arXiv:2410.14783stat.MLcs.LG2024-10被引 5

解决高维张量数据缺失下的分类问题,理论与实证俱佳。

High-Dimensional Tensor Discriminant Analysis with Incomplete Tensors

  • 基于张量分解的低秩结构设计新算法,处理带缺失值的高维张量。
  • 在缺失率高达50%时仍保持良好分类性能,理论误差界最优。
  • 适合处理医学影像、传感器网络等含缺损高维数据的任务。

张量分类在多个领域日益重要,但处理部分观测数据仍是挑战。本文提出一种高维张量线性判别分析框架,针对在完全随机缺失(MCAR)假设下存在缺失观测的高维张量预测器,采用张量高斯混合模型(TGMM)建模张量预测器与类别标签的关系。我们提出张量线性判别分析缺失数据(Tensor LDA-MD)算法,通过利用判别张量的可分解低秩结构,有效处理高维张量中的缺失条目。本工作建立了缺失数据下判别张量估计误差的收敛速率,并获得误分类率的极小极大最优界,填补了文献空白。此外,我们推导了广义模态样本协方差矩阵及其逆的集中不等式,这些工具在分析中至关重要且具有独立价值。模拟与真实数据分析均表明,该方法在显著缺失比例下仍表现优异。

原文摘要 · Abstract (English)

Tensor classification is gaining importance across fields, yet handling partially observed data remains challenging. In this paper, we introduce a novel approach to tensor classification with incomplete data, framed within high-dimensional tensor linear discriminant analysis. Specifically, we consider a high-dimensional tensor predictor with missing observations under the Missing Completely at Random (MCR) assumption and employ the Tensor Gaussian Mixture Model (TGMM) to capture the relationship between the tensor predictor and class label. We propose a Tensor Linear Discriminant Analysis with Missing Data (Tensor LDA-MD) algorithm, which manages high-dimensional tensor predictors with missing entries by leveraging the decomposable low-rank structure of the discriminant tensor. Our work establishes convergence rates for the estimation error of the discriminant tensor with incomplete data and minimax optimal bounds for the misclassification rate, addressing key gaps in the literature. Additionally, we derive large deviation bounds for the generalized mode-wise sample covariance matrix and its inverse, which are crucial tools in our analysis and hold independent interest. Our method demonstrates excellent performance in simulations and real data analysis, even with significant proportions of missing data.

张量分析缺失数据判别分析高维统计

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