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Improved algorithm and bounds for successive projection

ICLR 2024 · Learning theory and algorithms › Sample complexity · approach: Statistical-query lower bounds · 1 citations (OpenAlex)

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Proposes pseudo-point SPA (pp-SPA), which projects data onto a best-fit hyperplane and denoises by neighborhood averaging before successive projection, and gives sharper non-asymptotic and extreme-value-based error bounds for vertex hunting.

Problem

Vertex hunting on a noisy simplex: estimating the K vertices from n noisy points, where the successive projection algorithm (SPA) is sensitive to noise and outliers and is biased outward.

Approach

Combine a hyperplane projection (SVD-based, to K-1 dimensions) with a neighborhood-averaging denoise step that produces pseudo-points, then run SPA; a geometric proof yields a sharper bound for SPA depending on s_{K-1}(V) rather than s_K(V).

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use pp-SPA instead of SPASPA · d >> log(n)vertex-hunting error bound: factor of \sqrt{\log(n)/d}Helped
use pp-SPA instead of SPASPA · d = O(log(n))error-bound order (β_new): c_0Helped
add hyperplane projection (ablation)SPA · d >> log(n)vertex-hunting error bound: factor of \sqrt{\log(n)/d}Helped
add hyperplane projection (ablation)SPA · d = O(log(n))error-bound order (β_new)Helped
add denoising after projection (ablation)P-SPA · three of the four dimension regimes in the tableerror-bound order (β_new): c_0<1Helped
add denoising in the original, unprojected space (ablation)SPA · d << sqrt(log(n))error-bound order (β_new): constant factorHelped
skip hyperplane projection (ablation)D-SPA · d >> log(n)numerical vertex-hunting errorHurt
combine hyperplane projection and denoisingSPA · Experiments 1–3average vertex-hunting errorHelped

Surprising findings

Limitations

Experimental setup

Datasets: simulated data from Gaussian noise model

Benchmarks: simulated vertex hunting experiments

Metrics: max vertex estimation error

Baselines: SPA robust-SPA P-SPA D-SPA

Builds on: successive projection algorithm Mixed-SCORE Topic-SCORE

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