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Unlabeled sensing is a linear inverse problem with permuted measurements. We propose an alternating minimization (AltMin) algorithm with a suitable initialization for two widely considered permutation models: partially shuffled/k-sparse permutations and r-local/block diagonal permutations. Key to the performance of the AltMin algorithm is the initialization. For the exact unlabeled sensing problem, assuming either a Gaussian measurement matrix or a sub-Gaussian signal, we bound the initialization error in terms of the number of blocks and the number of shuffles. Experimental results show that our algorithm is fast, applicable to both permutation models, and robust to choice of measurement matrix. We also test our algorithm on several real datasets for the ‘linked linear regression’ problem and show superior performance compared to baseline methods.
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A Hypergradient Approach to Robust Regression without Correspondence
We consider a regression problem, where the correspondence between the input and output data is not available. Such shuffled data are commonly observed in many real world problems. Take flow cytometry as an example: the measuring instruments are unable to preserve the correspondence between the samples and the measurements. Due to the combinatorial nature of the problem, most of the existing methods are only applicable when the sample size is small, and are limited to linear regression models. To overcome such bottlenecks, we propose a new computational framework --- ROBOT --- for the shuffled regression problem, which is applicable to large data and complex models. Specifically, we propose to formulate regression without correspondence as a continuous optimization problem. Then by exploiting the interaction between the regression model and the data correspondence, we propose to develop a hypergradient approach based on differentiable programming techniques. Such a hypergradient approach essentially views the data correspondence as an operator of the regression model, and therefore it allows us to find a better descent direction for the model parameters by differentiating through the data correspondence. ROBOT is quite general, and can be further extended to an inexact correspondence setting, where the input and output data are not necessarily exactly aligned. Thorough numerical experiments show that ROBOT achieves better performance than existing methods in both linear and nonlinear regression tasks, including real-world applications such as flow cytometry and multi-object tracking.
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- Award ID(s):
- 1925263
- PAR ID:
- 10238815
- Date Published:
- Journal Name:
- International Conference on Learning Representations
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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