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Rémi Flamary

Publications and source records attributed to Rémi Flamary.

At least 73 records · Page 4Linked to original sources

Large-Scale Optimal Transport and Mapping Estimation

This paper presents a novel two-step approach for the fundamental problem of learning an optimal map from one distribution to another. First, we learn an optimal transport (OT) plan, which can be thought as a one-to-many map between the two distributions. To that end, we propose a stochastic dual approach of regularized OT, and show empirically that it scales better than a recent related approach when the amount of samples is very large. Second, we estimate a \textit{Monge map} as a deep neural network learned by approximating the barycentric projection of the previously-obtained OT plan. This parameterization allows generalization of the mapping outside the support of the input measure. We prove two theoretical stability results of regularized OT which show that our estimations converge to the OT plan and Monge map between the underlying continuous measures. We showcase our proposed approach on two applications: domain adaptation and generative modeling.

stat.ML↗

Joint Distribution Optimal Transportation for Domain Adaptation

This paper deals with the unsupervised domain adaptation problem, where one wants to estimate a prediction function $f$ in a given target domain without any labeled sample by exploiting the knowledge available from a source domain where labels are known. Our work makes the following assumption: there exists a non-linear transformation between the joint feature/label space distributions of the two domain $\mathcal{P}_s$ and $\mathcal{P}_t$. We propose a solution of this problem with optimal transport, that allows to recover an estimated target $\mathcal{P}^f_t=(X,f(X))$ by optimizing simultaneously the optimal coupling and $f$. We show that our method corresponds to the minimization of a bound on the target error, and provide an efficient algorithmic solution, for which convergence is proved. The versatility of our approach, both in terms of class of hypothesis or loss functions is demonstrated with real world classification and regression problems, for which we reach or surpass state-of-the-art results.

stat.ML↗

Learning Wasserstein Embeddings

The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain adaptation, dimensionality reduction or generative models. However, its use is still limited by a heavy computational cost. Our goal is to alleviate this problem by providing an approximation mechanism that allows to break its inherent complexity. It relies on the search of an embedding where the Euclidean distance mimics the Wasserstein distance. We show that such an embedding can be found with a siamese architecture associated with a decoder network that allows to move from the embedding space back to the original input space. Once this embedding has been found, computing optimization problems in the Wasserstein space (e.g. barycenters, principal directions or even archetypes) can be conducted extremely fast. Numerical experiments supporting this idea are conducted on image datasets, and show the wide potential benefits of our method.

stat.ML↗

Astronomical image reconstruction with convolutional neural networks

State of the art methods in astronomical image reconstruction rely on the resolution of a regularized or constrained optimization problem. Solving this problem can be computationally intensive and usually leads to a quadratic or at least superlinear complexity w.r.t. the number of pixels in the image. We investigate in this work the use of convolutional neural networks for image reconstruction in astronomy. With neural networks, the computationally intensive tasks is the training step, but the prediction step has a fixed complexity per pixel, i.e. a linear complexity. Numerical experiments show that our approach is both computationally efficient and competitive with other state of the art methods in addition to being interpretable.

cs.CV↗

Distributed Deblurring of Large Images of Wide Field-Of-View

Image deblurring is an economic way to reduce certain degradations (blur and noise) in acquired images. Thus, it has become essential tool in high resolution imaging in many applications, e.g., astronomy, microscopy or computational photography. In applications such as astronomy and satellite imaging, the size of acquired images can be extremely large (up to gigapixels) covering wide field-of-view suffering from shift-variant blur. Most of the existing image deblurring techniques are designed and implemented to work efficiently on centralized computing system having multiple processors and a shared memory. Thus, the largest image that can be handle is limited by the size of the physical memory available on the system. In this paper, we propose a distributed nonblind image deblurring algorithm in which several connected processing nodes (with reasonable computational resources) process simultaneously different portions of a large image while maintaining certain coherency among them to finally obtain a single crisp image. Unlike the existing centralized techniques, image deblurring in distributed fashion raises several issues. To tackle these issues, we consider certain approximations that trade-offs between the quality of deblurred image and the computational resources required to achieve it. The experimental results show that our algorithm produces the similar quality of images as the existing centralized techniques while allowing distribution, and thus being cost effective for extremely large images.

math.OC↗

Multi-frequency image reconstruction for radio-interferometry with self-tuned regularization parameters

As the world's largest radio telescope, the Square Kilometer Array (SKA) will provide radio interferometric data with unprecedented detail. Image reconstruction algorithms for radio interferometry are challenged to scale well with TeraByte image sizes never seen before. In this work, we investigate one such 3D image reconstruction algorithm known as MUFFIN (MUlti-Frequency image reconstruction For radio INterferometry). In particular, we focus on the challenging task of automatically finding the optimal regularization parameter values. In practice, finding the regularization parameters using classical grid search is computationally intensive and nontrivial due to the lack of ground- truth. We adopt a greedy strategy where, at each iteration, the optimal parameters are found by minimizing the predicted Stein unbiased risk estimate (PSURE). The proposed self-tuned version of MUFFIN involves parallel and computationally efficient steps, and scales well with large- scale data. Finally, numerical results on a 3D image are presented to showcase the performance of the proposed approach.

