Bregman Divergences for Infinite Dimensional Covariance Matrices

Abstract We introduce an approach to computing and comparing Covariance Descriptors (CovDs

DeepKSPD: Learning Kernel-matrix-based SPD Representation for Fine-grained Image Recognition

Being symmetric positive-definite (SPD), covariance matrix has traditionally been used to represent a set of local descriptors in visual recognition. Recent study shows that kernel matrix can give considerably better representation by modelling the nonlinearity in the local descriptor set. Nevertheless, neither the descriptors nor the kernel matrix is deeply learned. Worse, they are considered separately, hindering the pursuit of an optimal SPD representation. This work proposes a deep network that jointly learns local descriptors, kernel-matrix-based SPD representation, and the classifier via an end-to-end training process. We derive the derivatives for the mapping from a local descriptor set to the SPD representation to carry out backpropagation. Also, we exploit the Daleckii-Krein formula in operator theory to give a concise and unified result on differentiating SPD matrix functions, including the matrix logarithm to handle the Riemannian geometry of kernel matrix. Experiments not only show the superiority of kernel-matrix-based SPD representation with deep local descriptors, but also verify the advantage of the proposed deep network in pursuing better SPD representations for fine-grained image recognition tasks

Riemannian kernel based Nystr\"om method for approximate infinite-dimensional covariance descriptors with application to image set classification

In the domain of pattern recognition, using the CovDs (Covariance Descriptors) to represent data and taking the metrics of the resulting Riemannian manifold into account have been widely adopted for the task of image set classification. Recently, it has been proven that infinite-dimensional CovDs are more discriminative than their low-dimensional counterparts. However, the form of infinite-dimensional CovDs is implicit and the computational load is high. We propose a novel framework for representing image sets by approximating infinite-dimensional CovDs in the paradigm of the Nystr\"om method based on a Riemannian kernel. We start by modeling the images via CovDs, which lie on the Riemannian manifold spanned by SPD (Symmetric Positive Definite) matrices. We then extend the Nystr\"om method to the SPD manifold and obtain the approximations of CovDs in RKHS (Reproducing Kernel Hilbert Space). Finally, we approximate infinite-dimensional CovDs via these approximations. Empirically, we apply our framework to the task of image set classification. The experimental results obtained on three benchmark datasets show that our proposed approximate infinite-dimensional CovDs outperform the original CovDs.Comment: 6 pages, 3 figures, International Conference on Pattern Recognition 201

No fuss metric learning, a Hilbert space scenario

In this paper, we devise a kernel version of the recently introduced keep it simple and straightforward metric learning method, hence adding a novel dimension to its applicability in scenarios where input data is non-linearly distributed. To this end, we make use of the infinite dimensional covariance matrices and show how a matrix in a reproducing kernel Hilbert space can be projected onto the positive cone efficiently. In particular, we propose two techniques towards projecting on the positive cone in a reproducing kernel Hilbert space. The first method, though approximating the solution, enjoys a closed-form and analytic formulation. The second solution is more accurate and requires Riemannian optimization techniques. Nevertheless, both solutions can scale up very well as our empirical evaluations suggest. For the sake of completeness, we also employ the Nyström method to approximate a reproducing kernel Hilbert space before learning a metric. Our experiments evidence that, compared to the state-of-the-art metric learning algorithms, working directly in reproducing kernel Hilbert space, leads to more robust and better performances

Learning Discriminative Stein Kernel for SPD Matrices and Its Applications

Stein kernel has recently shown promising performance on classifying images represented by symmetric positive definite (SPD) matrices. It evaluates the similarity between two SPD matrices through their eigenvalues. In this paper, we argue that directly using the original eigenvalues may be problematic because: i) Eigenvalue estimation becomes biased when the number of samples is inadequate, which may lead to unreliable kernel evaluation; ii) More importantly, eigenvalues only reflect the property of an individual SPD matrix. They are not necessarily optimal for computing Stein kernel when the goal is to discriminate different sets of SPD matrices. To address the two issues in one shot, we propose a discriminative Stein kernel, in which an extra parameter vector is defined to adjust the eigenvalues of the input SPD matrices. The optimal parameter values are sought by optimizing a proxy of classification performance. To show the generality of the proposed method, three different kernel learning criteria that are commonly used in the literature are employed respectively as a proxy. A comprehensive experimental study is conducted on a variety of image classification tasks to compare our proposed discriminative Stein kernel with the original Stein kernel and other commonly used methods for evaluating the similarity between SPD matrices. The experimental results demonstrate that, the discriminative Stein kernel can attain greater discrimination and better align with classification tasks by altering the eigenvalues. This makes it produce higher classification performance than the original Stein kernel and other commonly used methods.Comment: 13 page