nips nips2012 nips2012-128 knowledge-graph by maker-knowledge-mining

128 nips-2012-Fast Resampling Weighted v-Statistics


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Author: Chunxiao Zhou, Jiseong Park, Yun Fu

Abstract: In this paper, a novel and computationally fast algorithm for computing weighted v-statistics in resampling both univariate and multivariate data is proposed. To avoid any real resampling, we have linked this problem with finite group action and converted it into a problem of orbit enumeration. For further computational cost reduction, an efficient method is developed to list all orbits by their symmetry orders and calculate all index function orbit sums and data function orbit sums recursively. The computational complexity analysis shows reduction in the computational cost from n! or nn level to low-order polynomial level. 1

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Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 edu Abstract In this paper, a novel and computationally fast algorithm for computing weighted v-statistics in resampling both univariate and multivariate data is proposed. [sent-7, score-0.32]

2 To avoid any real resampling, we have linked this problem with finite group action and converted it into a problem of orbit enumeration. [sent-8, score-0.747]

3 For further computational cost reduction, an efficient method is developed to list all orbits by their symmetry orders and calculate all index function orbit sums and data function orbit sums recursively. [sent-9, score-1.857]

4 The key idea of resampling is to generate the empirical distribution of a test statistic by resampling with or without replacement from the original observations. [sent-16, score-0.553]

5 One of the most important problems in resampling is calculating resampling statistics, i. [sent-20, score-0.524]

6 , the expected values of test statistics under the resampling distribution, because resampling statistics are compact representatives of the resampling distribution. [sent-22, score-0.801]

7 In addition, a resampling distribution may be approximated by a parametric model with some resampling statistics, for example, the first several moments of a resampling distribution [5, 16]. [sent-23, score-0.782]

8 In this paper, we focus on computing resampling weighted vstatistics [18] (see Section 2 for the formal definition). [sent-24, score-0.337]

9 Traditionally, estimation of resampling statistics is solved by random sampling since exhaustive examination of the resampling space is usually ill advised [5,16]. [sent-31, score-0.548]

10 To date, there is no systematic and efficient solution to the issue of exact calculation of resampling statistics. [sent-33, score-0.321]

11 , indices of all possible k observations ) into several permutation equivalent index subsets such that the summa1 tion of the data/index function term over all permutations is invariant within each subset and can be calculated without conducting any permutation. [sent-41, score-0.362]

12 However, methods for listing all permutation equivalent index subsets and calculating of the respective cardinalities were not emphasized in the previous publication [21]. [sent-43, score-0.423]

13 Even only for calculating the first four moments of a second order resampling weighted v statistic, hundreds of index subsets and thousands of coefficients have to be derived manually. [sent-45, score-0.564]

14 In this paper, we propose a novel and computationally fast algorithm for computing weighted vstatistics in resampling both univariate and multivariate data. [sent-48, score-0.35]

15 In the proposed algorithm, the calculation of weighted v-statistics is considered as a summation of products of data function terms and index function terms over a high-dimensional index set and all possible resamplings with or without replacement. [sent-49, score-0.553]

16 To avoid any resampling, we link this problem with finite group actions and convert it into a problem of orbit enumeration [10]. [sent-50, score-0.692]

17 For further computational cost reduction, an efficient method has been developed to list all orbits by their symmetry order and to calculate all index function orbit sums and data function orbit sums recursively. [sent-51, score-1.857]

18 We have built up a solid theoretical framework that explains the symmetry of resampling statistics using a product of several symmetric groups. [sent-56, score-0.34]

19 In addition, by associating this problem with finite group action, we have developed an algorithm to enumerate all orbits by their symmetry order and generated a recursive relationship for orbits sum calculation systematically. [sent-57, score-0.657]

20 All resampling strategies, such as permutation and bootstrap, are also more or less symmetric. [sent-60, score-0.368]

21 Pn This study is focused on computing resampling weighted v-statistics, i. [sent-62, score-0.307]

22 Thus the r-th moment of a resampling weighted v-statistic can be considered as a summation of r products of data function terms and index function terms over a high-dimensional index set Ud = dr {1, · · · , n} and all possible resamplings in R. [sent-77, score-0.833]

23 Since both index space and resampling space are huge, it is computationally expensive for calculating resampling statistics directly. [sent-78, score-0.729]

