arXiv subjects

Laura Balzano

Publications and source records attributed to Laura Balzano.

71 records · Page 4Linked to original sources

arXiv2017

Leveraging Union of Subspace Structure to Improve Constrained Clustering

Many clustering problems in computer vision and other contexts are also classification problems, where each cluster shares a meaningful label. Subspace clustering algorithms in particular are often applied to problems that fit this description, for example with face images or handwritten digits. While it is straightforward to request human input on these datasets, our goal is to reduce this input as much as possible. We present a pairwise-constrained clustering algorithm that actively selects queries based on the union-of-subspaces model. The central step of the algorithm is in querying points of minimum margin between estimated subspaces; analogous to classifier margin, these lie near the decision boundary. We prove that points lying near the intersection of subspaces are points with low margin. Our procedure can be used after any subspace clustering algorithm that outputs an affinity matrix. We demonstrate on several datasets that our algorithm drives the clustering error down considerably faster than the state-of-the-art active query algorithms on datasets with subspace structure and is competitive on other datasets.

cs.LG↗

arXiv2017

Algebraic Variety Models for High-Rank Matrix Completion

We consider a generalization of low-rank matrix completion to the case where the data belongs to an algebraic variety, i.e. each data point is a solution to a system of polynomial equations. In this case the original matrix is possibly high-rank, but it becomes low-rank after mapping each column to a higher dimensional space of monomial features. Many well-studied extensions of linear models, including affine subspaces and their union, can be described by a variety model. In addition, varieties can be used to model a richer class of nonlinear quadratic and higher degree curves and surfaces. We study the sampling requirements for matrix completion under a variety model with a focus on a union of affine subspaces. We also propose an efficient matrix completion algorithm that minimizes a convex or non-convex surrogate of the rank of the matrix of monomial features. Our algorithm uses the well-known "kernel trick" to avoid working directly with the high-dimensional monomial matrix. We show the proposed algorithm is able to recover synthetically generated data up to the predicted sampling complexity bounds. The proposed algorithm also outperforms standard low rank matrix completion and subspace clustering techniques in experiments with real data.

stat.ML↗

arXiv2017

What to Expect When You Are Expecting on the Grassmannian

Consider an incoming sequence of vectors, all belonging to an unknown subspace $\operatorname{S}$, and each with many missing entries. In order to estimate $\operatorname{S}$, it is common to partition the data into blocks and iteratively update the estimate of $\operatorname{S}$ with each new incoming measurement block. In this paper, we investigate a rather basic question: Is it possible to identify $\operatorname{S}$ by averaging the column span of the partially observed incoming measurement blocks on the Grassmannian? We show that in general the span of the incoming blocks is in fact a biased estimator of $\operatorname{S}$ when data suffers from erasures, and we find an upper bound for this bias. We reach this conclusion by examining the defining optimization program for the Fréchet expectation on the Grassmannian, and with the aid of a sharp perturbation bound and standard large deviation results.

cs.IT↗

arXiv2017

Distance-Penalized Active Learning Using Quantile Search

Adaptive sampling theory has shown that, with proper assumptions on the signal class, algorithms exist to reconstruct a signal in $\mathbb{R}^{d}$ with an optimal number of samples. We generalize this problem to the case of spatial signals, where the sampling cost is a function of both the number of samples taken and the distance traveled during estimation. This is motivated by our work studying regions of low oxygen concentration in the Great Lakes. We show that for one-dimensional threshold classifiers, a tradeoff between the number of samples taken and distance traveled can be achieved using a generalization of binary search, which we refer to as quantile search. We characterize both the estimation error after a fixed number of samples and the distance traveled in the noiseless case, as well as the estimation error in the case of noisy measurements. We illustrate our results in both simulations and experiments and show that our method outperforms existing algorithms in the majority of practical scenarios.

stat.ML↗

arXiv2016

On Learning High Dimensional Structured Single Index Models

Single Index Models (SIMs) are simple yet flexible semi-parametric models for machine learning, where the response variable is modeled as a monotonic function of a linear combination of features. Estimation in this context requires learning both the feature weights and the nonlinear function that relates features to observations. While methods have been described to learn SIMs in the low dimensional regime, a method that can efficiently learn SIMs in high dimensions, and under general structural assumptions, has not been forthcoming. In this paper, we propose computationally efficient algorithms for SIM inference in high dimensions with structural constraints. Our general approach specializes to sparsity, group sparsity, and low-rank assumptions among others. Experiments show that the proposed method enjoys superior predictive performance when compared to generalized linear models, and achieves results comparable to or better than single layer feedforward neural networks with significantly less computational cost.

