Research map / Learning theory and algorithms / Sample complexity
Improved algorithm and bounds for successive projection
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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
- Toy example: the improved SPA bound gives max error <= 18.7 versus 2151.3 from the prior bound (Lemma-based), with g_new = 6.577e2 vs g = 4.3025e4.
- Theory: pp-SPA error rate is sqrt(2c0 log n) when d/n is small versus SPA's sqrt(max{d, 2log n}), improving by factor sqrt(log n / d) when d >> log n.
- Simulations (K=3, d=2 to 50): pp-SPA outperforms SPA, P-SPA, D-SPA and robust-SPA for d>10 and d<=10 regimes described.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| use pp-SPA instead of SPA | SPA · d >> log(n) | vertex-hunting error bound: factor of \sqrt{\log(n)/d} | Helped |
| use pp-SPA instead of SPA | SPA · d = O(log(n)) | error-bound order (β_new): c_0 | Helped |
| 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 table | error-bound order (β_new): c_0<1 | Helped |
| add denoising in the original, unprojected space (ablation) | SPA · d << sqrt(log(n)) | error-bound order (β_new): constant factor | Helped |
| skip hyperplane projection (ablation) | D-SPA · d >> log(n) | numerical vertex-hunting error | Hurt |
| combine hyperplane projection and denoising | SPA · Experiments 1–3 | average vertex-hunting error | Helped |
Surprising findings
- D-SPA (denoise without projection) underperforms robust-SPA when d>10, indicating denoising original high-dimensional data is ineffective.
Limitations
- Assumes Gaussian (or subGaussian) noise; results extended only informally to subGaussian.
- Theoretical rates require conditions like K=o(log n / log log n), d=o(sqrt n), and sigma sqrt(log n)/s_{K-1}(tilde V) -> 0.
- Denoise parameters N and Delta are heuristic in practice (N=3, Delta = max||Y_i - Ybar||/5).
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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