Gaussian bandwidth selection for manifold learning and classification

Selecting High-Dimensional Representations of Physical Systems by Reweighted Diffusion Maps

Constructing reduced representations of high-dimensional systems is a fundamental problem in physical chemistry. Many unsupervised machine learning methods can automatically find such low-dimensional representations. However, an often overlooked problem is what high-dimensional representation should be used to describe systems before dimensionality reduction. Here, we address this issue using a recently developed method called the reweighted diffusion map [J. Chem. Theory Comput. 2022, 18, 7179-7192]. We show how high-dimensional representations can be quantitatively selected by exploring the spectral decomposition of Markov transition matrices built from data obtained from standard or enhanced sampling atomistic simulations. We demonstrate the performance of the method in several high-dimensional examples.

IAN: Iterated Adaptive Neighborhoods for Manifold Learning and Dimensionality Estimation

Invoking the manifold assumption in machine learning requires knowledge of the manifold's geometry and dimension, and theory dictates how many samples are required. However, in most applications, the data are limited, sampling may not be uniform, and the manifold's properties are unknown; this implies that neighborhoods must adapt to the local structure. We introduce an algorithm for inferring adaptive neighborhoods for data given by a similarity kernel. Starting with a locally conservative neighborhood (Gabriel) graph, we sparsify it iteratively according to a weighted counterpart. In each step, a linear program yields minimal neighborhoods globally, and a volumetric statistic reveals neighbor outliers likely to violate manifold geometry. We apply our adaptive neighborhoods to nonlinear dimensionality reduction, geodesic computation, and dimension estimation. A comparison against standard algorithms using, for example, k-nearest neighbors, demonstrates the usefulness of our approach.

Computing committors via Mahalanobis diffusion maps with enhanced sampling data

The study of phenomena such as protein folding and conformational changes in molecules is a central theme in chemical physics. Molecular dynamics (MD) simulation is the primary tool for the study of transition processes in biomolecules, but it is hampered by a huge timescale gap between the processes of interest and atomic vibrations that dictate the time step size. Therefore, it is imperative to combine MD simulations with other techniques in order to quantify the transition processes taking place on large timescales. In this work, the diffusion map with Mahalanobis kernel, a meshless approach for approximating the Backward Kolmogorov Operator (BKO) in collective variables, is upgraded to incorporate standard enhanced sampling techniques, such as metadynamics. The resulting algorithm, which we call the target measure Mahalanobis diffusion map (tm-mmap), is suitable for a moderate number of collective variables in which one can approximate the diffusion tensor and free energy. Imposing appropriate boundary conditions allows use of the approximated BKO to solve for the committor function and utilization of transition path theory to find the reactive current delineating the transition channels and the transition rate. The proposed algorithm, tm-mmap, is tested on the two-dimensional Moro-Cardin two-well system with position-dependent diffusion coefficient and on alanine dipeptide in two collective variables where the committor, the reactive current, and the transition rate are compared to those computed by the finite element method (FEM). Finally, tm-mmap is applied to alanine dipeptide in four collective variables where the use of finite elements is infeasible.

Kernel-based parameter estimation of dynamical systems with unknown observation functions

A low-dimensional dynamical system is observed in an experiment as a high-dimensional signal, for example, a video of a chaotic pendulums system. Assuming that we know the dynamical model up to some unknown parameters, can we estimate the underlying system's parameters by measuring its time-evolution only once? The key information for performing this estimation lies in the temporal inter-dependencies between the signal and the model. We propose a kernel-based score to compare these dependencies. Our score generalizes a maximum likelihood estimator for a linear model to a general nonlinear setting in an unknown feature space. We estimate the system's underlying parameters by maximizing the proposed score. We demonstrate the accuracy and efficiency of the method using two chaotic dynamical systems-the double pendulum and the Lorenz '63 model.

The Spectral Underpinning of word2vec

Word2vec introduced by Mikolov et al. is a word embedding method that is widely used in natural language processing. Despite its success and frequent use, a strong theoretical justification is still lacking. The main contribution of our paper is to propose a rigorous analysis of the highly nonlinear functional of word2vec. Our results suggest that word2vec may be primarily driven by an underlying spectral method. This insight may open the door to obtaining provable guarantees for word2vec. We support these findings by numerical simulations. One fascinating open question is whether the nonlinear properties of word2vec that are not captured by the spectral method are beneficial and, if so, by what mechanism.