24 For terminology convenience, {(i1 , · · · , i1 ), · · · , (ir , · · · , ir )} is called an index paragraph, which 1 1 d d includes r index sentences (ik , · · · , ik ), k = 1, · · · , r, and each index sentence has d index words 1 d ik , j = 1, · · · , d. [sent-79, score-1.273]

25 Note that there are three different types of symmetry in computing resampling j weighted v-statistics. [sent-80, score-0.369]

26 The first symmetry is that permutation of the order of index words will not affect the result since the data function is assumed to be symmetric. [sent-81, score-0.384]

27 The second symmetry is the permutation of the order of index sentences since multiplication is commutative. [sent-82, score-0.387]

28 The third symmetry is that each possible resampling is equally likely to be chosen. [sent-83, score-0.314]

29 ·ik ) d ⌘o , (2) n {1, · · · , n}dr = {(i1 , · · · , i1 ), · · · , (ir , · · · , ir )}|ik 2 m 1 1 d d o {1, · · · , n}; m = 1, · · · , d; k = 1, · · · , r is then divided into disjoint index subsets, in ⇣Q ⌘ r which E h(x ·ik , · · · , x ·ik ) is invariant. [sent-85, score-0.318]

30 Each part of the set partition is called an orbit that denotes the trajectory moved by all elements within the group. [sent-101, score-0.64]

31 Two elements, x and y 2 X fall into the same orbit if there exists a g 2 G such that x = g · y. [sent-103, score-0.607]

32 A transversal of orbits is a set of representatives containing exactly one element from each orbit. [sent-105, score-0.537]

33 The action of G := Sn ⇥ Sr ⇥ Sd r on the index set Ud is defined as 3 ( , ⌧, ⇡1 , · · · , ⇡r ) · ik := m · i⌧ ⇡ k 1 1 ·k , ·m where m 2 {1, · · · , d}, and k 2 {1, · · · , r}. [sent-112, score-0.424]

34 Here, ⇡k denotes the permutation of the order of index words within the k-th index sentence, ⌧ denotes the permutation of the order of r index sentences, and denotes the permutation of the value of an index word from 1 to n. [sent-113, score-1.172]

35 , the number 1 1 d d of indices within the index orbit [{(i1 , · · · , i1 ), · · · , (ir , · · · , ir )}]. [sent-134, score-0.925]

36 1 1 d d ⇣Q ⌘ r Due to the invariance property of E h(x ·ik , · · · , x ·ik ) , the calculation of permutation k=1 1 d statistics can be simplified by summing up all index function product terms in each index orbit. [sent-135, score-0.584]

37 (6) Proposition 2 shows that the calculation of resampling weighted v-statistics can be solved by computing data function orbit sums, index function orbit sums, and cardinalities of all orbits defined in definition 1. [sent-139, score-2.02]

38 Now we demonstrate how to calculate orbit cardinalities, h and w . [sent-141, score-0.629]

39 The following shows a naive algorithm to enumerate all index paragraphs and cardinality of each orbit r of G Ud , which are needed to calculate h and w . [sent-142, score-0.939]

40 Note that listing the index paragraphs of each orbit is equivalent to finding all connected components in the Cayley Action Graph, which can be performed by using existing depth-first or breadth-first search methods [15]. [sent-158, score-0.899]

41 In other words, we can not list all index orbits before we know the data size n. [sent-163, score-0.425]

42 1 i2 1 2 r G \ \U d 3 1 r G * \ \U d * 1 i1 2 3 Cayley action graph 1 Set of orbits U 2 [{(1,1)}] [{(1,2)}] Figure 1: Cayley action graph for G ⇤ 1 U2 . [sent-165, score-0.422]

43 For computing h and w , we find that we do not need to know all the index paragraphs within each index orbit. [sent-168, score-0.445]

44 Since each orbit is well structured, it is enough to only list a transversal of orbits r G Ud and corresponding cardinalities. [sent-169, score-1.144]

45 Actually, the 1 2 n o transversal L = {(1, 1)}, {(1, 2)} carries all the above information. [sent-173, score-0.304]

46 We define an index set Ud ⇤ = {1, · · · , dr}dr = {(i1 , · · · , i1 ), · · · , (ir , · · · , ir )}|ik m 1 1 d d o r ⇤ 2 {1, · · · , dr}; m = 1, · · · , d; k = 1, · · · , r and a group G := Sdr ⇥ Sr ⇥ Sd . [sent-176, score-0.389]

