论文标题

随机几何以概括蒙德里亚过程

Stochastic geometry to generalize the Mondrian Process

论文作者

O'Reilly, Eliza, Tran, Ngoc

论文摘要

迭代镶嵌(Stit)过程下的稳定过程是一个随机过程,它会产生空间的递归分区,其剪切方向与球体上的分布无关。随机轴对准切割的情况被称为蒙德里亚过程。由Mondrian过程构建的随机森林和拉普拉斯内核近似已导致有效的在线学习方法和贝叶斯优化。在这项工作中,我们利用从随机几何形状的工具来解决有关机器学习中Stit过程的一些基本问题。首先,我们表明,可以通过提升到更高维轴对准的蒙德里安过程来有效地模拟具有离散分布的剪切方向的Stit过程。其次,我们表征了所有可能的内核,即固定的Stit过程及其混合物可能近似。我们还为靶向内核的Stit内核的近似误差提供了均匀的收敛速率,从而概括了[3]的蒙德里亚情况。第三,我们在密度估计和回归中获得Stit森林的一致性结果。最后,我们给出了由无限Stit随机森林产生的密度估计剂的公式。这允许在密度估计中进行蒙德里安森林,蒙德里安核和拉普拉斯内核之间的精确比较。我们的论文要求在随机几何学和机器学习的新型交集中进行进一步的发展。

The stable under iterated tessellation (STIT) process is a stochastic process that produces a recursive partition of space with cut directions drawn independently from a distribution over the sphere. The case of random axis-aligned cuts is known as the Mondrian process. Random forests and Laplace kernel approximations built from the Mondrian process have led to efficient online learning methods and Bayesian optimization. In this work, we utilize tools from stochastic geometry to resolve some fundamental questions concerning STIT processes in machine learning. First, we show that a STIT process with cut directions drawn from a discrete distribution can be efficiently simulated by lifting to a higher dimensional axis-aligned Mondrian process. Second, we characterize all possible kernels that stationary STIT processes and their mixtures can approximate. We also give a uniform convergence rate for the approximation error of the STIT kernels to the targeted kernels, generalizing the work of [3] for the Mondrian case. Third, we obtain consistency results for STIT forests in density estimation and regression. Finally, we give a formula for the density estimator arising from an infinite STIT random forest. This allows for precise comparisons between the Mondrian forest, the Mondrian kernel and the Laplace kernel in density estimation. Our paper calls for further developments at the novel intersection of stochastic geometry and machine learning.

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