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

Total Jensen divergences: Definition, Properties and k-Means++ Clustering

We present a novel class of divergences induced by a smooth convex function called total Jensen divergences. Those total Jensen divergences are invariant by construction to rotations, a feature yielding regularization of ordinary Jensen divergences by a conformal factor. We analyze the relationships between this novel class of total Jensen divergences and the recently introduced total Bregman divergences. We then proceed by defining the total Jensen centroids as average distortion minimizers, and study their robustness performance to outliers. Finally, we prove that the k-means++ initialization that bypasses explicit centroid computations is good enough in practice to guarantee probabilistically a constant approximation factor to the optimal k-means clustering.Comment: 27 page