scholarly journals High-Dimensional Separability for One- and Few-Shot Learning

Entropy ◽  
2021 ◽  
Vol 23 (8) ◽  
pp. 1090
Author(s):  
Alexander N. Gorban ◽  
Bogdan Grechuk ◽  
Evgeny M. Mirkes ◽  
Sergey V. Stasenko ◽  
Ivan Y. Tyukin

This work is driven by a practical question: corrections of Artificial Intelligence (AI) errors. These corrections should be quick and non-iterative. To solve this problem without modification of a legacy AI system, we propose special `external’ devices, correctors. Elementary correctors consist of two parts, a classifier that separates the situations with high risk of error from the situations in which the legacy AI system works well and a new decision that should be recommended for situations with potential errors. Input signals for the correctors can be the inputs of the legacy AI system, its internal signals, and outputs. If the intrinsic dimensionality of data is high enough then the classifiers for correction of small number of errors can be very simple. According to the blessing of dimensionality effects, even simple and robust Fisher’s discriminants can be used for one-shot learning of AI correctors. Stochastic separation theorems provide the mathematical basis for this one-short learning. However, as the number of correctors needed grows, the cluster structure of data becomes important and a new family of stochastic separation theorems is required. We refuse the classical hypothesis of the regularity of the data distribution and assume that the data can have a rich fine-grained structure with many clusters and corresponding peaks in the probability density. New stochastic separation theorems for data with fine-grained structure are formulated and proved. On the basis of these theorems, the multi-correctors for granular data are proposed. The advantages of the multi-corrector technology were demonstrated by examples of correcting errors and learning new classes of objects by a deep convolutional neural network on the CIFAR-10 dataset. The key problems of the non-classical high-dimensional data analysis are reviewed together with the basic preprocessing steps including the correlation transformation, supervised Principal Component Analysis (PCA), semi-supervised PCA, transfer component analysis, and new domain adaptation PCA.

Author(s):  
Alexander N Gorban ◽  
Bogdan Grechuk ◽  
Evgeny M Mirkes ◽  
Sergey V Stasenko ◽  
Ivan Y Tyukin

This work is driven by a practical question, corrections of Artificial Intelligence (AI) errors. Systematic re-training of a large AI system is hardly possible. To solve this problem, special external devices, correctors, are developed. They should provide quick and non-iterative system fix without modification of a legacy AI system. A common universal part of the AI corrector is a classifier that should separate undesired and erroneous behavior from normal operation. Training of such classifiers is a grand challenge at the heart of the one- and few-shot learning methods. Effectiveness of one- and few-short methods is based on either significant dimensionality reductions or the blessing of dimensionality effects. Stochastic separability is a blessing of dimensionality phenomenon that allows one-and few-shot error correction: in high-dimensional datasets under broad assumptions each point can be separated from the rest of the set by simple and robust linear discriminant. The hierarchical structure of data universe is introduced where each data cluster has a granular internal structure, etc. New stochastic separation theorems for the data distributions with fine-grained structure are formulated and proved. Separation theorems in infinite-dimensional limits are proven under assumptions of compact embedding of patterns into data space. New multi-correctors of AI systems are presented and illustrated with examples of predicting errors and learning new classes of objects by a deep convolutional neural network.


2020 ◽  
Vol 152 (23) ◽  
pp. 234103
Author(s):  
Bastien Casier ◽  
Stéphane Carniato ◽  
Tsveta Miteva ◽  
Nathalie Capron ◽  
Nicolas Sisourat

2013 ◽  
Vol 303-306 ◽  
pp. 1101-1104 ◽  
Author(s):  
Yong De Hu ◽  
Jing Chang Pan ◽  
Xin Tan

Kernel entropy component analysis (KECA) reveals the original data’s structure by kernel matrix. This structure is related to the Renyi entropy of the data. KECA maintains the invariance of the original data’s structure by keeping the data’s Renyi entropy unchanged. This paper described the original data by several components on the purpose of dimension reduction. Then the KECA was applied in celestial spectra reduction and was compared with Principal Component Analysis (PCA) and Kernel Principal Component Analysis (KPCA) by experiments. Experimental results show that the KECA is a good method in high-dimensional data reduction.


2019 ◽  
Vol 2019 ◽  
pp. 1-13 ◽  
Author(s):  
Yaojun Hao ◽  
Fuzhi Zhang ◽  
Jian Wang ◽  
Qingshan Zhao ◽  
Jianfang Cao

Due to the openness of the recommender systems, the attackers are likely to inject a large number of fake profiles to bias the prediction of such systems. The traditional detection methods mainly rely on the artificial features, which are often extracted from one kind of user-generated information. In these methods, fine-grained interactions between users and items cannot be captured comprehensively, leading to the degradation of detection accuracy under various types of attacks. In this paper, we propose an ensemble detection method based on the automatic features extracted from multiple views. Firstly, to collaboratively discover the shilling profiles, the users’ behaviors are analyzed from multiple views including ratings, item popularity, and user-user graph. Secondly, based on the data preprocessed from multiple views, the stacked denoising autoencoders are used to automatically extract user features with different corruption rates. Moreover, the features extracted from multiple views are effectively combined based on principal component analysis. Finally, according to the features extracted with different corruption rates, the weak classifiers are generated and then integrated to detect attacks. The experimental results on the MovieLens, Netflix, and Amazon datasets indicate that the proposed method can effectively detect various attacks.


2021 ◽  
pp. 1321-1333
Author(s):  
Ghadeer JM Mahdi ◽  
Bayda A. Kalaf ◽  
Mundher A. Khaleel

In this paper, a new hybridization of supervised principal component analysis (SPCA) and stochastic gradient descent techniques is proposed, and called as SGD-SPCA, for real large datasets that have a small number of samples in high dimensional space. SGD-SPCA is proposed to become an important tool that can be used to diagnose and treat cancer accurately. When we have large datasets that require many parameters, SGD-SPCA is an excellent method, and it can easily update the parameters when a new observation shows up. Two cancer datasets are used, the first is for Leukemia and the second is for small round blue cell tumors. Also, simulation datasets are used to compare principal component analysis (PCA), SPCA, and SGD-SPCA. The results show that SGD-SPCA is more efficient than other existing methods.


2011 ◽  
Vol 20 (4) ◽  
pp. 852-873 ◽  
Author(s):  
Vadim Zipunnikov ◽  
Brian Caffo ◽  
David M. Yousem ◽  
Christos Davatzikos ◽  
Brian S. Schwartz ◽  
...  

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