regret. Building on this theory, we propose UP-OCP, a parameter-free method for OCP, via a reduction to a two-asset portfolio selection problem, leveraging universal portfolio algorithms. We show strong finite-time bounds on the miscoverage of UP-OCP, even for polynomially growing predictions. Extensive experiments support that UP-OCP delivers consistently better size/coverage trade-offs than prior online conformal baselines.