Unperturbed: spectral analysis beyond Davis-Kahan
June 20, 2017 ยท Declared Dead ยท ๐ International Conference on Algorithmic Learning Theory
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Authors
Justin Eldridge, Mikhail Belkin, Yusu Wang
arXiv ID
1706.06516
Category
stat.ML: Machine Learning (Stat)
Cross-listed
cs.LG
Citations
101
Venue
International Conference on Algorithmic Learning Theory
Last Checked
5 months ago
Abstract
Classical matrix perturbation results, such as Weyl's theorem for eigenvalues and the Davis-Kahan theorem for eigenvectors, are general purpose. These classical bounds are tight in the worst case, but in many settings sub-optimal in the typical case. In this paper, we present perturbation bounds which consider the nature of the perturbation and its interaction with the unperturbed structure in order to obtain significant improvements over the classical theory in many scenarios, such as when the perturbation is random. We demonstrate the utility of these new results by analyzing perturbations in the stochastic blockmodel where we derive much tighter bounds than provided by the classical theory. We use our new perturbation theory to show that a very simple and natural clustering algorithm -- whose analysis was difficult using the classical tools -- nevertheless recovers the communities of the blockmodel exactly even in very sparse graphs.
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