arXiv subjects

Nicolas Courty

Publications and source records attributed to Nicolas Courty.

At least 37 records · Page 2Linked to original sources

arXiv2023

Match-And-Deform: Time Series Domain Adaptation through Optimal Transport and Temporal Alignment

While large volumes of unlabeled data are usually available, associated labels are often scarce. The unsupervised domain adaptation problem aims at exploiting labels from a source domain to classify data from a related, yet different, target domain. When time series are at stake, new difficulties arise as temporal shifts may appear in addition to the standard feature distribution shift. In this paper, we introduce the Match-And-Deform (MAD) approach that aims at finding correspondences between the source and target time series while allowing temporal distortions. The associated optimization problem simultaneously aligns the series thanks to an optimal transport loss and the time stamps through dynamic time warping. When embedded into a deep neural network, MAD helps learning new representations of time series that both align the domains and maximize the discriminative power of the network. Empirical studies on benchmark datasets and remote sensing data demonstrate that MAD makes meaningful sample-to-sample pairing and time shift estimation, reaching similar or better classification performance than state-of-the-art deep time series domain adaptation strategies.

cs.LG↗

arXiv2023

Aligning individual brains with Fused Unbalanced Gromov-Wasserstein

Individual brains vary in both anatomy and functional organization, even within a given species. Inter-individual variability is a major impediment when trying to draw generalizable conclusions from neuroimaging data collected on groups of subjects. Current co-registration procedures rely on limited data, and thus lead to very coarse inter-subject alignments. In this work, we present a novel method for inter-subject alignment based on Optimal Transport, denoted as Fused Unbalanced Gromov Wasserstein (FUGW). The method aligns cortical surfaces based on the similarity of their functional signatures in response to a variety of stimulation settings, while penalizing large deformations of individual topographic organization. We demonstrate that FUGW is well-suited for whole-brain landmark-free alignment. The unbalanced feature allows to deal with the fact that functional areas vary in size across subjects. Our results show that FUGW alignment significantly increases between-subject correlation of activity for independent functional data, and leads to more precise mapping at the group level.

q-bio.NC↗

arXiv2023

Hyperbolic Sliced-Wasserstein via Geodesic and Horospherical Projections

It has been shown beneficial for many types of data which present an underlying hierarchical structure to be embedded in hyperbolic spaces. Consequently, many tools of machine learning were extended to such spaces, but only few discrepancies to compare probability distributions defined over those spaces exist. Among the possible candidates, optimal transport distances are well defined on such Riemannian manifolds and enjoy strong theoretical properties, but suffer from high computational cost. On Euclidean spaces, sliced-Wasserstein distances, which leverage a closed-form of the Wasserstein distance in one dimension, are more computationally efficient, but are not readily available on hyperbolic spaces. In this work, we propose to derive novel hyperbolic sliced-Wasserstein discrepancies. These constructions use projections on the underlying geodesics either along horospheres or geodesics. We study and compare them on different tasks where hyperbolic representations are relevant, such as sampling or image classification.

cs.LG↗

arXiv2023

Joint multi-modal Self-Supervised pre-training in Remote Sensing: Application to Methane Source Classification

With the current ubiquity of deep learning methods to solve computer vision and remote sensing specific tasks, the need for labelled data is growing constantly. However, in many cases, the annotation process can be long and tedious depending on the expertise needed to perform reliable annotations. In order to alleviate this need for annotations, several self-supervised methods have recently been proposed in the literature. The core principle behind these methods is to learn an image encoder using solely unlabelled data samples. In earth observation, there are opportunities to exploit domain-specific remote sensing image data in order to improve these methods. Specifically, by leveraging the geographical position associated with each image, it is possible to cross reference a location captured from multiple sensors, leading to multiple views of the same locations. In this paper, we briefly review the core principles behind so-called joint-embeddings methods and investigate the usage of multiple remote sensing modalities in self-supervised pre-training. We evaluate the final performance of the resulting encoders on the task of methane source classification.

