CAM Colloquium: Samory Kpotufe (Princeton University) - Efficient and Optimal Modal-Set Estimation Using k-NN Graphs

Friday, September 29, 2017 at 3:30pm

Frank H. T. Rhodes Hall, 655

Abstract:
Estimating the mode or modal-sets (i.e. extrema points or surfaces) of an unknown density from a sample is a basic problem in data analysis. Such estimation is relevant to other problems such as clustering, outlier detection, or can simply serve to identify low-dimensional structures in high dimensional-data (e.g. point-cloud data from medical-imaging, astronomy, etc). Theoretical work on mode-estimation has largely concentrated on understanding its statistical difficulty, while less attention has been given to implementable procedures. Thus, theoretical estimators, which are often statistically optimal, are for the most part hard to implement. Furthermore, for more general modal-sets (general extrema of any dimension and shape), much less is known, although various existing procedures (e.g. for manifold-denoising or density-ridge estimation) have similar practical aim.

I’ll present two related contributions of independent interest: (1) practical estimators of modal-sets based on particular subgraphs of a k-NN graph, which attain minimax-optimal rates under surprisingly general distributional conditions; (2) high-probability finite sample rates for k-NN density estimation, which is at the heart of our analysis. Finally, I’ll discuss recent work towards the deployment of these modal-sets estimators for clustering and medical-imaging applications. 

Much of the talk is based on a series of work with collaborators S. Dasgupta, K. Chaudhuri, U. von Luxburg, and Heinrich Jiang. 

Bio:
Samory Kpotufe is an Assistant Professor at ORFE, Princeton University, and obtained his PhD in 2010 in  CS at UC San Diego. He works in Statistical Machine Learning Theory, with an emphasis on exploiting low-dimensional structure in high-dimensional data. This work has won honors at major Machine Learning venues (plenary presentations at NIPS, AISTATS, and Best Student Paper at COLT).

Event Type

Lecture, Seminar

Departments

College of Engineering, Mathematics, Center for Applied Mathematics

Tags

engineering, math, center for applied math, cam, College of Engineering, mathematics, center for applied mathematics

Website

http://cam.cornell.edu

Speaker

Samory Kpotufe

Speaker Affiliation

Operations Research and Financial Engineering, Princeton University

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