1,535 research outputs found
Regularized Optimal Transport and the Rot Mover's Distance
This paper presents a unified framework for smooth convex regularization of
discrete optimal transport problems. In this context, the regularized optimal
transport turns out to be equivalent to a matrix nearness problem with respect
to Bregman divergences. Our framework thus naturally generalizes a previously
proposed regularization based on the Boltzmann-Shannon entropy related to the
Kullback-Leibler divergence, and solved with the Sinkhorn-Knopp algorithm. We
call the regularized optimal transport distance the rot mover's distance in
reference to the classical earth mover's distance. We develop two generic
schemes that we respectively call the alternate scaling algorithm and the
non-negative alternate scaling algorithm, to compute efficiently the
regularized optimal plans depending on whether the domain of the regularizer
lies within the non-negative orthant or not. These schemes are based on
Dykstra's algorithm with alternate Bregman projections, and further exploit the
Newton-Raphson method when applied to separable divergences. We enhance the
separable case with a sparse extension to deal with high data dimensions. We
also instantiate our proposed framework and discuss the inherent specificities
for well-known regularizers and statistical divergences in the machine learning
and information geometry communities. Finally, we demonstrate the merits of our
methods with experiments using synthetic data to illustrate the effect of
different regularizers and penalties on the solutions, as well as real-world
data for a pattern recognition application to audio scene classification
Sparse Coding on Symmetric Positive Definite Manifolds using Bregman Divergences
This paper introduces sparse coding and dictionary learning for Symmetric
Positive Definite (SPD) matrices, which are often used in machine learning,
computer vision and related areas. Unlike traditional sparse coding schemes
that work in vector spaces, in this paper we discuss how SPD matrices can be
described by sparse combination of dictionary atoms, where the atoms are also
SPD matrices. We propose to seek sparse coding by embedding the space of SPD
matrices into Hilbert spaces through two types of Bregman matrix divergences.
This not only leads to an efficient way of performing sparse coding, but also
an online and iterative scheme for dictionary learning. We apply the proposed
methods to several computer vision tasks where images are represented by region
covariance matrices. Our proposed algorithms outperform state-of-the-art
methods on a wide range of classification tasks, including face recognition,
action recognition, material classification and texture categorization
Interpolation and Extrapolation of Toeplitz Matrices via Optimal Mass Transport
In this work, we propose a novel method for quantifying distances between
Toeplitz structured covariance matrices. By exploiting the spectral
representation of Toeplitz matrices, the proposed distance measure is defined
based on an optimal mass transport problem in the spectral domain. This may
then be interpreted in the covariance domain, suggesting a natural way of
interpolating and extrapolating Toeplitz matrices, such that the positive
semi-definiteness and the Toeplitz structure of these matrices are preserved.
The proposed distance measure is also shown to be contractive with respect to
both additive and multiplicative noise, and thereby allows for a quantification
of the decreased distance between signals when these are corrupted by noise.
Finally, we illustrate how this approach can be used for several applications
in signal processing. In particular, we consider interpolation and
extrapolation of Toeplitz matrices, as well as clustering problems and tracking
of slowly varying stochastic processes
Damage Detection in Largely Unobserved Structures under Varying Environmental Conditions: An AutoRegressive Spectrum and Multi-Level Machine Learning Methodology
Vibration-based damage detection in civil structures using data-driven methods requires sufficient vibration responses acquired with a sensor network. Due to technical and economic reasons, it is not always possible to deploy a large number of sensors. This limitation may lead to partial information being handled for damage detection purposes, under environmental variability. To address this challenge, this article proposes an innovative multi-level machine learning method by employing the autoregressive spectrum as the main damage-sensitive feature. The proposed method consists of three levels: (i) distance calculation by the log-spectral distance, to increase damage detectability and generate distance-based training and test samples; (ii) feature normalization by an improved factor analysis, to remove environmental variations; and (iii) decision-making for damage localization by means of the Jensen-Shannon divergence. The major contributions of this research are represented by the development of the aforementioned multi-level machine learning method, and by the proposal of the new factor analysis for feature normalization. Limited vibration datasets relevant to a truss structure and consisting of acceleration time histories induced by shaker excitation in a passive system, have been used to validate the proposed method and to compare it with alternate, state-of-the-art strategies
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