Multilinear Subspace Clustering

In this paper we present a new model and an algorithm for unsupervised clustering of 2-D data such as images. We assume that the data comes from a union of multilinear subspaces (UOMS) model, which is a specific structured case of the much studied union of subspaces (UOS) model. For segmentation under this model, we develop Multilinear Subspace Clustering (MSC) algorithm and evaluate its performance on the YaleB and Olivietti image data sets. We show that MSC is highly competitive with existing algorithms employing the UOS model in terms of clustering performance while enjoying improvement in computational complexity

Tensor Representation in High-Frequency Financial Data for Price Change Prediction

Nowadays, with the availability of massive amount of trade data collected, the dynamics of the financial markets pose both a challenge and an opportunity for high frequency traders. In order to take advantage of the rapid, subtle movement of assets in High Frequency Trading (HFT), an automatic algorithm to analyze and detect patterns of price change based on transaction records must be available. The multichannel, time-series representation of financial data naturally suggests tensor-based learning algorithms. In this work, we investigate the effectiveness of two multilinear methods for the mid-price prediction problem against other existing methods. The experiments in a large scale dataset which contains more than 4 millions limit orders show that by utilizing tensor representation, multilinear models outperform vector-based approaches and other competing ones.Comment: accepted in SSCI 2017, typos fixe

Efficient illumination independent appearance-based face tracking

One of the major challenges that visual tracking algorithms face nowadays is being able to cope with changes in the appearance of the target during tracking. Linear subspace models have been extensively studied and are possibly the most popular way of modelling target appearance. We introduce a linear subspace representation in which the appearance of a face is represented by the addition of two approxi- mately independent linear subspaces modelling facial expressions and illumination respectively. This model is more compact than previous bilinear or multilinear ap- proaches. The independence assumption notably simplifies system training. We only require two image sequences. One facial expression is subject to all possible illumina- tions in one sequence and the face adopts all facial expressions under one particular illumination in the other. This simple model enables us to train the system with no manual intervention. We also revisit the problem of efficiently fitting a linear subspace-based model to a target image and introduce an additive procedure for solving this problem. We prove that Matthews and Baker’s Inverse Compositional Approach makes a smoothness assumption on the subspace basis that is equiva- lent to Hager and Belhumeur’s, which worsens convergence. Our approach differs from Hager and Belhumeur’s additive and Matthews and Baker’s compositional ap- proaches in that we make no smoothness assumptions on the subspace basis. In the experiments conducted we show that the model introduced accurately represents the appearance variations caused by illumination changes and facial expressions. We also verify experimentally that our fitting procedure is more accurate and has better convergence rate than the other related approaches, albeit at the expense of a slight increase in computational cost. Our approach can be used for tracking a human face at standard video frame rates on an average personal computer

N-Dimensional Principal Component Analysis

In this paper, we first briefly introduce the multidimensional Principal Component Analysis (PCA) techniques, and then amend our previous N-dimensional PCA (ND-PCA) scheme by introducing multidirectional decomposition into ND-PCA implementation. For the case of high dimensionality, PCA technique is usually extended to an arbitrary n-dimensional space by the Higher-Order Singular Value Decomposition (HO-SVD) technique. Due to the size of tensor, HO-SVD implementation usually leads to a huge matrix along some direction of tensor, which is always beyond the capacity of an ordinary PC. The novelty of this paper is to amend our previous ND-PCA scheme to deal with this challenge and further prove that the revised ND-PCA scheme can provide a near optimal linear solution under the given error bound. To evaluate the numerical property of the revised ND-PCA scheme, experiments are performed on a set of 3D volume datasets

Tensor-based Subspace Factorization for StyleGAN

In this paper, we propose $\tau$GAN a tensor-based method for modeling the latent space of generative models. The objective is to identify semantic directions in latent space. To this end, we propose to fit a multilinear tensor model on a structured facial expression database, which is initially embedded into latent space. We validate our approach on StyleGAN trained on FFHQ using BU-3DFE as a structured facial expression database. We show how the parameters of the multilinear tensor model can be approximated by Alternating Least Squares. Further, we introduce a tacked style-separated tensor model, defined as an ensemble of style-specific models to integrate our approach with the extended latent space of StyleGAN. We show that taking the individual styles of the extended latent space into account leads to higher model flexibility and lower reconstruction error. Finally, we do several experiments comparing our approach to former work on both GANs and multilinear models. Concretely, we analyze the expression subspace and find that the expression trajectories meet at an apathetic face that is consistent with earlier work. We also show that by changing the pose of a person, the generated image from our approach is closer to the ground truth than results from two competing approaches.Comment: Accepted for FG202

Tumor Classification Using High-Order Gene Expression Profiles Based on Multilinear ICA

Motivation. Independent Components Analysis (ICA) maximizes the statistical independence of the representational components of a training gene expression profiles (GEP) ensemble, but it cannot distinguish relations between the different factors, or different modes, and it is not available to high-order GEP Data Mining. In order to generalize ICA, we introduce Multilinear-ICA and apply it to tumor classification using high order GEP. Firstly, we introduce the basis conceptions and operations of tensor and recommend Support Vector Machine (SVM) classifier and Multilinear-ICA. Secondly, the higher score genes of original high order GEP are selected by using t-statistics and tabulate tensors. Thirdly, the tensors are performed by Multilinear-ICA. Finally, the SVM is used to classify the tumor subtypes. Results. To show the validity of the proposed method, we apply it to tumor classification using high order GEP. Though we only use three datasets, the experimental results show that the method is effective and feasible. Through this survey, we hope to gain some insight into the problem of high order GEP tumor classification, in aid of further developing more effective tumor classification algorithms

Tensor Decompositions for Signal Processing Applications From Two-way to Multiway Component Analysis

The widespread use of multi-sensor technology and the emergence of big datasets has highlighted the limitations of standard flat-view matrix models and the necessity to move towards more versatile data analysis tools. We show that higher-order tensors (i.e., multiway arrays) enable such a fundamental paradigm shift towards models that are essentially polynomial and whose uniqueness, unlike the matrix methods, is guaranteed under verymild and natural conditions. Benefiting fromthe power ofmultilinear algebra as theirmathematical backbone, data analysis techniques using tensor decompositions are shown to have great flexibility in the choice of constraints that match data properties, and to find more general latent components in the data than matrix-based methods. A comprehensive introduction to tensor decompositions is provided from a signal processing perspective, starting from the algebraic foundations, via basic Canonical Polyadic and Tucker models, through to advanced cause-effect and multi-view data analysis schemes. We show that tensor decompositions enable natural generalizations of some commonly used signal processing paradigms, such as canonical correlation and subspace techniques, signal separation, linear regression, feature extraction and classification. We also cover computational aspects, and point out how ideas from compressed sensing and scientific computing may be used for addressing the otherwise unmanageable storage and manipulation problems associated with big datasets. The concepts are supported by illustrative real world case studies illuminating the benefits of the tensor framework, as efficient and promising tools for modern signal processing, data analysis and machine learning applications; these benefits also extend to vector/matrix data through tensorization. Keywords: ICA, NMF, CPD, Tucker decomposition, HOSVD, tensor networks, Tensor Train