cs.CV↗

Optimal spectral transportation with application to music transcription

Many spectral unmixing methods rely on the non-negative decomposition of spectral data onto a dictionary of spectral templates. In particular, state-of-the-art music transcription systems decompose the spectrogram of the input signal onto a dictionary of representative note spectra. The typical measures of fit used to quantify the adequacy of the decomposition compare the data and template entries frequency-wise. As such, small displacements of energy from a frequency bin to another as well as variations of timber can disproportionally harm the fit. We address these issues by means of optimal transportation and propose a new measure of fit that treats the frequency distributions of energy holistically as opposed to frequency-wise. Building on the harmonic nature of sound, the new measure is invariant to shifts of energy to harmonically-related frequencies, as well as to small and local displacements of energy. Equipped with this new measure of fit, the dictionary of note templates can be considerably simplified to a set of Dirac vectors located at the target fundamental frequencies (musical pitch values). This in turns gives ground to a very fast and simple decomposition algorithm that achieves state-of-the-art performance on real musical data.

stat.ML↗

Multiclass feature learning for hyperspectral image classification: sparse and hierarchical solutions

In this paper, we tackle the question of discovering an effective set of spatial filters to solve hyperspectral classification problems. Instead of fixing a priori the filters and their parameters using expert knowledge, we let the model find them within random draws in the (possibly infinite) space of possible filters. We define an active set feature learner that includes in the model only features that improve the classifier. To this end, we consider a fast and linear classifier, multiclass logistic classification, and show that with a good representation (the filters discovered), such a simple classifier can reach at least state of the art performances. We apply the proposed active set learner in four hyperspectral image classification problems, including agricultural and urban classification at different resolutions, as well as multimodal data. We also propose a hierarchical setting, which allows to generate more complex banks of features that can better describe the nonlinearities present in the data.

stat.ML↗

Importance sampling strategy for non-convex randomized block-coordinate descent

As the number of samples and dimensionality of optimization problems related to statistics an machine learning explode, block coordinate descent algorithms have gained popularity since they reduce the original problem to several smaller ones. Coordinates to be optimized are usually selected randomly according to a given probability distribution. We introduce an importance sampling strategy that helps randomized coordinate descent algorithms to focus on blocks that are still far from convergence. The framework applies to problems composed of the sum of two possibly non-convex terms, one being separable and non-smooth. We have compared our algorithm to a full gradient proximal approach as well as to a randomized block coordinate algorithm that considers uniform sampling and cyclic block coordinate descent. Experimental evidences show the clear benefit of using an importance sampling strategy.

cs.LG↗

Optimal Transport for Domain Adaptation

Domain adaptation from one data space (or domain) to another is one of the most challenging tasks of modern data analytics. If the adaptation is done correctly, models built on a specific data space become more robust when confronted to data depicting the same semantic concepts (the classes), but observed by another observation system with its own specificities. Among the many strategies proposed to adapt a domain to another, finding a common representation has shown excellent properties: by finding a common representation for both domains, a single classifier can be effective in both and use labelled samples from the source domain to predict the unlabelled samples of the target domain. In this paper, we propose a regularized unsupervised optimal transportation model to perform the alignment of the representations in the source and target domains. We learn a transportation plan matching both PDFs, which constrains labelled samples in the source domain to remain close during transport. This way, we exploit at the same time the few labeled information in the source and the unlabelled distributions observed in both domains. Experiments in toy and challenging real visual adaptation examples show the interest of the method, that consistently outperforms state of the art approaches.

cs.LG↗

Generalized conditional gradient: analysis of convergence and applications

The objectives of this technical report is to provide additional results on the generalized conditional gradient methods introduced by Bredies et al. [BLM05]. Indeed , when the objective function is smooth, we provide a novel certificate of optimality and we show that the algorithm has a linear convergence rate. Applications of this algorithm are also discussed.

cs.LG↗

Distributed image reconstruction for very large arrays in radio astronomy

Current and future radio interferometric arrays such as LOFAR and SKA are characterized by a paradox. Their large number of receptors (up to millions) allow theoretically unprecedented high imaging resolution. In the same time, the ultra massive amounts of samples makes the data transfer and computational loads (correlation and calibration) order of magnitudes too high to allow any currently existing image reconstruction algorithm to achieve, or even approach, the theoretical resolution. We investigate here decentralized and distributed image reconstruction strategies which select, transfer and process only a fraction of the total data. The loss in MSE incurred by the proposed approach is evaluated theoretically and numerically on simple test cases.