cs.CV↗

arXiv2023

Sliced-Wasserstein on Symmetric Positive Definite Matrices for M/EEG Signals

When dealing with electro or magnetoencephalography records, many supervised prediction tasks are solved by working with covariance matrices to summarize the signals. Learning with these matrices requires using Riemanian geometry to account for their structure. In this paper, we propose a new method to deal with distributions of covariance matrices and demonstrate its computational efficiency on M/EEG multivariate time series. More specifically, we define a Sliced-Wasserstein distance between measures of symmetric positive definite matrices that comes with strong theoretical guarantees. Then, we take advantage of its properties and kernel methods to apply this distance to brain-age prediction from MEG data and compare it to state-of-the-art algorithms based on Riemannian geometry. Finally, we show that it is an efficient surrogate to the Wasserstein distance in domain adaptation for Brain Computer Interface applications.

cs.LG↗

arXiv2023

Turning Normalizing Flows into Monge Maps with Geodesic Gaussian Preserving Flows

Normalizing Flows (NF) are powerful likelihood-based generative models that are able to trade off between expressivity and tractability to model complex densities. A now well established research avenue leverages optimal transport (OT) and looks for Monge maps, i.e. models with minimal effort between the source and target distributions. This paper introduces a method based on Brenier's polar factorization theorem to transform any trained NF into a more OT-efficient version without changing the final density. We do so by learning a rearrangement of the source (Gaussian) distribution that minimizes the OT cost between the source and the final density. We further constrain the path leading to the estimated Monge map to lie on a geodesic in the space of volume-preserving diffeomorphisms thanks to Euler's equations. The proposed method leads to smooth flows with reduced OT cost for several existing models without affecting the model performance.

cs.LG↗

arXiv2023

Unbalanced CO-Optimal Transport

Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this approach leads to better alignments and generalizes both OT and Gromov-Wasserstein distances, we provide a theoretical result showing that it is sensitive to outliers that are omnipresent in real-world data. This prompts us to propose unbalanced COOT for which we provably show its robustness to noise in the compared datasets. To the best of our knowledge, this is the first such result for OT methods in incomparable spaces. With this result in hand, we provide empirical evidence of this robustness for the challenging tasks of heterogeneous domain adaptation with and without varying proportions of classes and simultaneous alignment of samples and features across single-cell measurements.

stat.ML↗

arXiv2023

Spherical Sliced-Wasserstein

Many variants of the Wasserstein distance have been introduced to reduce its original computational burden. In particular the Sliced-Wasserstein distance (SW), which leverages one-dimensional projections for which a closed-form solution of the Wasserstein distance is available, has received a lot of interest. Yet, it is restricted to data living in Euclidean spaces, while the Wasserstein distance has been studied and used recently on manifolds. We focus more specifically on the sphere, for which we define a novel SW discrepancy, which we call spherical Sliced-Wasserstein, making a first step towards defining SW discrepancies on manifolds. Our construction is notably based on closed-form solutions of the Wasserstein distance on the circle, together with a new spherical Radon transform. Along with efficient algorithms and the corresponding implementations, we illustrate its properties in several machine learning use cases where spherical representations of data are at stake: sampling on the sphere, density estimation on real earth data or hyperspherical auto-encoders.

stat.ML↗

arXiv2022

End-to-End Learned Early Classification of Time Series for In-Season Crop Type Mapping

Remote sensing satellites capture the cyclic dynamics of our Planet in regular time intervals recorded in satellite time series data. End-to-end trained deep learning models use this time series data to make predictions at a large scale, for instance, to produce up-to-date crop cover maps. Most time series classification approaches focus on the accuracy of predictions. However, the earliness of the prediction is also of great importance since coming to an early decision can make a crucial difference in time-sensitive applications. In this work, we present an End-to-End Learned Early Classification of Time Series (ELECTS) model that estimates a classification score and a probability of whether sufficient data has been observed to come to an early and still accurate decision. ELECTS is modular: any deep time series classification model can adopt the ELECTS conceptual idea by adding a second prediction head that outputs a probability of stopping the classification. The ELECTS loss function then optimizes the overall model on a balanced objective of earliness and accuracy. Our experiments on four crop classification datasets from Europe and Africa show that ELECTS allows reaching state-of-the-art accuracy while reducing the quantity of data massively to be downloaded, stored, and processed. The source code is available at https://github.com/marccoru/elects.