47 The transversal of G⇤ r Ud ⇤ is also a transversal of G r Ud . [sent-181, score-0.608]

48 r By proposition 3, we notice that the listing of the transversal of G Ud is equivalent to the listing of ⇤ r⇤ the transversal of G Ud (see Figure 2). [sent-182, score-0.715]

49 r Furthermore, finding the transversal of G⇤ Ud ⇤ can be done without knowning sample size n. [sent-184, score-0.304]

50 Due r r to the structure of each orbit of G Ud , we can calculate the cardinality of each orbit of G Ud ⇤ r⇤ r ⇤ r⇤ with the transversal of G Ud , although G Ud and G Ud have different caridnalities for corresponding orbits. [sent-185, score-1.566]

51 Table 1: Offline double sided searching algorithm for listing the transversal Input: d and r, 1. [sent-186, score-0.385]

52 Starting from an orbit representative {(1, · · · , d), · · · , ((r 1)d + 1, · · · , rd)} r 2. [sent-187, score-0.62]

53 Construct the transversal of Sdr Ud ⇤ by merging r 3. [sent-188, score-0.35]

54 Construct the transversal of of G⇤ Ud ⇤ by graph isomorphism testing 4. [sent-189, score-0.372]

55 Ending to an orbit representative {(1, · · · , 1), · · · , (1, · · · , 1)} r Output: a transversal L of G Ud , #( ), #( ! [sent-190, score-0.924]

56 ⌫), and merging order(symmetry order) of orbits Comparing with the Cayley Action Graph naive algorithm, our improved algorithm lists the transverr sal of G Ud and calculates the cardinalities of all orbits more efficiently. [sent-191, score-0.528]

57 In addition, the improved algorithm also assigns a symmetry order to all orbits, which helps further reduce the computational 5 cost of the data function orbit sum h and the index function orbit sum w . [sent-192, score-1.564]

58 On r one hand, it is challenging to directly list the transversal of G⇤ Ud ⇤ . [sent-194, score-0.323]

59 These two group r actions help us find the transversal of G⇤ Ud ⇤ efficiently with a double sided searching method. [sent-196, score-0.431]

60 Each orbit of Sdr [{(i1 , · · · , i1 ), · · · , (ir , · · · , ir )}]s . [sent-199, score-0.733]

61 1 1 d d · ik , where 2 m r Ud ⇤ is denoted by Note the group action defined in definition 3 only allows permutation of index values, it does not allow shuffling of index words within each index sentence or of index sentences. [sent-200, score-1.223]

62 In addition, it is easy to r construct a transversal of Sdr Ud ⇤ by merging distinct index elements. [sent-203, score-0.557]

63 Given a representative I, which includes at least two distinct index values, for example i 6= j, an operation called merging replaces all index values of i or j with min(i, j). [sent-205, score-0.472]

64 The action of Sdr ⇥Sdr on the index set Ud ⇤ is defined as ·i✓ 1 ·(k,m)s , where ✓ 2 Sdr w denotes a permutation of all dr index words without any restriction, i. [sent-208, score-0.653]

65 ✓ 1 · (k, m)s denotes the index sentence location after permutation ✓, and ✓ 1 · (k, m)w denotes the index word location after r permutation ✓. [sent-210, score-0.666]

66 The orbit of Sdr ⇥ Sdr Ud ⇤ is denoted by [{(i1 , · · · , i1 ), · · · , (ir , · · · , ir )}]l . [sent-211, score-0.733]

67 1 1 d d Since the group action defined in definition 5 allows free shuffling of the order of all dr index r words, the order does not matter for Sdr ⇥ Sdr Ud ⇤ and shuffling can across different sentences. [sent-212, score-0.388]

68 A transversal of Sdr Ud ⇤ can be generated by all possible mergings of s [{(1, · · · , d), · · · , (d(r 1) + 1, · · · , dr)}] . [sent-216, score-0.304]

69 r Ud ⇤ is equivalent to the integer partition We start the transversal graph construction from an initial orbit [{(1, · · · , d), · · · , (d(r 1) + r 1, · · · , dr)}]s , i. [sent-219, score-0.965]

70 Then we generate new orbits of Sdr Ud ⇤ by merging distinct index values in existing orbits until we meet [{(1, · · · , 1), · · · , (1, · · · , 1)}]s , i. [sent-221, score-0.681]

71 We also add an edge from an existing orbit to a new orbit generated by merging the existing one. [sent-224, score-1.26]

72 r r Now we generate the transversal of G⇤ Ud ⇤ from that of Sdr Ud ⇤ . [sent-226, score-0.304]