stat.ML↗

arXiv2016

Towards a Theoretical Analysis of PCA for Heteroscedastic Data

Principal Component Analysis (PCA) is a method for estimating a subspace given noisy samples. It is useful in a variety of problems ranging from dimensionality reduction to anomaly detection and the visualization of high dimensional data. PCA performs well in the presence of moderate noise and even with missing data, but is also sensitive to outliers. PCA is also known to have a phase transition when noise is independent and identically distributed; recovery of the subspace sharply declines at a threshold noise variance. Effective use of PCA requires a rigorous understanding of these behaviors. This paper provides a step towards an analysis of PCA for samples with heteroscedastic noise, that is, samples that have non-uniform noise variances and so are no longer identically distributed. In particular, we provide a simple asymptotic prediction of the recovery of a one-dimensional subspace from noisy heteroscedastic samples. The prediction enables: a) easy and efficient calculation of the asymptotic performance, and b) qualitative reasoning to understand how PCA is impacted by heteroscedasticity (such as outliers).

math.ST↗

arXiv2016

Online Algorithms for Factorization-Based Structure from Motion

We present a family of online algorithms for real-time factorization-based structure from motion, leveraging a relationship between incremental singular value decomposition and recently proposed methods for online matrix completion. Our methods are orders of magnitude faster than previous state of the art, can handle missing data and a variable number of feature points, and are robust to noise and sparse outliers. We demonstrate our methods on both real and synthetic sequences and show that they perform well in both online and batch settings. We also provide an implementation which is able to produce 3D models in real time using a laptop with a webcam.

cs.CV↗

arXiv2016

Global Convergence of a Grassmannian Gradient Descent Algorithm for Subspace Estimation

It has been observed in a variety of contexts that gradient descent methods have great success in solving low-rank matrix factorization problems, despite the relevant problem formulation being non-convex. We tackle a particular instance of this scenario, where we seek the $d$-dimensional subspace spanned by a streaming data matrix. We apply the natural first order incremental gradient descent method, constraining the gradient method to the Grassmannian. In this paper, we propose an adaptive step size scheme that is greedy for the noiseless case, that maximizes the improvement of our metric of convergence at each data index $t$, and yields an expected improvement for the noisy case. We show that, with noise-free data, this method converges from any random initialization to the global minimum of the problem. For noisy data, we provide the expected convergence rate of the proposed algorithm per iteration.

math.NA↗

arXiv2015

Matrix Completion Under Monotonic Single Index Models

Most recent results in matrix completion assume that the matrix under consideration is low-rank or that the columns are in a union of low-rank subspaces. In real-world settings, however, the linear structure underlying these models is distorted by a (typically unknown) nonlinear transformation. This paper addresses the challenge of matrix completion in the face of such nonlinearities. Given a few observations of a matrix that are obtained by applying a Lipschitz, monotonic function to a low rank matrix, our task is to estimate the remaining unobserved entries. We propose a novel matrix completion method that alternates between low-rank matrix estimation and monotonic function estimation to estimate the missing matrix elements. Mean squared error bounds provide insight into how well the matrix can be estimated based on the size, rank of the matrix and properties of the nonlinear transformation. Empirical results on synthetic and real-world datasets demonstrate the competitiveness of the proposed approach.

stat.ML↗

arXiv2014

Local Convergence of an Algorithm for Subspace Identification from Partial Data

GROUSE (Grassmannian Rank-One Update Subspace Estimation) is an iterative algorithm for identifying a linear subspace of R^n from data consisting of partial observations of random vectors from that subspace. This paper examines local convergence properties of GROUSE, under assumptions on the randomness of the observed vectors, the randomness of the subset of elements observed at each iteration, and incoherence of the subspace with the coordinate directions. Convergence at an expected linear rate is demonstrated under certain assumptions. The case in which the full random vector is revealed at each iteration allows for much simpler analysis, and is also described. GROUSE is related to incremental SVD methods and to gradient projection algorithms in optimization.

math.NA↗

arXiv2013

On GROUSE and Incremental SVD

GROUSE (Grassmannian Rank-One Update Subspace Estimation) is an incremental algorithm for identifying a subspace of Rn from a sequence of vectors in this subspace, where only a subset of components of each vector is revealed at each iteration. Recent analysis has shown that GROUSE converges locally at an expected linear rate, under certain assumptions. GROUSE has a similar flavor to the incremental singular value decomposition algorithm, which updates the SVD of a matrix following addition of a single column. In this paper, we modify the incremental SVD approach to handle missing data, and demonstrate that this modified approach is equivalent to GROUSE, for a certain choice of an algorithmic parameter.

