Approximate Joint Diagonalization within the Riemannian Geometry Framework

International audienceWe consider the approximate joint diagonalization problem (AJD) related to the well known blind source separation (BSS) problem within the Riemannian geometry framework. We define a new manifold named special polar manifold equivalent to the set of full rank matrices with a unit determinant of their Gram matrix. The Riemannian trust-region optimization algorithm allows us to define a new method to solve the AJD problem. This method is compared to previously published NoJOB and UWEDGE algorithms by means of simulations and shows comparable performances. This Riemannian optimization approach thus shows promising results. Since it is also very flexible, it can be easily extended to block AJD or joint BSS

Cluster Exploration using Informative Manifold Projections

Dimensionality reduction (DR) is one of the key tools for the visual exploration of high-dimensional data and uncovering its cluster structure in two- or three-dimensional spaces. The vast majority of DR methods in the literature do not take into account any prior knowledge a practitioner may have regarding the dataset under consideration. We propose a novel method to generate informative embeddings which not only factor out the structure associated with different kinds of prior knowledge but also aim to reveal any remaining underlying structure. To achieve this, we employ a linear combination of two objectives: firstly, contrastive PCA that discounts the structure associated with the prior information, and secondly, kurtosis projection pursuit which ensures meaningful data separation in the obtained embeddings. We formulate this task as a manifold optimization problem and validate it empirically across a variety of datasets considering three distinct types of prior knowledge. Lastly, we provide an automated framework to perform iterative visual exploration of high-dimensional data