73 Actually, orbit equivalence checking is equivalent to the classical graph isomorphism problem since we can consider each index word as a vertex and connect two index words if they belong to the same index sentence. [sent-228, score-1.28]

74 Figure 4 shows a transversal of G⇤ U2 ⇤ 2 2 generated from that of S4 U2 (Figure 3). [sent-230, score-0.304]

75 By proposition 3, it is also a transversal of G U2 . [sent-231, score-0.333]

76 ⇤ r⇤ r⇤ Since G Ud is a finer partition of Sdr ⇥ Sdr Ud , orbit equivalence testing is only necessary r when two orbits of Sdr Ud ⇤ correspond to the same integer partition. [sent-232, score-0.855]

77 For any two index orbit representatives 2 L and ⌫ 2 L, we say that ⌫ has a lower merging or symmetry order than that of , i. [sent-237, score-0.926]

78 Or there is a path from [ ] to [⌫] in the transversal graph. [sent-240, score-0.304]

79 r r It is easy to get #( ) when we generate a transversal graph of G Ud from that of Sdr Ud ⇤ . [sent-246, score-0.339]

80 ⌫) can also be obtained from the transversal graph of G Ud by counting the number of different [⌫]s s which can be reached from a [ ]s . [sent-248, score-0.339]

81 The difficulty for computing data function orbit sum and index function orbit sum comes from two constraints: equal constraint and unequal constraint. [sent-253, score-1.486]

82 For example, in the orbit [{(1, 1), (2, 2)}], the equal constraint is that the first and the second index values are equal and the third and fourth index values are also equal. [sent-254, score-0.991]

83 Thus, the calculation of an orbit sum can be separated into two parts: the relaxed orbit sum without unequal constraint and lower order orbit sums. [sent-257, score-1.984]

84 For example, the relaxed index function orbit sum is ⇣P ⌘2 P w⇤ =[{(1,1),(2,2)}] = i,j w(i, i)w(j, j) = w(i, i) . [sent-258, score-0.852]

85 The index function orbit sum w can be calculated by subtracting all lower order orbit sums from the corresponding relaxed index function orbit sum w⇤ , i. [sent-260, score-2.329]

86 The calculation of the data index function orbit sum h is similar. [sent-265, score-0.881]

87 So the computational cost mainly depends on the calculation of relaxed orbit sum and the lowest order orbit sum. [sent-266, score-1.367]

88 The calculation of relaxed orbit can be done by Zhou’s greedy graph search algorithm [21]. [sent-268, score-0.725]

89 For a d-th order weighted v-statistic, the computational cost of the orbit sum for the r-th moment is bounded by O(nm ). [sent-271, score-0.76]

90 When d = 1, the computational complexity of the orbit sum is O(n). [sent-272, score-0.649]

91 With this change, H := Endn ⇥ Sr ⇥ Sd acting on Ud becomes a monoid action r instead of a group action since endofunction is not invertible. [sent-275, score-0.289]

92 Fortunately, the computation of Bootstrap weighted v-statistics only needs index function orbit sums and relaxed data function orbit sums in the corresponding permutation computation. [sent-283, score-1.694]

93 Therefore, the Bootstrap weighted v-statistics calculation is just a subproblem of permutation weighted v-statistics calculation. [sent-284, score-0.282]

94 We can obtain the r-th moment of bootstrapping weighted v-statistics by summing up the product of the index function orbit sum w and the relaxed data function orbit sum h⇤ over all index orbits, i. [sent-286, score-1.8]

95 q 7 Table 2: Comparison of accuracy and complexity for calculation of resampling statistics. [sent-289, score-0.308]

96 6 Conclusion In this paper, we propose a novel and computationally fast algorithm for computing weighted vstatistics in resampling both univariate and multivariate data. [sent-348, score-0.35]

97 Our theoretical framework reveals that the three types of symmetry in resampling weighted v-statistics can be represented by a product of symmetric groups. [sent-349, score-0.382]

98 As an exciting result, we demonstrate the calculation of resampling weighted v-statistics can be converted into the problem of orbit enumeration. [sent-350, score-0.97]

99 A novel efficient orbit enumeration algorithm has been developed by using a small group acting on a small index set. [sent-351, score-0.89]

100 For further computational cost reduction, we sort all orbits by their symmetry order and calculate all index function orbit sums and data function orbit sums recursively. [sent-352, score-1.838]


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