Subspace Learning with Partial Information

The goal of subspace learning is to find a $k$-dimensional subspace of $\mathbb{R}^d$, such that the expected squared distance between instance vectors and the subspace is as small as possible. In this paper we study subspace learning in a partial information setting, in which the learner can only observe $r \le d$ attributes from each instance vector. We propose several efficient algorithms for this task, and analyze their sample complexit

Constrained Sparse Subspace Clustering with Side-Information

Subspace clustering refers to the problem of segmenting high dimensional data drawn from a union of subspaces into the respective subspaces. In some applications, partial side-information to indicate "must-link" or "cannot-link" in clustering is available. This leads to the task of subspace clustering with side-information. However, in prior work the supervision value of the side-information for subspace clustering has not been fully exploited. To this end, in this paper, we present an enhanced approach for constrained subspace clustering with side-information, termed Constrained Sparse Subspace Clustering plus (CSSC+), in which the side-information is used not only in the stage of learning an affinity matrix but also in the stage of spectral clustering. Moreover, we propose to estimate clustering accuracy based on the partial side-information and theoretically justify the connection to the ground-truth clustering accuracy in terms of the Rand index. We conduct experiments on three cancer gene expression datasets to validate the effectiveness of our proposals.Comment: 8 pages, 2 figures, and 3 tables. This work has been accepted by ICPR 2018 as oral presentatio

SONIA: A Symmetric Blockwise Truncated Optimization Algorithm

This work presents a new algorithm for empirical risk minimization. The algorithm bridges the gap between first- and second-order methods by computing a search direction that uses a second-order-type update in one subspace, coupled with a scaled steepest descent step in the orthogonal complement. To this end, partial curvature information is incorporated to help with ill-conditioning, while simultaneously allowing the algorithm to scale to the large problem dimensions often encountered in machine learning applications. Theoretical results are presented to confirm that the algorithm converges to a stationary point in both the strongly convex and nonconvex cases. A stochastic variant of the algorithm is also presented, along with corresponding theoretical guarantees. Numerical results confirm the strengths of the new approach on standard machine learning problems.Comment: 38 pages, 74 figure

Cross-modal Subspace Learning for Fine-grained Sketch-based Image Retrieval

Sketch-based image retrieval (SBIR) is challenging due to the inherent domain-gap between sketch and photo. Compared with pixel-perfect depictions of photos, sketches are iconic renderings of the real world with highly abstract. Therefore, matching sketch and photo directly using low-level visual clues are unsufficient, since a common low-level subspace that traverses semantically across the two modalities is non-trivial to establish. Most existing SBIR studies do not directly tackle this cross-modal problem. This naturally motivates us to explore the effectiveness of cross-modal retrieval methods in SBIR, which have been applied in the image-text matching successfully. In this paper, we introduce and compare a series of state-of-the-art cross-modal subspace learning methods and benchmark them on two recently released fine-grained SBIR datasets. Through thorough examination of the experimental results, we have demonstrated that the subspace learning can effectively model the sketch-photo domain-gap. In addition we draw a few key insights to drive future research.Comment: Accepted by Neurocomputin

Partial Sum Minimization of Singular Values Representation on Grassmann Manifolds

As a significant subspace clustering method, low rank representation (LRR) has attracted great attention in recent years. To further improve the performance of LRR and extend its applications, there are several issues to be resolved. The nuclear norm in LRR does not sufficiently use the prior knowledge of the rank which is known in many practical problems. The LRR is designed for vectorial data from linear spaces, thus not suitable for high dimensional data with intrinsic non-linear manifold structure. This paper proposes an extended LRR model for manifold-valued Grassmann data which incorporates prior knowledge by minimizing partial sum of singular values instead of the nuclear norm, namely Partial Sum minimization of Singular Values Representation (GPSSVR). The new model not only enforces the global structure of data in low rank, but also retains important information by minimizing only smaller singular values. To further maintain the local structures among Grassmann points, we also integrate the Laplacian penalty with GPSSVR. An effective algorithm is proposed to solve the optimization problem based on the GPSSVR model. The proposed model and algorithms are assessed on some widely used human action video datasets and a real scenery dataset. The experimental results show that the proposed methods obviously outperform other state-of-the-art methods.Comment: Submitting to ACM Transactions on Knowledge Discovery from Data with minor revisio

A Dual-Dimer Method for Training Physics-Constrained Neural Networks with Minimax Architecture

