The size of data generated every year follows an exponential growth. The number of data points as well as the dimensions have increased dramatically the past 15 years. The gap between the demand from the industry in data processing and the solutions provided by the machine learning community is increasing. Despite the growth in memory and computational power, advanced statistical processing on the order of gigabytes is beyond any possibility. Most sophisticated Machine Learning algorithms require at least quadratic complexity. With the current computer model architecture, algorithms with higher complexity than linear O(N) or O(N logN) are not considered practical. Dimensionality reduction is a challenging problem in machine learning. Often data represented as multidimensional points happen to have high dimensionality. It turns out that the information they carry can be expressed with much less dimensions. Moreover the reduced dimensions of the data can have better interpretability than the original ones. There is a great variety of dimensionality reduction algorithms under the theory of Manifold Learning. Most of the methods such as Isomap, Local Linear Embedding, Local Tangent Space Alignment, Diffusion Maps etc. have been extensively studied under the framework of Kernel Principal Component Analysis (KPCA). In this dissertation we study two current state of the art dimensionality reduction methods, Maximum Variance Unfolding (MVU) and Non-Negative Matrix Factorization (NMF). These two dimensionality reduction methods do not fit under the umbrella of Kernel PCA. MVU is cast as a Semidefinite Program, a modern convex nonlinear optimization algorithm, that offers more flexibility and power compared to iv KPCA. Although MVU and NMF seem to be two disconnected problems, we show that there is a connection between them. Both are special cases of a general nonlinear factorization algorithm that we developed. Two aspects of the algorithms are of particular interest: computational complexity and interpretability. In other words computational complexity answers the question of how fast we can find the best solution of MVU/NMF for large data volumes. Since we are dealing with optimization programs, we need to find the global optimum. Global optimum is strongly connected with the convexity of the problem. Interpretability is strongly connected with local isometry1 that gives meaning in relationships between data points. Another aspect of interpretability is association of data with labeled information. The contributions of this thesis are the following:
1. MVU is modified so that it can scale more efficient. Results are shown on 1 million speech datasets. Limitations of the method are highlighted.
2. An algorithm for fast computations for the furthest neighbors is presented for the first time in the literature.
3. Construction of optimal kernels for Kernel Density Estimation with modern convex programming is presented. For the first time we show that the Leave One Cross Validation (LOOCV) function is quasi-concave.
4. For the first time NMF is formulated as a convex optimization problem
5. An algorithm for the problem of Completely Positive Matrix Factorization is presented.
6. A hybrid algorithm of MVU and NMF the isoNMF is presented combining advantages of both methods.
7. The Isometric Separation Maps (ISM) a variation of MVU that contains classification information is presented.
8. Large scale nonlinear dimensional analysis on the TIMIT speech database is performed.
9. A general nonlinear factorization algorithm is presented based on sequential convex programming. Despite the efforts to scale the proposed methods up to 1 million data points in reasonable time, the gap between the industrial demand and the current state of the art is still orders of magnitude wide.
| Identifer | oai:union.ndltd.org:GATECH/oai:smartech.gatech.edu:1853/28120 |
| Date | 30 March 2009 |
| Creators | Vasiloglou, Nikolaos |
| Publisher | Georgia Institute of Technology |
| Source Sets | Georgia Tech Electronic Thesis and Dissertation Archive |
| Detected Language | English |
| Type | Dissertation |
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