Archetypal analysis represents a set of observations as convex combinations of pure patterns, or archetypes. The original geometric formulation of finding archetypes by approximating the convex hull of the observations assumes them to be real valued. This, unfortunately, is not compatible with many practical situations…
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Archetypal analysis is a data decomposition method that describes each observation in a dataset as a convex combination of "pure types" or archetypes. These archetypes represent extrema of a data space in which there is a trade-off between features, such as in biology where different combinations of traits provide opti…
Sparse NMF with archetypal regularization aims to robustly represent data points.
In this paper, we introduce an unsupervised learning approach to automatically discover, summarize, and manipulate artistic styles from large collections of paintings. Our method is based on archetypal analysis, which is an unsupervised learning technique akin to sparse coding with a geometric interpretation. When appl…
Develops a Riemannian archetypal analysis for interpretable non-linear data.
"Deep Archetypal Analysis" generates latent representations of high-dimensional datasets in terms of fractions of intuitively understandable basic entities called archetypes. The proposed method is an extension of linear "Archetypal Analysis" (AA), an unsupervised method to represent multivariate data points as sparse …
The paper proves consistency of archetypal analysis for multivariate data.
Paper introduces probabilistic methods to approximate archetypal analysis, reducing complexity.
Wasserstein archetypal analysis finds optimal data summaries using Wasserstein metric.
Proposes Fair Archetypal Analysis to reduce fairness concerns in data representation.
AA extracts archetypes from data for clear feature extraction.
Given a collection of data points, non-negative matrix factorization (NMF) suggests to express them as convex combinations of a small set of `archetypes' with non-negative entries. This decomposition is unique only if the true archetypes are non-negative and sufficiently sparse (or the weights are sufficiently sparse),…
We revisit a pioneer unsupervised learning technique called archetypal analysis, which is related to successful data analysis methods such as sparse coding and non-negative matrix factorization. Since it was proposed, archetypal analysis did not gain a lot of popularity even though it produces more interpretable models…
Archetype and archetypoid analysis can be extended to functional data. Each function is represented as a mixture of actual observations (functional archetypoids) or functional archetypes, which are a mixture of observations in the data set. Well-known Canadian temperature data are used to illustrate the analysis develo…
New binary AA methods improve on existing techniques.
New method for selecting clusters in residential electricity data.
Bayesian framework learns latent preference archetypes for many-objective optimization.
RBMs learn archetypes when trained on blurred copies of them, revealing a critical sample size.
This research categorizes AMM designs for secure token exchanges.
Prototypal analysis is introduced to overcome two shortcomings of archetypal analysis: its sensitivity to outliers and its non-locality, which reduces its applicability as a learning tool. Same as archetypal analysis, prototypal analysis finds prototypes through convex combination of the data points and approximates th…
Non-Negative Matrix Factorization, NMF, attempts to find a number of archetypal response profiles, or parts, such that any sample profile in the dataset can be approximated by a close profile among these archetypes or a linear combination of these profiles. The non-negativity constraint is imposed while estimating arch…
Archetypal analysis approximates data by means of mixtures of actual extreme cases (archetypoids) or archetypes, which are a convex combination of cases in the data set. Archetypes lie on the boundary of the convex hull. This makes the analysis very sensitive to outliers. A robust methodology by means of M-estimators f…
A federated model learns shared archetypes from heterogeneous clients in continual learning.
Paper introduces SMM for forecasting multiple time series with missing values.
Extends multidimensional scaling to analyze three-way asymmetric proximities.
Here are considered some categorical aspects of "Differential calculus" archetype of local approximation of arbitrary morphisms by "linear" ones.
Archetypal analysis is an exploratory tool that explains a set of observations as mixtures of pure (extreme) patterns. If the patterns are actual observations of the sample, we refer to them as archetypoids. For the first time, we propose to use archetypoid analysis for binary observations. This tool can contribute to …
Nonnegative matrix factorization (NMF) is a widely used linear dimensionality reduction technique for nonnegative data. NMF requires that each data point is approximated by a convex combination of basis elements. Archetypal analysis (AA), also referred to as convex NMF, is a well-known NMF variant imposing that the bas…
NOTMAD estimates context-specific Bayesian networks without breaking datasets.
GraphHull models networks with clear multi-scale explanations of community structure.
We develop a Chern character map for twisted equivariant non-abelian cohomology.
Biarchetype analysis identifies extreme instances of observations and features.
Variational inference is a powerful concept that underlies many iterative approximation algorithms; expectation propagation, mean-field methods and belief propagations were all central themes at the school that can be perceived from this unifying framework. The lectures of Manfred Opper introduce the archetypal example…
Trend-following strategies outperform in a noisy financial market, mirroring ancient wisdom.
Clusters cryptocurrency market states via cross correlation analysis.
This article introduces a universal moduli space for the set whose archetypal element is a pair that consists of a metric and second fundamental form from a compact, oriented, positive genus minimal surface in some hyperbolic 3-manifold. This moduli space is a smooth, finite dimensional manifold with canonical maps to …
A new framework separates classifier calibration and discrimination.
This article propounds, in the wake of influential work of Fefferman and Graham about Poincaré extensions of conformal structures, a definition of a (Poincaré-)Schrödinger manifold whose boundary is endowed with a conformal Bargmann structure above a non-relativistic Newton-Cartan spacetime. Examples of such manifolds …
Locally adapted parameterizations of a model (such as locally weighted regression) are expressive but often suffer from high variance. We describe an approach for reducing the variance, based on the idea of estimating simultaneously a transformed space for the model, as well as locally adapted parameterizations in this…
The study classifies and imitates trading agents in financial markets.
This study analyzes financial equity research reports to identify frequently asked questions and automates 80% of them.
New method uses neural networks for better financial hedging.
Despite being originally inspired by the central nervous system, artificial neural networks have diverged from their biological archetypes as they have been remodeled to fit particular tasks. In this paper, we review several possibilites to reverse map these architectures to biologically more realistic spiking networks…
In most illiquid markets, there is no obvious proxy for the market price of an asset. The European corporate bond market is an archetypal example of such an illiquid market where mid-prices can only be estimated with a statistical model. In this OTC market, dealers / market makers only have access, indeed, to partial i…
The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain adaptation, dimensionality reduction or generative models. However, its use is sti…
Dimensionality reduction is ubiquitous in analysis of complex dynamics. The conventional dimensionality reduction techniques, however, focus on reproducing the underlying configuration space, rather than the dynamics itself. The constructed low-dimensional space does not provide complete and accurate description of the…
ESNs with transfer learning predict long-term chaotic patterns in spatiotemporal dynamical systems.
Many models of market dynamics make use of the idea of conservative wealth exchanges among economic agents. A few years ago an exchange model using extremal dynamics was developed and a very interesting result was obtained: a self-generated minimum wealth or poverty line. On the other hand, the wealth distribution exhi…