提出流形上拉普拉斯-贝尔特拉米算子特征对的最优估计速率。
Minimax Rates for the Estimation of Eigenpairs of Weighted Laplace-Beltrami Operators on Manifolds
- 基于数据采样构建图拉普拉斯算子,估计流形上的特征值与特征向量。
- 理论证明最小最大误差率为 $n^{-2/(d+4)}$,与密度估计最优率一致。
- 适用于一般光滑分布,且在高连通性下误差逼近理论下界。
研究从定义在流形 $M$ 上的分布 $ρ$ 的样本中估计椭圆微分算子特征对的问题。此类算子与无监督学习密切相关,可通过数据云上常用图拉普拉斯的适当尺度极限获得。假设 $ρ$ 属于具有可控二阶导数的分布族,且 $d$ 维流形 $M$ 具有有界几何结构,本文证明在 $H^1(M)$ 范数下,特征值与特征向量估计的统计最小最大风险为 $n^{-2/(d+4)}$,该速率与一个密切相关的密度估计问题的最小最大速率相同。进一步回顾了大型数据极限下邻近图上拉普拉斯的研究文献,并在更强正则性假设下证明:图拉普拉斯的特征对诱导出流形无关估计器,其逼近误差(至对数修正)匹配我们给出的下界。本分析在至少两个方面扩展了现有图基学习研究:1)采用比以往更强的范数衡量逼近误差;2)收敛速率在一类光滑分布上一致成立,不依赖特殊对称性,且在图足够连通时逼近理论下界,近乎最优。
原文摘要 · Abstract (English)
We study the problem of estimating eigenpairs of elliptic differential operators from samples of a distribution $ρ$ supported on a manifold $M$. The operators discussed in the paper are relevant in unsupervised learning and in particular are obtained by taking suitable scaling limits of widely used graph Laplacians over data clouds. We study the minimax risk for this eigenpair estimation problem and explore the rates of approximation that can be achieved by commonly used graph Laplacians built from random data. More concretely, assuming that $ρ$ belongs to a certain family of distributions with controlled second derivatives, and assuming that the $d$-dimensional manifold $M$ where $ρ$ is supported has bounded geometry, we prove that the statistical minimax rate for approximating eigenvalues and eigenvectors in the $H^1(M)$-sense is $n^{-2/(d+4)}$, a rate that matches the minimax rate for a closely related density estimation problem. We then revisit the literature studying Laplacians over proximity graphs in the large data limit and prove that, under slightly stronger regularity assumptions on the data generating model, eigenpairs of graph Laplacians induce manifold agnostic estimators with an error of approximation that, up to logarithmic corrections, matches our lower bounds. Our analysis allows us to expand the existing literature on graph-based learning in at least two significant ways: 1) we consider stronger norms to measure the error of approximation than the ones that had been analyzed in the past; 2) our rates of convergence are uniform over a family of smooth distributions and do not just apply to densities with special symmetries, and, as a consequence of our lower bounds, are essentially sharp when the connectivity of the graph is sufficiently high.
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