astro-ph.IM↗

Non-convex Regularizations for Feature Selection in Ranking With Sparse SVM

Feature selection in learning to rank has recently emerged as a crucial issue. Whereas several preprocessing approaches have been proposed, only a few works have been focused on integrating the feature selection into the learning process. In this work, we propose a general framework for feature selection in learning to rank using SVM with a sparse regularization term. We investigate both classical convex regularizations such as $\ell\_1$ or weighted $\ell\_1$ and non-convex regularization terms such as log penalty, Minimax Concave Penalty (MCP) or $\ell\_p$ pseudo norm with $p\textless{}1$. Two algorithms are proposed, first an accelerated proximal approach for solving the convex problems, second a reweighted $\ell\_1$ scheme to address the non-convex regularizations. We conduct intensive experiments on nine datasets from Letor 3.0 and Letor 4.0 corpora. Numerical results show that the use of non-convex regularizations we propose leads to more sparsity in the resulting models while prediction performance is preserved. The number of features is decreased by up to a factor of six compared to the $\ell\_1$ regularization. In addition, the software is publicly available on the web.

cs.LG↗

Optimization of starshades: focal plane versus pupil plane

We search for the best possible transmission for an external occulter coronagraph that is dedicated to the direct observation of terrestrial exoplanets. We show that better observation conditions are obtained when the flux in the focal plane is minimized in the zone in which the exoplanet is observed, instead of the total flux received by the telescope. We describe the transmission of the occulter as a sum of basis functions. For each element of the basis, we numerically computed the Fresnel diffraction at the aperture of the telescope and the complex amplitude at its focus. The basis functions are circular disks that are linearly apodized over a few centimeters (truncated cones). We complemented the numerical calculation of the Fresnel diffraction for these functions by a comparison with pure circular discs (cylinder) for which an analytical expression, based on a decomposition in Lommel series, is available. The technique of deriving the optimal transmission for a given spectral bandwidth is a classical regularized quadratic minimization of intensities, but linear optimizations can be used as well. Minimizing the integrated intensity on the aperture of the telescope or for selected regions of the focal plane leads to slightly different transmissions for the occulter. For the focal plane optimization, the resulting residual intensity is concentrated behind the geometrical image of the occulter, in a blind region for the observation of an exoplanet, and the level of background residual starlight becomes very low outside this image. Finally, we provide a tolerance analysis for the alignment of the occulter to the telescope which also favors the focal plane optimization.This means that telescope offsets of a few decimeters do not strongly reduce the efficiency of the occulter.

astro-ph.IM↗

Mixed-norm Regularization for Brain Decoding

This work investigates the use of mixed-norm regularization for sensor selection in Event-Related Potential (ERP) based Brain-Computer Interfaces (BCI). The classification problem is cast as a discriminative optimization framework where sensor selection is induced through the use of mixed-norms. This framework is extended to the multi-task learning situation where several similar classification tasks related to different subjects are learned simultaneously. In this case, multi-task learning helps in leveraging data scarcity issue yielding to more robust classifiers. For this purpose, we have introduced a regularizer that induces both sensor selection and classifier similarities. The different regularization approaches are compared on three ERP datasets showing the interest of mixed-norm regularization in terms of sensor selection. The multi-task approaches are evaluated when a small number of learning examples are available yielding to significant performance improvements especially for subjects performing poorly.

cs.LG↗

Decoding finger movements from ECoG signals using switching linear models

One of the major challenges of ECoG-based Brain-Machine Interfaces is the movement prediction of a human subject. Several methods exist to predict an arm 2-D trajectory. The fourth BCI Competition gives a dataset in which the aim is to predict individual finger movements (5-D trajectory). The difficulty lies in the fact that there is no simple relation between ECoG signals and finger movement. We propose in this paper to decode finger flexions using switching models. This method permits to simplify the system as it is now described as an ensemble of linear models depending on an internal state. We show that an interesting accuracy prediction can be obtained by such a model.

cs.LG↗

Handling uncertainties in SVM classification

This paper addresses the pattern classification problem arising when available target data include some uncertainty information. Target data considered here is either qualitative (a class label) or quantitative (an estimation of the posterior probability). Our main contribution is a SVM inspired formulation of this problem allowing to take into account class label through a hinge loss as well as probability estimates using epsilon-insensitive cost function together with a minimum norm (maximum margin) objective. This formulation shows a dual form leading to a quadratic problem and allows the use of a representer theorem and associated kernel. The solution provided can be used for both decision and posterior probability estimation. Based on empirical evidence our method outperforms regular SVM in terms of probability predictions and classification performances.

cs.LG↗

Large margin filtering for signal sequence labeling

Signal Sequence Labeling consists in predicting a sequence of labels given an observed sequence of samples. A naive way is to filter the signal in order to reduce the noise and to apply a classification algorithm on the filtered samples. We propose in this paper to jointly learn the filter with the classifier leading to a large margin filtering for classification. This method allows to learn the optimal cutoff frequency and phase of the filter that may be different from zero. Two methods are proposed and tested on a toy dataset and on a real life BCI dataset from BCI Competition III.

cs.LG↗