Learning in Riemannian orbifolds is motivated by existing machine learning
algorithms that directly operate on finite combinatorial structures such as
point patterns, trees, and graphs. These methods, however, lack statistical
justification. This contribution derives consistency results for learning
problems in structured domains and thereby generalizes learning in vector
spaces and manifolds.
Vector quantization(VQ) is a lossy data compression technique from signal
processing, which is restricted to feature vectors and therefore inapplicable
for combinatorial structures. This contribution presents a theoretical
foundation of graph quantization (GQ) that extends VQ to the domain of
attributed graphs. We present the necessary Lloyd-Max conditions for optimality
of a graph quantizer and consistency results for optimal GQ design based on
empirical distortion measures and stochastic optimization.
Vector quantization(VQ) is a lossy data compression technique from signal
processing for which simple competitive learning is one standard method to
quantize patterns from the input space. Extending competitive learning VQ to
the domain of graphs results in competitive learning for quantizing input
graphs. In this contribution, we propose an accelerated version of competitive
learning graph quantization (GQ) without trading computational time against
solution quality. For this, we lift graphs locally to vectors in order to avoid
unnecessary calculations of intractable graph distances.
This paper formulates a necessary and sufficient condition for a generic
graph matching problem to be equivalent to the maximum vertex and edge weight
clique problem in a derived association graph.
This paper extends k-means algorithms from the Euclidean domain to the domain
of graphs. To recompute the centroids, we apply subgradient methods for solving
the optimization-based formulation of the sample mean of graphs. To accelerate
the k-means algorithm for graphs without trading computational time against
solution quality, we avoid unnecessary graph distance calculations by
exploiting the triangle inequality of the underlying distance metric following
Elkan's k-means algorithm proposed in \cite{Elkan03}.
In this analytical study we derive the optimal unbiased value estimator (MVU)
and compare its statistical risk to three well known value estimators: Temporal
Difference learning (TD), Monte Carlo estimation (MC) and Least-Squares
Temporal Difference Learning (LSTD). We demonstrate that LSTD is equivalent to
the MVU if the Markov Reward Process (MRP) is acyclic and show that both differ
for most cyclic MRPs as LSTD is then typically biased. More generally, we show
that estimators that fulfill the Bellman equation can only be unbiased for
special cyclic MRPs.