math.NA↗

arXiv2013

Iterative Grassmannian Optimization for Robust Image Alignment

Robust high-dimensional data processing has witnessed an exciting development in recent years, as theoretical results have shown that it is possible using convex programming to optimize data fit to a low-rank component plus a sparse outlier component. This problem is also known as Robust PCA, and it has found application in many areas of computer vision. In image and video processing and face recognition, the opportunity to process massive image databases is emerging as people upload photo and video data online in unprecedented volumes. However, data quality and consistency is not controlled in any way, and the massiveness of the data poses a serious computational challenge. In this paper we present t-GRASTA, or "Transformed GRASTA (Grassmannian Robust Adaptive Subspace Tracking Algorithm)". t-GRASTA iteratively performs incremental gradient descent constrained to the Grassmann manifold of subspaces in order to simultaneously estimate a decomposition of a collection of images into a low-rank subspace, a sparse part of occlusions and foreground objects, and a transformation such as rotation or translation of the image. We show that t-GRASTA is 4 $\times$ faster than state-of-the-art algorithms, has half the memory requirement, and can achieve alignment for face images as well as jittered camera surveillance images.

cs.CV↗

arXiv2011

High-Rank Matrix Completion and Subspace Clustering with Missing Data

This paper considers the problem of completing a matrix with many missing entries under the assumption that the columns of the matrix belong to a union of multiple low-rank subspaces. This generalizes the standard low-rank matrix completion problem to situations in which the matrix rank can be quite high or even full rank. Since the columns belong to a union of subspaces, this problem may also be viewed as a missing-data version of the subspace clustering problem. Let X be an n x N matrix whose (complete) columns lie in a union of at most k subspaces, each of rank <= r < n, and assume N >> kn. The main result of the paper shows that under mild assumptions each column of X can be perfectly recovered with high probability from an incomplete version so long as at least CrNlog^2(n) entries of X are observed uniformly at random, with C>1 a constant depending on the usual incoherence conditions, the geometrical arrangement of subspaces, and the distribution of columns over the subspaces. The result is illustrated with numerical experiments and an application to Internet distance matrix completion and topology identification.

cs.IT↗

arXiv2011

Rank Minimization over Finite Fields: Fundamental Limits and Coding-Theoretic Interpretations

This paper establishes information-theoretic limits in estimating a finite field low-rank matrix given random linear measurements of it. These linear measurements are obtained by taking inner products of the low-rank matrix with random sensing matrices. Necessary and sufficient conditions on the number of measurements required are provided. It is shown that these conditions are sharp and the minimum-rank decoder is asymptotically optimal. The reliability function of this decoder is also derived by appealing to de Caen's lower bound on the probability of a union. The sufficient condition also holds when the sensing matrices are sparse - a scenario that may be amenable to efficient decoding. More precisely, it is shown that if the n\times n-sensing matrices contain, on average, Ω(nlog n) entries, the number of measurements required is the same as that when the sensing matrices are dense and contain entries drawn uniformly at random from the field. Analogies are drawn between the above results and rank-metric codes in the coding theory literature. In fact, we are also strongly motivated by understanding when minimum rank distance decoding of random rank-metric codes succeeds. To this end, we derive distance properties of equiprobable and sparse rank-metric codes. These distance properties provide a precise geometric interpretation of the fact that the sparse ensemble requires as few measurements as the dense one. Finally, we provide a non-exhaustive procedure to search for the unknown low-rank matrix.

cs.IT↗

arXiv2011

Online Robust Subspace Tracking from Partial Information

This paper presents GRASTA (Grassmannian Robust Adaptive Subspace Tracking Algorithm), an efficient and robust online algorithm for tracking subspaces from highly incomplete information. The algorithm uses a robust $l^1$-norm cost function in order to estimate and track non-stationary subspaces when the streaming data vectors are corrupted with outliers. We apply GRASTA to the problems of robust matrix completion and real-time separation of background from foreground in video. In this second application, we show that GRASTA performs high-quality separation of moving objects from background at exceptional speeds: In one popular benchmark video example, GRASTA achieves a rate of 57 frames per second, even when run in MATLAB on a personal laptop.

cs.IT↗

arXiv2011

Online Identification and Tracking of Subspaces from Highly Incomplete Information

This work presents GROUSE (Grassmanian Rank-One Update Subspace Estimation), an efficient online algorithm for tracking subspaces from highly incomplete observations. GROUSE requires only basic linear algebraic manipulations at each iteration, and each subspace update can be performed in linear time in the dimension of the subspace. The algorithm is derived by analyzing incremental gradient descent on the Grassmannian manifold of subspaces. With a slight modification, GROUSE can also be used as an online incremental algorithm for the matrix completion problem of imputing missing entries of a low-rank matrix. GROUSE performs exceptionally well in practice both in tracking subspaces and as an online algorithm for matrix completion.

cs.IT↗

arXiv2011

High-Dimensional Matched Subspace Detection When Data are Missing

We consider the problem of deciding whether a highly incomplete signal lies within a given subspace. This problem, Matched Subspace Detection, is a classical, well-studied problem when the signal is completely observed. High- dimensional testing problems in which it may be prohibitive or impossible to obtain a complete observation motivate this work. The signal is represented as a vector in R^n, but we only observe m << n of its elements. We show that reliable detection is possible, under mild incoherence conditions, as long as m is slightly greater than the dimension of the subspace in question.

cs.IT↗