From Symmetry to Geometry: Tractable Nonconvex Problems

As science and engineering have become increasingly data-driven, the role of optimization has expanded to touch almost every stage of the data analysis pipeline, from the signal and data acquisition to modeling and prediction. The optimization problems encountered in practice are often nonconvex. While challenges vary from problem to problem, one common source of nonconvexity is nonlinearity in the data or measurement model. Nonlinear models often exhibit symmetries, creating complicated, nonconvex objective landscapes, with multiple equivalent solutions. Nevertheless, simple methods (e.g., gradient descent) often perform surprisingly well in practice. The goal of this survey is to highlight a class of tractable nonconvex problems, which can be understood through the lens of symmetries. These problems exhibit a characteristic geometric structure: local minimizers are symmetric copies of a single "ground truth" solution, while other critical points occur at balanced superpositions of symmetric copies of the ground truth, and exhibit negative curvature in directions that break the symmetry. This structure enables efficient methods to obtain global minimizers. We discuss examples of this phenomenon arising from a wide range of problems in imaging, signal processing, and data analysis. We highlight the key role of symmetry in shaping the objective landscape and discuss the different roles of rotational and discrete symmetries. This area is rich with observed phenomena and open problems; we close by highlighting directions for future research.Comment: review paper submitted to SIAM Review, 34 pages, 10 figure

Sampling binary sparse coding QUBO models using a spiking neuromorphic processor

We consider the problem of computing a sparse binary representation of an image. To be precise, given an image and an overcomplete, non-orthonormal basis, we aim to find a sparse binary vector indicating the minimal set of basis vectors that when added together best reconstruct the given input. We formulate this problem with an $L_2$ loss on the reconstruction error, and an $L_0$ (or, equivalently, an $L_1$) loss on the binary vector enforcing sparsity. This yields a so-called Quadratic Unconstrained Binary Optimization (QUBO) problem, whose solution is generally NP-hard to find. The contribution of this work is twofold. First, the method of unsupervised and unnormalized dictionary feature learning for a desired sparsity level to best match the data is presented. Second, the binary sparse coding problem is then solved on the Loihi 1 neuromorphic chip by the use of stochastic networks of neurons to traverse the non-convex energy landscape. The solutions are benchmarked against the classical heuristic simulated annealing. We demonstrate neuromorphic computing is suitable for sampling low energy solutions of binary sparse coding QUBO models, and although Loihi 1 is capable of sampling very sparse solutions of the QUBO models, there needs to be improvement in the implementation in order to be competitive with simulated annealing

Sliced Wasserstein Distance for Learning Gaussian Mixture Models

Gaussian mixture models (GMM) are powerful parametric tools with many applications in machine learning and computer vision. Expectation maximization (EM) is the most popular algorithm for estimating the GMM parameters. However, EM guarantees only convergence to a stationary point of the log-likelihood function, which could be arbitrarily worse than the optimal solution. Inspired by the relationship between the negative log-likelihood function and the Kullback-Leibler (KL) divergence, we propose an alternative formulation for estimating the GMM parameters using the sliced Wasserstein distance, which gives rise to a new algorithm. Specifically, we propose minimizing the sliced-Wasserstein distance between the mixture model and the data distribution with respect to the GMM parameters. In contrast to the KL-divergence, the energy landscape for the sliced-Wasserstein distance is more well-behaved and therefore more suitable for a stochastic gradient descent scheme to obtain the optimal GMM parameters. We show that our formulation results in parameter estimates that are more robust to random initializations and demonstrate that it can estimate high-dimensional data distributions more faithfully than the EM algorithm