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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Filament Plots for Data Visualization
Nate Strawn · 2021-07-21 · via stat.ML updates on arXiv.org

The efficiency of modern computer graphics allows us to explore collections of space curves simultaneously with "drag-to-rotate" interfaces. This inspires us to replace "scatterplots of points" with "scatterplots of curves" to simultaneously visualize relationships across an entire dataset. Since spaces of curves are infinite dimensional, scatterplots of curves avoid the "lossy" nature of scatterplots of points. In particular, if two points are close in a scatterplot of points derived from high-dimensional data, it does not generally follow that the two associated data points are close in the data space. Standard Andrews plots provide scatterplots of curves that perfectly preserve Euclidean distances, but simultaneous visualization of these graphs over an entire dataset produces visual clutter because graphs of functions generally overlap in 2D. We mitigate this visual clutter issue by constructing computationally inexpensive 3D extensions of Andrews plots. First, we construct optimally smooth 3D Andrews plots by considering linear isometries from Euclidean data spaces to spaces of planar parametric curves. We rigorously parametrize the linear isometries that produce (on average) optimally smooth curves over a given dataset. This parameterization of optimal isometries reveals many degrees of freedom, and (using recent results on generalized Gauss sums) we identify a particular member of this set which admits an asymptotic "tour" property that avoids certain local degeneracies as well. Finally, we construct unit-length 3D curves (filaments) by numerically solving Frenet-Serret systems given data from these 3D Andrews plots. We conclude with examples of filament plots for several standard datasets, illustrating how filament plots avoid visual clutter. Code and examples available at https://github.com/n8epi/filaments/ and https://n8epi.github.io/filaments/