Tangent space estimation for smooth embeddings of Riemannian manifolds

Numerous dimensionality reduction problems in data analysis involve the recovery of low-dimensional models or the learning of manifolds underlying sets of data. Many manifold learning methods require the estimation of the tangent space of the manifold at a point from locally available data samples. Local sampling conditions such as (i) the size of the neighborhood (sampling width) and (ii) the number of samples in the neighborhood (sampling density) affect the performance of learning algorithms. In this work, we propose a theoretical analysis of local sampling conditions for the estimation of the tangent space at a point P lying on a m-dimensional Riemannian manifold S in R^n. Assuming a smooth embedding of S in R^n, we estimate the tangent space T_P S by performing a Principal Component Analysis (PCA) on points sampled from the neighborhood of P on S. Our analysis explicitly takes into account the second order properties of the manifold at P, namely the principal curvatures as well as the higher order terms. We consider a random sampling framework and leverage recent results from random matrix theory to derive conditions on the sampling width and the local sampling density for an accurate estimation of tangent subspaces. We measure the estimation accuracy by the angle between the estimated tangent space and the true tangent space T_P S and we give conditions for this angle to be bounded with high probability. In particular, we observe that the local sampling conditions are highly dependent on the correlation between the components in the second-order local approximation of the manifold. We finally provide numerical simulations to validate our theoretical findings

Non-Asymptotic Analysis of Tangent Space Perturbation

Constructing an efficient parameterization of a large, noisy data set of points lying close to a smooth manifold in high dimension remains a fundamental problem. One approach consists in recovering a local parameterization using the local tangent plane. Principal component analysis (PCA) is often the tool of choice, as it returns an optimal basis in the case of noise-free samples from a linear subspace. To process noisy data samples from a nonlinear manifold, PCA must be applied locally, at a scale small enough such that the manifold is approximately linear, but at a scale large enough such that structure may be discerned from noise. Using eigenspace perturbation theory and non-asymptotic random matrix theory, we study the stability of the subspace estimated by PCA as a function of scale, and bound (with high probability) the angle it forms with the true tangent space. By adaptively selecting the scale that minimizes this bound, our analysis reveals an appropriate scale for local tangent plane recovery. We also introduce a geometric uncertainty principle quantifying the limits of noise-curvature perturbation for stable recovery. With the purpose of providing perturbation bounds that can be used in practice, we propose plug-in estimates that make it possible to directly apply the theoretical results to real data sets.Comment: 53 pages. Revised manuscript with new content addressing application of results to real data set

The space of essential matrices as a Riemannian quotient manifold

The essential matrix, which encodes the epipolar constraint between points in two projective views, is a cornerstone of modern computer vision. Previous works have proposed different characterizations of the space of essential matrices as a Riemannian manifold. However, they either do not consider the symmetric role played by the two views, or do not fully take into account the geometric peculiarities of the epipolar constraint. We address these limitations with a characterization as a quotient manifold which can be easily interpreted in terms of camera poses. While our main focus in on theoretical aspects, we include applications to optimization problems in computer vision.This work was supported by grants NSF-IIP-0742304, NSF-OIA-1028009, ARL MAST-CTA W911NF-08-2-0004, and ARL RCTA W911NF-10-2-0016, NSF-DGE-0966142, and NSF-IIS-1317788

Trifocal Relative Pose from Lines at Points and its Efficient Solution

We present a new minimal problem for relative pose estimation mixing point features with lines incident at points observed in three views and its efficient homotopy continuation solver. We demonstrate the generality of the approach by analyzing and solving an additional problem with mixed point and line correspondences in three views. The minimal problems include correspondences of (i) three points and one line and (ii) three points and two lines through two of the points which is reported and analyzed here for the first time. These are difficult to solve, as they have 216 and - as shown here - 312 solutions, but cover important practical situations when line and point features appear together, e.g., in urban scenes or when observing curves. We demonstrate that even such difficult problems can be solved robustly using a suitable homotopy continuation technique and we provide an implementation optimized for minimal problems that can be integrated into engineering applications. Our simulated and real experiments demonstrate our solvers in the camera geometry computation task in structure from motion. We show that new solvers allow for reconstructing challenging scenes where the standard two-view initialization of structure from motion fails.Comment: This material is based upon work supported by the National Science Foundation under Grant No. DMS-1439786 while most authors were in residence at Brown University's Institute for Computational and Experimental Research in Mathematics -- ICERM, in Providence, R

Sufficient Dimension Reduction and Modeling Responses Conditioned on Covariates: An Integrated Approach via Convex Optimization

Given observations of a collection of covariates and responses $(Y, X) \in \mathbb{R}^p \times \mathbb{R}^q$, sufficient dimension reduction (SDR) techniques aim to identify a mapping $f: \mathbb{R}^q \rightarrow \mathbb{R}^k$ with $k \ll q$ such that $Y|f(X)$ is independent of $X$. The image $f(X)$ summarizes the relevant information in a potentially large number of covariates $X$ that influence the responses $Y$. In many contemporary settings, the number of responses $p$ is also quite large, in addition to a large number $q$ of covariates. This leads to the challenge of fitting a succinctly parameterized statistical model to $Y|f(X)$, which is a problem that is usually not addressed in a traditional SDR framework. In this paper, we present a computationally tractable convex relaxation based estimator for simultaneously (a) identifying a linear dimension reduction $f(X)$ of the covariates that is sufficient with respect to the responses, and (b) fitting several types of structured low-dimensional models -- factor models, graphical models, latent-variable graphical models -- to the conditional distribution of $Y|f(X)$. We analyze the consistency properties of our estimator in a high-dimensional scaling regime. We also illustrate the performance of our approach on a newsgroup dataset and on a dataset consisting of financial asset prices.Comment: 34 pages, 1 figur