Data sparsity is a common issue to train machine learning tools such as neural networks for engineering and scientific applications, where experiments and simulations are expensive. Recently physics-constrained neural networks (PCNNs) were developed to reduce the required amount of training data. However, the weights of different losses from data and physical constraints are adjusted empirically in PCNNs. In this paper, a new physics-constrained neural network with the minimax architecture (PCNN-MM) is proposed so that the weights of different losses can be adjusted systematically. The training of the PCNN-MM is searching the high-order saddle points of the objective function. A novel saddle point search algorithm called Dual-Dimer method is developed. It is demonstrated that the Dual-Dimer method is computationally more efficient than the gradient descent ascent method for nonconvex-nonconcave functions and provides additional eigenvalue information to verify search results. A heat transfer example also shows that the convergence of PCNN-MMs is faster than that of traditional PCNNs.Comment: 34 pages, 5 figures, accepted by neural network

Online Supervised Subspace Tracking

We present a framework for supervised subspace tracking, when there are two time series $x_t$ and $y_t$, one being the high-dimensional predictors and the other being the response variables and the subspace tracking needs to take into consideration of both sequences. It extends the classic online subspace tracking work which can be viewed as tracking of $x_t$ only. Our online sufficient dimensionality reduction (OSDR) is a meta-algorithm that can be applied to various cases including linear regression, logistic regression, multiple linear regression, multinomial logistic regression, support vector machine, the random dot product model and the multi-scale union-of-subspace model. OSDR reduces data-dimensionality on-the-fly with low-computational complexity and it can also handle missing data and dynamic data. OSDR uses an alternating minimization scheme and updates the subspace via gradient descent on the Grassmannian manifold. The subspace update can be performed efficiently utilizing the fact that the Grassmannian gradient with respect to the subspace in many settings is rank-one (or low-rank in certain cases). The optimization problem for OSDR is non-convex and hard to analyze in general; we provide convergence analysis of OSDR in a simple linear regression setting. The good performance of OSDR compared with the conventional unsupervised subspace tracking are demonstrated via numerical examples on simulated and real data.Comment: Submitted for journal publicatio

Extracting low-dimensional dynamics from multiple large-scale neural population recordings by learning to predict correlations

A powerful approach for understanding neural population dynamics is to extract low-dimensional trajectories from population recordings using dimensionality reduction methods. Current approaches for dimensionality reduction on neural data are limited to single population recordings, and can not identify dynamics embedded across multiple measurements. We propose an approach for extracting low-dimensional dynamics from multiple, sequential recordings. Our algorithm scales to data comprising millions of observed dimensions, making it possible to access dynamics distributed across large populations or multiple brain areas. Building on subspace-identification approaches for dynamical systems, we perform parameter estimation by minimizing a moment-matching objective using a scalable stochastic gradient descent algorithm: The model is optimized to predict temporal covariations across neurons and across time. We show how this approach naturally handles missing data and multiple partial recordings, and can identify dynamics and predict correlations even in the presence of severe subsampling and small overlap between recordings. We demonstrate the effectiveness of the approach both on simulated data and a whole-brain larval zebrafish imaging dataset

Visual Tracking via Shallow and Deep Collaborative Model

In this paper, we propose a robust tracking method based on the collaboration of a generative model and a discriminative classifier, where features are learned by shallow and deep architectures, respectively. For the generative model, we introduce a block-based incremental learning scheme, in which a local binary mask is constructed to deal with occlusion. The similarity degrees between the local patches and their corresponding subspace are integrated to formulate a more accurate global appearance model. In the discriminative model, we exploit the advances of deep learning architectures to learn generic features which are robust to both background clutters and foreground appearance variations. To this end, we first construct a discriminative training set from auxiliary video sequences. A deep classification neural network is then trained offline on this training set. Through online fine-tuning, both the hierarchical feature extractor and the classifier can be adapted to the appearance change of the target for effective online tracking. The collaboration of these two models achieves a good balance in handling occlusion and target appearance change, which are two contradictory challenging factors in visual tracking. Both quantitative and qualitative evaluations against several state-of-the-art algorithms on challenging image sequences demonstrate the accuracy and the robustness of the proposed tracker.Comment: Undergraduate Thesis, appearing in Pattern Recognitio

Sampling and multilevel coarsening algorithms for fast matrix approximations

This paper addresses matrix approximation problems for matrices that are large, sparse and/or that are representations of large graphs. To tackle these problems, we consider algorithms that are based primarily on coarsening techniques, possibly combined with random sampling. A multilevel coarsening technique is proposed which utilizes a hypergraph associated with the data matrix and a graph coarsening strategy based on column matching. Theoretical results are established that characterize the quality of the dimension reduction achieved by a coarsening step, when a proper column matching strategy is employed. We consider a number of standard applications of this technique as well as a few new ones. Among the standard applications we first consider the problem of computing the partial SVD for which a combination of sampling and coarsening yields significantly improved SVD results relative to sampling alone. We also consider the Column subset selection problem, a popular low rank approximation method used in data related applications, and show how multilevel coarsening can be adapted for this problem. Similarly, we consider the problem of graph sparsification and show how coarsening techniques can be employed to solve it. Numerical experiments illustrate the performances of the methods in various applications