5,638 research outputs found

    Regularized Optimal Transport and the Rot Mover's Distance

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    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

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    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

    Regression on fixed-rank positive semidefinite matrices: a Riemannian approach

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    The paper addresses the problem of learning a regression model parameterized by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear nature of the search space and on scalability to high-dimensional problems. The mathematical developments rely on the theory of gradient descent algorithms adapted to the Riemannian geometry that underlies the set of fixed-rank positive semidefinite matrices. In contrast with previous contributions in the literature, no restrictions are imposed on the range space of the learned matrix. The resulting algorithms maintain a linear complexity in the problem size and enjoy important invariance properties. We apply the proposed algorithms to the problem of learning a distance function parameterized by a positive semidefinite matrix. Good performance is observed on classical benchmarks

    Bayesian Fused Lasso regression for dynamic binary networks

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    We propose a multinomial logistic regression model for link prediction in a time series of directed binary networks. To account for the dynamic nature of the data we employ a dynamic model for the model parameters that is strongly connected with the fused lasso penalty. In addition to promoting sparseness, this prior allows us to explore the presence of change points in the structure of the network. We introduce fast computational algorithms for estimation and prediction using both optimization and Bayesian approaches. The performance of the model is illustrated using simulated data and data from a financial trading network in the NYMEX natural gas futures market. Supplementary material containing the trading network data set and code to implement the algorithms is available online

    Iterative CT reconstruction using shearlet-based regularization

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    In computerized tomography, it is important to reduce the image noise without increasing the acquisition dose. Extensive research has been done into total variation minimization for image denoising and sparse-view reconstruction. However, TV minimization methods show superior denoising performance for simple images (with little texture), but result in texture information loss when applied to more complex images. Since in medical imaging, we are often confronted with textured images, it might not be beneficial to use TV. Our objective is to find a regularization term outperforming TV for sparse-view reconstruction and image denoising in general. A recent efficient solver was developed for convex problems, based on a split-Bregman approach, able to incorporate regularization terms different from TV. In this work, a proof-of-concept study demonstrates the usage of the discrete shearlet transform as a sparsifying transform within this solver for CT reconstructions. In particular, the regularization term is the 1-norm of the shearlet coefficients. We compared our newly developed shearlet approach to traditional TV on both sparse-view and on low-count simulated and measured preclinical data. Shearlet-based regularization does not outperform TV-based regularization for all datasets. Reconstructed images exhibit small aliasing artifacts in sparse-view reconstruction problems, but show no staircasing effect. This results in a slightly higher resolution than with TV-based regularization
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