cs.LG↗

arXiv2022

Efficient Gradient Flows in Sliced-Wasserstein Space

Minimizing functionals in the space of probability distributions can be done with Wasserstein gradient flows. To solve them numerically, a possible approach is to rely on the Jordan-Kinderlehrer-Otto (JKO) scheme which is analogous to the proximal scheme in Euclidean spaces. However, it requires solving a nested optimization problem at each iteration, and is known for its computational challenges, especially in high dimension. To alleviate it, very recent works propose to approximate the JKO scheme leveraging Brenier's theorem, and using gradients of Input Convex Neural Networks to parameterize the density (JKO-ICNN). However, this method comes with a high computational cost and stability issues. Instead, this work proposes to use gradient flows in the space of probability measures endowed with the sliced-Wasserstein (SW) distance. We argue that this method is more flexible than JKO-ICNN, since SW enjoys a closed-form differentiable approximation. Thus, the density at each step can be parameterized by any generative model which alleviates the computational burden and makes it tractable in higher dimensions.

cs.LG↗

arXiv2022

Time Series Alignment with Global Invariances

Multivariate time series are ubiquitous objects in signal processing. Measuring a distance or similarity between two such objects is of prime interest in a variety of applications, including machine learning, but can be very difficult as soon as the temporal dynamics and the representation of the time series, {\em i.e.} the nature of the observed quantities, differ from one another. In this work, we propose a novel distance accounting both feature space and temporal variabilities by learning a latent global transformation of the feature space together with a temporal alignment, cast as a joint optimization problem. The versatility of our framework allows for several variants depending on the invariance class at stake. Among other contributions, we define a differentiable loss for time series and present two algorithms for the computation of time series barycenters under this new geometry. We illustrate the interest of our approach on both simulated and real world data and show the robustness of our approach compared to state-of-the-art methods.

stat.ML↗

arXiv2022

Sliced Gromov-Wasserstein

Recently used in various machine learning contexts, the Gromov-Wasserstein distance (GW) allows for comparing distributions whose supports do not necessarily lie in the same metric space. However, this Optimal Transport (OT) distance requires solving a complex non convex quadratic program which is most of the time very costly both in time and memory. Contrary to GW, the Wasserstein distance (W) enjoys several properties (e.g. duality) that permit large scale optimization. Among those, the solution of W on the real line, that only requires sorting discrete samples in 1D, allows defining the Sliced Wasserstein (SW) distance. This paper proposes a new divergence based on GW akin to SW. We first derive a closed form for GW when dealing with 1D distributions, based on a new result for the related quadratic assignment problem. We then define a novel OT discrepancy that can deal with large scale distributions via a slicing approach and we show how it relates to the GW distance while being $O(n\log(n))$ to compute. We illustrate the behavior of this so called Sliced Gromov-Wasserstein (SGW) discrepancy in experiments where we demonstrate its ability to tackle similar problems as GW while being several order of magnitudes faster to compute.

stat.ML↗

arXiv2022

Template based Graph Neural Network with Optimal Transport Distances

Current Graph Neural Networks (GNN) architectures generally rely on two important components: node features embedding through message passing, and aggregation with a specialized form of pooling. The structural (or topological) information is implicitly taken into account in these two steps. We propose in this work a novel point of view, which places distances to some learnable graph templates at the core of the graph representation. This distance embedding is constructed thanks to an optimal transport distance: the Fused Gromov-Wasserstein (FGW) distance, which encodes simultaneously feature and structure dissimilarities by solving a soft graph-matching problem. We postulate that the vector of FGW distances to a set of template graphs has a strong discriminative power, which is then fed to a non-linear classifier for final predictions. Distance embedding can be seen as a new layer, and can leverage on existing message passing techniques to promote sensible feature representations. Interestingly enough, in our work the optimal set of template graphs is also learnt in an end-to-end fashion by differentiating through this layer. After describing the corresponding learning procedure, we empirically validate our claim on several synthetic and real life graph classification datasets, where our method is competitive or surpasses kernel and GNN state-of-the-art approaches. We complete our experiments by an ablation study and a sensitivity analysis to parameters.

