arXiv subjects

Arthur Mensch

Publications and source records attributed to Arthur Mensch.

27 records · Page 2Linked to original sources

arXiv2020

Online Sinkhorn: Optimal Transport distances from sample streams

Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability distributions remains an open problem. This paper introduces a new online estimator of entropy-regularized OT distances between two such arbitrary distributions. It uses streams of samples from both distributions to iteratively enrich a non-parametric representation of the transportation plan. Compared to the classic Sinkhorn algorithm, our method leverages new samples at each iteration, which enables a consistent estimation of the true regularized OT distance. We provide a theoretical analysis of the convergence of the online Sinkhorn algorithm, showing a nearly-O(1/n) asymptotic sample complexity for the iterate sequence. We validate our method on synthetic 1D to 10D data and on real 3D shape data.

math.OC↗

arXiv2020

Fine-grain atlases of functional modes for fMRI analysis

Population imaging markedly increased the size of functional-imaging datasets, shedding new light on the neural basis of inter-individual differences. Analyzing these large data entails new scalability challenges, computational and statistical. For this reason, brain images are typically summarized in a few signals, for instance reducing voxel-level measures with brain atlases or functional modes. A good choice of the corresponding brain networks is important, as most data analyses start from these reduced signals. We contribute finely-resolved atlases of functional modes, comprising from 64 to 1024 networks. These dictionaries of functional modes (DiFuMo) are trained on millions of fMRI functional brain volumes of total size 2.4TB, spanned over 27 studies and many research groups. We demonstrate the benefits of extracting reduced signals on our fine-grain atlases for many classic functional data analysis pipelines: stimuli decoding from 12,334 brain responses, standard GLM analysis of fMRI across sessions and individuals, extraction of resting-state functional-connectomes biomarkers for 2,500 individuals, data compression and meta-analysis over more than 15,000 statistical maps. In each of these analysis scenarii, we compare the performance of our functional atlases with that of other popular references, and to a simple voxel-level analysis. Results highlight the importance of using high-dimensional "soft" functional atlases, to represent and analyse brain activity while capturing its functional gradients. Analyses on high-dimensional modes achieve similar statistical performance as at the voxel level, but with much reduced computational cost and higher interpretability. In addition to making them available, we provide meaningful names for these modes, based on their anatomical location. It will facilitate reporting of results.

q-bio.NC↗

arXiv2019

Geometric Losses for Distributional Learning

Building upon recent advances in entropy-regularized optimal transport, and upon Fenchel duality between measures and continuous functions , we propose a generalization of the logistic loss that incorporates a metric or cost between classes. Unlike previous attempts to use optimal transport distances for learning, our loss results in unconstrained convex objective functions, supports infinite (or very large) class spaces, and naturally defines a geometric generalization of the softmax operator. The geometric properties of this loss make it suitable for predicting sparse and singular distributions, for instance supported on curves or hyper-surfaces. We study the theoretical properties of our loss and show-case its effectiveness on two applications: ordinal regression and drawing generation.

stat.ML↗

arXiv2018

Differentiable Dynamic Programming for Structured Prediction and Attention

Dynamic programming (DP) solves a variety of structured combinatorial problems by iteratively breaking them down into smaller subproblems. In spite of their versatility, DP algorithms are usually non-differentiable, which hampers their use as a layer in neural networks trained by backpropagation. To address this issue, we propose to smooth the max operator in the dynamic programming recursion, using a strongly convex regularizer. This allows to relax both the optimal value and solution of the original combinatorial problem, and turns a broad class of DP algorithms into differentiable operators. Theoretically, we provide a new probabilistic perspective on backpropagating through these DP operators, and relate them to inference in graphical models. We derive two particular instantiations of our framework, a smoothed Viterbi algorithm for sequence prediction and a smoothed DTW algorithm for time-series alignment. We showcase these instantiations on two structured prediction tasks and on structured and sparse attention for neural machine translation.

stat.ML↗

arXiv2017

Learning Neural Representations of Human Cognition across Many fMRI Studies

Cognitive neuroscience is enjoying rapid increase in extensive public brain-imaging datasets. It opens the door to large-scale statistical models. Finding a unified perspective for all available data calls for scalable and automated solutions to an old challenge: how to aggregate heterogeneous information on brain function into a universal cognitive system that relates mental operations/cognitive processes/psychological tasks to brain networks? We cast this challenge in a machine-learning approach to predict conditions from statistical brain maps across different studies. For this, we leverage multi-task learning and multi-scale dimension reduction to learn low-dimensional representations of brain images that carry cognitive information and can be robustly associated with psychological stimuli. Our multi-dataset classification model achieves the best prediction performance on several large reference datasets, compared to models without cognitive-aware low-dimension representations, it brings a substantial performance boost to the analysis of small datasets, and can be introspected to identify universal template cognitive concepts.

stat.ML↗

arXiv2017

Stochastic Subsampling for Factorizing Huge Matrices

We present a matrix-factorization algorithm that scales to input matrices with both huge number of rows and columns. Learned factors may be sparse or dense and/or non-negative, which makes our algorithm suitable for dictionary learning, sparse component analysis, and non-negative matrix factorization. Our algorithm streams matrix columns while subsampling them to iteratively learn the matrix factors. At each iteration, the row dimension of a new sample is reduced by subsampling, resulting in lower time complexity compared to a simple streaming algorithm. Our method comes with convergence guarantees to reach a stationary point of the matrix-factorization problem. We demonstrate its efficiency on massive functional Magnetic Resonance Imaging data (2 TB), and on patches extracted from hyperspectral images (103 GB). For both problems, which involve different penalties on rows and columns, we obtain significant speed-ups compared to state-of-the-art algorithms.

stat.ML↗

arXiv2016

Subsampled online matrix factorization with convergence guarantees

We present a matrix factorization algorithm that scales to input matrices that are large in both dimensions (i.e., that contains morethan 1TB of data). The algorithm streams the matrix columns while subsampling them, resulting in low complexity per iteration andreasonable memory footprint. In contrast to previous online matrix factorization methods, our approach relies on low-dimensional statistics from past iterates to control the extra variance introduced by subsampling. We present a convergence analysis that guarantees us to reach a stationary point of the problem. Large speed-ups can be obtained compared to previous online algorithms that do not perform subsampling, thanks to the feature redundancy that often exists in high-dimensional settings.

math.OC↗

arXiv2016

Dictionary Learning for Massive Matrix Factorization

Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized methods, that reduce the complexity in one of the matrix dimension, but not in both of them. In this paper, we tackle very large matrices in both dimensions. We propose a new factoriza-tion method that scales gracefully to terabyte-scale datasets, that could not be processed by previous algorithms in a reasonable amount of time. We demonstrate the efficiency of our approach on massive functional Magnetic Resonance Imaging (fMRI) data, and on matrix completion problems for recommender systems, where we obtain significant speed-ups compared to state-of-the art coordinate descent methods.

stat.ML↗

arXiv2016

Compressed Online Dictionary Learning for Fast fMRI Decomposition

We present a method for fast resting-state fMRI spatial decomposi-tions of very large datasets, based on the reduction of the temporal dimension before applying dictionary learning on concatenated individual records from groups of subjects. Introducing a measure of correspondence between spatial decompositions of rest fMRI, we demonstrates that time-reduced dictionary learning produces result as reliable as non-reduced decompositions. We also show that this reduction significantly improves computational scalability.

stat.ML↗