Tensor Graphical Lasso (TeraLasso)

This paper introduces a multi-way tensor generalization of the Bigraphical Lasso (BiGLasso), which uses a two-way sparse Kronecker-sum multivariate-normal model for the precision matrix to parsimoniously model conditional dependence relationships of matrix-variate data based on the Cartesian product of graphs. We call this generalization the {\bf Te}nsor g{\bf ra}phical Lasso (TeraLasso). We demonstrate using theory and examples that the TeraLasso model can be accurately and scalably estimated from very limited data samples of high dimensional variables with multiway coordinates such as space, time and replicates. Statistical consistency and statistical rates of convergence are established for both the BiGLasso and TeraLasso estimators of the precision matrix and estimators of its support (non-sparsity) set, respectively. We propose a scalable composite gradient descent algorithm and analyze the computational convergence rate, showing that the composite gradient descent algorithm is guaranteed to converge at a geometric rate to the global minimizer of the TeraLasso objective function. Finally, we illustrate the TeraLasso using both simulation and experimental data from a meteorological dataset, showing that we can accurately estimate precision matrices and recover meaningful conditional dependency graphs from high dimensional complex datasets.Comment: accepted to JRSS-

Semi-supervised tensor-based graph embedding learning and its application to visual discriminant tracking

An appearance model adaptable to changes in object appearance is critical in visual object tracking. In this paper, we treat an image patch as a 2-order tensor which preserves the original image structure. We design two graphs for characterizing the intrinsic local geometrical structure of the tensor samples of the object and the background. Graph embedding is used to reduce the dimensions of the tensors while preserving the structure of the graphs. Then, a discriminant embedding space is constructed. We prove two propositions for finding the transformation matrices which are used to map the original tensor samples to the tensor-based graph embedding space. In order to encode more discriminant information in the embedding space, we propose a transfer-learningbased semi-supervised strategy to iteratively adjust the embedding space into which discriminative information obtained from earlier times is transferred. We apply the proposed semi-supervised tensor-based graph embedding learning algorithm to visual tracking. The new tracking algorithm captures an object’s appearance characteristics during tracking and uses a particle filter to estimate the optimal object state. Experimental results on the CVPR 2013 benchmark dataset demonstrate the effectiveness of the proposed tracking algorithm

Tight bounds on the convergence rate of generalized ratio consensus algorithms

The problems discussed in this paper are motivated by general ratio consensus algorithms, introduced by Kempe, Dobra, and Gehrke (2003) in a simple form as the push-sum algorithm, later extended by B\'en\'ezit et al. (2010) under the name weighted gossip algorithm. We consider a communication protocol described by a strictly stationary, ergodic, sequentially primitive sequence of non-negative matrices, applied iteratively to a pair of fixed initial vectors, the components of which are called values and weights defined at the nodes of a network. The subject of ratio consensus problems is to study the asymptotic properties of ratios of values and weights at each node, expecting convergence to the same limit for all nodes. The main results of the paper provide upper bounds for the rate of the almost sure exponential convergence in terms of the spectral gap associated with the given sequence of random matrices. It will be shown that these upper bounds are sharp. Our results complement previous results of Picci and Taylor (2013) and Iutzeler, Ciblat and Hachem (2013)

Classification of hyperspectral images by tensor modeling and additive morphological decomposition

International audiencePixel-wise classification in high-dimensional multivariate images is investigated. The proposed method deals with the joint use of spectral and spatial information provided in hyperspectral images. Additive morphological decomposition (AMD) based on morphological operators is proposed. AMD defines a scale-space decomposition for multivariate images without any loss of information. AMD is modeled as a tensor structure and tensor principal components analysis is compared as dimensional reduction algorithm versus classic approach. Experimental comparison shows that the proposed algorithm can provide better performance for the pixel classification of hyperspectral image than many other well-known techniques

Geometric representations for minimalist grammars

We reformulate minimalist grammars as partial functions on term algebras for strings and trees. Using filler/role bindings and tensor product representations, we construct homomorphisms for these data structures into geometric vector spaces. We prove that the structure-building functions as well as simple processors for minimalist languages can be realized by piecewise linear operators in representation space. We also propose harmony, i.e. the distance of an intermediate processing step from the final well-formed state in representation space, as a measure of processing complexity. Finally, we illustrate our findings by means of two particular arithmetic and fractal representations.Comment: 43 pages, 4 figure

Approximate Kernel PCA Using Random Features: Computational vs. Statistical Trade-off

Kernel methods are powerful learning methodologies that provide a simple way to construct nonlinear algorithms from linear ones. Despite their popularity, they suffer from poor scalability in big data scenarios. Various approximation methods, including random feature approximation have been proposed to alleviate the problem. However, the statistical consistency of most of these approximate kernel methods is not well understood except for kernel ridge regression wherein it has been shown that the random feature approximation is not only computationally efficient but also statistically consistent with a minimax optimal rate of convergence. In this paper, we investigate the efficacy of random feature approximation in the context of kernel principal component analysis (KPCA) by studying the trade-off between computational and statistical behaviors of approximate KPCA. We show that the approximate KPCA is both computationally and statistically efficient compared to KPCA in terms of the error associated with reconstructing a kernel function based on its projection onto the corresponding eigenspaces. Depending on the eigenvalue decay behavior of the covariance operator, we show that only $n^{2/3}$ features (polynomial decay) or $\sqrt{n}$ features (exponential decay) are needed to match the statistical performance of KPCA. We also investigate their statistical behaviors in terms of the convergence of corresponding eigenspaces wherein we show that only $\sqrt{n}$ features are required to match the performance of KPCA and if fewer than $\sqrt{n}$ features are used, then approximate KPCA has a worse statistical behavior than that of KPCA.Comment: 46 page