cs.LG↗

arXiv2022

Semi-relaxed Gromov-Wasserstein divergence with applications on graphs

Comparing structured objects such as graphs is a fundamental operation involved in many learning tasks. To this end, the Gromov-Wasserstein (GW) distance, based on Optimal Transport (OT), has proven to be successful in handling the specific nature of the associated objects. More specifically, through the nodes connectivity relations, GW operates on graphs, seen as probability measures over specific spaces. At the core of OT is the idea of conservation of mass, which imposes a coupling between all the nodes from the two considered graphs. We argue in this paper that this property can be detrimental for tasks such as graph dictionary or partition learning, and we relax it by proposing a new semi-relaxed Gromov-Wasserstein divergence. Aside from immediate computational benefits, we discuss its properties, and show that it can lead to an efficient graph dictionary learning algorithm. We empirically demonstrate its relevance for complex tasks on graphs such as partitioning, clustering and completion.

cs.LG↗

arXiv2021

Factored couplings in multi-marginal optimal transport via difference of convex programming

Optimal transport (OT) theory underlies many emerging machine learning (ML) methods nowadays solving a wide range of tasks such as generative modeling, transfer learning and information retrieval. These latter works, however, usually build upon a traditional OT setup with two distributions, while leaving a more general multi-marginal OT formulation somewhat unexplored. In this paper, we study the multi-marginal OT (MMOT) problem and unify several popular OT methods under its umbrella by promoting structural information on the coupling. We show that incorporating such structural information into MMOT results in an instance of a different of convex (DC) programming problem allowing us to solve it numerically. Despite high computational cost of the latter procedure, the solutions provided by DC optimization are usually as qualitative as those obtained using currently employed optimization schemes.

stat.ML↗

arXiv2021

Subspace Detours Meet Gromov-Wasserstein

In the context of optimal transport methods, the subspace detour approach was recently presented by Muzellec and Cuturi (2019). It consists in building a nearly optimal transport plan in the measures space from an optimal transport plan in a wisely chosen subspace, onto which the original measures are projected. The contribution of this paper is to extend this category of methods to the Gromov-Wasserstein problem, which is a particular type of transport distance involving the inner geometry of the compared distributions. After deriving the associated formalism and properties, we also discuss a specific cost for which we can show connections with the Knothe-Rosenblatt rearrangement. We finally give an experimental illustration on a shape matching problem.

cs.LG↗

arXiv2021

Optimal Transport for Conditional Domain Matching and Label Shift

We address the problem of unsupervised domain adaptation under the setting of generalized target shift (joint class-conditional and label shifts). For this framework, we theoretically show that, for good generalization, it is necessary to learn a latent representation in which both marginals and class-conditional distributions are aligned across domains. For this sake, we propose a learning problem that minimizes importance weighted loss in the source domain and a Wasserstein distance between weighted marginals. For a proper weighting, we provide an estimator of target label proportion by blending mixture estimation and optimal matching by optimal transport. This estimation comes with theoretical guarantees of correctness under mild assumptions. Our experimental results show that our method performs better on average than competitors across a range domain adaptation problems including \emph{digits},\emph{VisDA} and \emph{Office}. Code for this paper is available at \url{https://github.com/arakotom/mars_domain_adaptation}.

cs.LG↗

arXiv2021

Learning with minibatch Wasserstein : asymptotic and gradient properties

Optimal transport distances are powerful tools to compare probability distributions and have found many applications in machine learning. Yet their algorithmic complexity prevents their direct use on large scale datasets. To overcome this challenge, practitioners compute these distances on minibatches {\em i.e.} they average the outcome of several smaller optimal transport problems. We propose in this paper an analysis of this practice, which effects are not well understood so far. We notably argue that it is equivalent to an implicit regularization of the original problem, with appealing properties such as unbiased estimators, gradients and a concentration bound around the expectation, but also with defects such as loss of distance property. Along with this theoretical analysis, we also conduct empirical experiments on gradient flows, GANs or color transfer that highlight the practical interest of this strategy.

stat.ML↗