arXiv subjects

Baba C. Vemuri

Publications and source records attributed to Baba C. Vemuri.

22 records · Page 2Linked to original sources

arXiv2018

Dictionary Learning and Sparse Coding on Statistical Manifolds

In this paper, we propose a novel information theoretic framework for dictionary learning (DL) and sparse coding (SC) on a statistical manifold (the manifold of probability distributions). Unlike the traditional DL and SC framework, our new formulation does not explicitly incorporate any sparsity inducing norm in the cost function being optimized but yet yields sparse codes. Our algorithm approximates the data points on the statistical manifold (which are probability distributions) by the weighted Kullback-Leibeler center/mean (KL-center) of the dictionary atoms. The KL-center is defined as the minimizer of the maximum KL-divergence between itself and members of the set whose center is being sought. Further, we prove that the weighted KL-center is a sparse combination of the dictionary atoms. This result also holds for the case when the KL-divergence is replaced by the well known Hellinger distance. From an applications perspective, we present an extension of the aforementioned framework to the manifold of symmetric positive definite matrices (which can be identified with the manifold of zero mean gaussian distributions), $\mathcal{P}_n$. We present experiments involving a variety of dictionary-based reconstruction and classification problems in Computer Vision. Performance of the proposed algorithm is demonstrated by comparing it to several state-of-the-art methods in terms of reconstruction and classification accuracy as well as sparsity of the chosen representation.

cs.CV↗

arXiv2017

Gaussian distributions on Riemannian symmetric spaces: statistical learning with structured covariance matrices

The Riemannian geometry of covariance matrices has been essential to several successful applications, in computer vision, biomedical signal and image processing, and radar data processing. For these applications, an important ongoing challenge is to develop Riemannian-geometric tools which are adapted to structured covariance matrices. The present paper proposes to meet this challenge by introducing a new class of probability distributions, Gaussian distributions of structured covariance matrices. These are Riemannian analogs of Gaussian distributions, which only sample from covariance matrices having a preassigned structure, such as complex, Toeplitz, or block-Toeplitz. The usefulness of these distributions stems from three features: (1) they are completely tractable, analytically or numerically, when dealing with large covariance matrices, (2) they provide a statistical foundation to the concept of structured Riemannian barycentre (i.e. Fréchet or geometric mean), (3) they lead to efficient statistical learning algorithms, which realise, among others, density estimation and classification of structured covariance matrices. The paper starts from the observation that several spaces of structured covariance matrices, considered from a geometric point of view, are Riemannian symmetric spaces. Accordingly, it develops an original theory of Gaussian distributions on Riemannian symmetric spaces, of their statistical inference, and of their relationship to the concept of Riemannian barycentre. Then, it uses this original theory to give a detailed description of Gaussian distributions of three kinds of structured covariance matrices, complex, Toeplitz, and block-Toeplitz. Finally, it describes algorithms for density estimation and classification of structured covariance matrices, based on Gaussian distribution mixture models.

math.ST↗

arXiv2017

An information theoretic formulation of the Dictionary Learning and Sparse Coding Problems on Statistical Manifolds

In this work, we propose a novel information theoretic framework for dictionary learning (DL) and sparse coding (SC) on a statistical manifold (the manifold of probability distributions). Unlike the traditional DL and SC framework, our new formulation {\it does not explicitly incorporate any sparsity inducing norm in the cost function but yet yields SCs}. Moreover, we extend this framework to the manifold of symmetric positive definite matrices, $\mathcal{P}_n$. Our algorithm approximates the data points, which are probability distributions, by the weighted Kullback-Leibeler center (KL-center) of the dictionary atoms. The KL-center is the minimizer of the maximum KL-divergence between the unknown center and members of the set whose center is being sought. Further, {\it we proved that this KL-center is a sparse combination of the dictionary atoms}. Since, the data reside on a statistical manifold, the data fidelity term can not be as simple as in the case of the vector-space data. We therefore employ the geodesic distance between the data and a sparse approximation of the data element. This cost function is minimized using an acceleterated gradient descent algorithm. An extensive set of experimental results show the effectiveness of our proposed framework. We present several experiments involving a variety of classification problems in Computer Vision applications. Further, we demonstrate the performance of our algorithm by comparing it to several state-of-the-art methods both in terms of classification accuracy and sparsity.

cs.CV↗

arXiv2016

An efficient Exact-PGA algorithm for constant curvature manifolds

Manifold-valued datasets are widely encountered in many computer vision tasks. A non-linear analog of the PCA, called the Principal Geodesic Analysis (PGA) suited for data lying on Riemannian manifolds was reported in literature a decade ago. Since the objective function in PGA is highly non-linear and hard to solve efficiently in general, researchers have proposed a linear approximation. Though this linear approximation is easy to compute, it lacks accuracy especially when the data exhibits a large variance. Recently, an alternative called exact PGA was proposed which tries to solve the optimization without any linearization. For general Riemannian manifolds, though it gives better accuracy than the original (linearized) PGA, for data that exhibit large variance, the optimization is not computationally efficient. In this paper, we propose an efficient exact PGA for constant curvature Riemannian manifolds (CCM-EPGA). CCM-EPGA differs significantly from existing PGA algorithms in two aspects, (i) the distance between a given manifold-valued data point and the principal submanifold is computed analytically and thus no optimization is required as in existing methods. (ii) Unlike the existing PGA algorithms, the descent into codimension-1 submanifolds does not require any optimization but is accomplished through the use of the Rimeannian inverse Exponential map and the parallel transport operations. We present theoretical and experimental results for constant curvature Riemannian manifolds depicting favorable performance of CCM-EPGA compared to existing PGA algorithms. We also present data reconstruction from principal components and directions which has not been presented in literature in this setting.

cs.CV↗