Timezone: »
Tuning hyperparameters for unsupervised learning problems is difficult in general due to the lack of ground truth for validation. However, the success of most clustering methods depends heavily on the correct choice of the involved hyperparameters. Take for example the Lagrange multipliers of penalty terms in semidefinite programming (SDP) relaxations of community detection in networks, or the bandwidth parameter needed in the Gaussian kernel used to construct similarity matrices for spectral clustering. Despite the popularity of these clustering algorithms, there are not many provable methods for tuning these hyperparameters. In this paper, we provide an overarching framework with provable guarantees for tuning hyperparameters in the above class of problems under two different models. Our framework can be augmented with a cross validation procedure to do model selection as well. In a variety of simulation and real data experiments, we show that our framework outperforms other widely used tuning procedures in a broad range of parameter settings.
Author Information
Xinjie Fan (UT Austin)
Yuguang Yue (University of Texas at Austin)
Purnamrita Sarkar (UT Austin)
Y. X. Rachel Wang (University of Sydney)
More from the Same Authors
-
2021 Poster: Bayesian Attention Belief Networks »
Shujian Zhang · Xinjie Fan · Bo Chen · Mingyuan Zhou -
2021 Spotlight: Bayesian Attention Belief Networks »
Shujian Zhang · Xinjie Fan · Bo Chen · Mingyuan Zhou -
2021 Poster: Consistent Nonparametric Methods for Network Assisted Covariate Estimation »
Xueyu Mao · Deepayan Chakrabarti · Purnamrita Sarkar -
2021 Spotlight: Consistent Nonparametric Methods for Network Assisted Covariate Estimation »
Xueyu Mao · Deepayan Chakrabarti · Purnamrita Sarkar -
2020 Poster: On the Theoretical Properties of the Network Jackknife »
Qiaohui Lin · Robert Lunde · Purnamrita Sarkar -
2019 Poster: ARSM: Augment-REINFORCE-Swap-Merge Estimator for Gradient Backpropagation Through Categorical Variables »
Mingzhang Yin · Yuguang Yue · Mingyuan Zhou -
2019 Oral: ARSM: Augment-REINFORCE-Swap-Merge Estimator for Gradient Backpropagation Through Categorical Variables »
Mingzhang Yin · Yuguang Yue · Mingyuan Zhou -
2017 Poster: On Mixed Memberships and Symmetric Nonnegative Matrix Factorizations »
Xueyu Mao · Purnamrita Sarkar · Deepayan Chakrabarti -
2017 Talk: On Mixed Memberships and Symmetric Nonnegative Matrix Factorizations »
Xueyu Mao · Purnamrita Sarkar · Deepayan Chakrabarti