Consistency of archetypal analysis

DOI10.1137/20M1331792MaRDI QIDQ5019779zbMATHOpenAlexFDO

Authors

Publication date 11 January 2022

Published in SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.08148

zbMATH Keywords

consistencyunsupervised learningarchetypal analysismultivariate data summarizationprincipal convex hull

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05) Estimation in multivariate analysis (62H12) Pattern recognition, speech recognition (68T10)

Abstract: Archetypal analysis is an unsupervised learning method that uses a convex polytope to summarize multivariate data. For fixed $k$, the method finds a convex polytope with $k$ vertices, called archetype points, such that the polytope is contained in the convex hull of the data and the mean squared distance between the data and the polytope is minimal. In this paper, we prove a consistency result that shows if the data is independently sampled from a probability measure with bounded support, then the archetype points converge to a solution of the continuum version of the problem, of which we identify and establish several properties. We also obtain the convergence rate of the optimal objective values under appropriate assumptions on the distribution. If the data is independently sampled from a distribution with unbounded support, we also prove a consistency result for a modified method that penalizes the dispersion of the archetype points. Our analysis is supported by detailed computational experiments of the archetype points for data sampled from the uniform distribution in a disk, the normal distribution, an annular distribution, and a Gaussian mixture model.

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Cited in

(6)

• Wasserstein archetypal analysis
• Weighted and robust archetypal analysis
• Nearest neighbor sampling of point sets using rays
• On the use of archetypes as benchmarks
• On ill-conceived initialization in archetypal analysis
• Probabilistic methods for approximate archetypal analysis

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