Title
Multi-scale affinities with missing data: Estimation and applications
Abstract
Many machine learning algorithms depend on weights that quantify row and column similarities of a data matrix. The choice of weights can dramatically impact the effectiveness of the algorithm. Nonetheless, the problem of choosing weights has arguably not been given enough study. When a data matrix is completely observed, Gaussian kernel affinities can be used to quantify the local similarity between pairs of rows and pairs of columns. Computing weights in the presence of missing data, however, becomes challenging. In this paper, we propose a new method to construct row and column affinities even when data are missing by building off a co-clustering technique. This method takes advantage of solving the optimization problem for multiple pairs of cost parameters and filling in the missing values with increasingly smooth estimates. It exploits the coupled similarity structure among both the rows and columns of a data matrix. We show these affinities can be used to perform tasks such as data imputation, clustering, and matrix completion on graphs.
Year
DOI
Venue
2022
10.1002/sam.11561
STATISTICAL ANALYSIS AND DATA MINING
Keywords
DocType
Volume
kernels, missing data, penalized estimation
Journal
15
Issue
ISSN
Citations 
3
1932-1864
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Min Zhang12717.07
Yuval Kluger211714.08
Eric C. Chi3936.89