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Register a new userA Statistical Recurrent Model on the Manifold of Symmetric Positive Definite Matrices
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In a number of disciplines, the data (e.g., graphs, manifolds) to be analyzed are non-Euclidean in nature. Geometric deep learning corresponds to techniques that generalize deep neural network models to such non-Euclidean spaces. Several recent papers have shown how convolutional neural networks (CNNs) can be extended to learn with graph-based data. In this work, we study the setting where the data (or measurements) are ordered, longitudinal or temporal in nature and live on a Riemannian manifold -- this setting is common in a variety of problems in statistical machine learning, vision and medical imaging. We show how recurrent statistical recurrent network models can be defined in such spaces. We give an efficient algorithm and conduct a rigorous analysis of its statistical properties. We perform extensive numerical experiments demonstrating competitive performance with state of the art methods but with significantly less number of parameters. We also show applications to a statistical analysis task in brain imaging, a regime where deep neural network models have only been utilized in limited ways.
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In this paper, we develop a new classification method for manifold-valued data in the framework of probabilistic learning vector quantization. In many classification scenarios, the data can be naturally represented by symmetric positive definite matrices, which are inherently points that live on a curved Riemannian manifold. Due to the non-Euclidean geometry of Riemannian manifolds, traditional Euclidean machine learning algorithms yield poor results on such data. In this paper, we generalize the probabilistic learning vector quantization algorithm for data points living on the manifold of symmetric positive definite matrices equipped with Riemannian natural metric (affine-invariant metric). By exploiting the induced Riemannian distance, we derive the probabilistic learning Riemannian space quantization algorithm, obtaining the learning rule through Riemannian gradient descent. Empirical investigations on synthetic data, image data , and motor imagery EEG data demonstrate the superior performance of the proposed method.
The James-Stein estimator is an estimator of the multivariate normal mean and dominates the maximum likelihood estimator (MLE) under squared error loss. The original work inspired great interest in developing shrinkage estimators for a variety of problems. Nonetheless, research on shrinkage estimation for manifold-valued data is scarce. In this paper, we propose shrinkage estimators for the parameters of the Log-Normal distribution defined on the manifold of $N times N$ symmetric positive-definite matrices. For this manifold, we choose the Log-Euclidean metric as its Riemannian metric since it is easy to compute and is widely used in applications. By using the Log-Euclidean distance in the loss function, we derive a shrinkage estimator in an analytic form and show that it is asymptotically optimal within a large class of estimators including the MLE, which is the sample Frechet mean of the data. We demonstrate the performance of the proposed shrinkage estimator via several simulated data experiments. Furthermore, we apply the shrinkage estimator to perform statistical inference in diffusion magnetic resonance imaging problems.
We explore the connection between two problems that have arisen independently in the signal processing and related fields: the estimation of the geometric mean of a set of symmetric positive definite (SPD) matrices and their approximate joint diagonalization (AJD). Today there is a considerable interest in estimating the geometric mean of a SPD matrix set in the manifold of SPD matrices endowed with the Fisher information metric. The resulting mean has several important invariance properties and has proven very useful in diverse engineering applications such as biomedical and image data processing. While for two SPD matrices the mean has an algebraic closed form solution, for a set of more than two SPD matrices it can only be estimated by iterative algorithms. However, none of the existing iterative algorithms feature at the same time fast convergence, low computational complexity per iteration and guarantee of convergence. For this reason, recently other definitions of geometric mean based on symmetric divergence measures, such as the Bhattacharyya divergence, have been considered. The resulting means, although possibly useful in practice, do not satisfy all desirable invariance properties. In this paper we consider geometric means of co-variance matrices estimated on high-dimensional time-series, assuming that the data is generated according to an instantaneous mixing model, which is very common in signal processing. We show that in these circumstances we can approximate the Fisher information geometric mean by employing an efficient AJD algorithm. Our approximation is in general much closer to the Fisher information geometric mean as compared to its competitors and verifies many invariance properties. Furthermore, convergence is guaranteed, the computational complexity is low and the convergence rate is quadratic. The accuracy of this new geometric mean approximation is demonstrated by means of simulations.
The effectiveness of Symmetric Positive Definite (SPD) manifold features has been proven in various computer vision tasks. However, due to the non-Euclidean geometry of these features, existing Euclidean machineries cannot be directly used. In this paper, we tackle the classification tasks with limited training data on SPD manifolds. Our proposed framework, named Manifold Convex Class Model, represents each class on SPD manifolds using a convex model, and classification can be performed by computing distances to the convex models. We provide three methods based on different metrics to address the optimization problem of the smallest distance of a point to the convex model on SPD manifold. The efficacy of our proposed framework is demonstrated both on synthetic data and several computer vision tasks including object recognition, texture classification, person re-identification and traffic scene classification.
Representations in the form of Symmetric Positive Definite (SPD) matrices have been popularized in a variety of visual learning applications due to their demonstrated ability to capture rich second-order statistics of visual data. There exist several similarity measures for comparing SPD matrices with documented benefits. However, selecting an appropriate measure for a given problem remains a challenge and in most cases, is the result of a trial-and-error process. In this paper, we propose to learn similarity measures in a data-driven manner. To this end, we capitalize on the alphabeta-log-det divergence, which is a meta-divergence parametrized by scalars alpha and beta, subsuming a wide family of popular information divergences on SPD matrices for distinct and discrete values of these parameters. Our key idea is to cast these parameters in a continuum and learn them from data. We systematically extend this idea to learn vector-valued parameters, thereby increasing the expressiveness of the underlying non-linear measure. We conjoin the divergence learning problem with several standard tasks in machine learning, including supervised discriminative dictionary learning and unsupervised SPD matrix clustering. We present Riemannian gradient descent schemes for optimizing our formulations efficiently, and show the usefulness of our method on eight standard computer vision tasks.
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