arXiv subjects

Ronen Talmon

Publications and source records attributed to Ronen Talmon.

At least 55 records · Page 3Linked to original sources

arXiv2020

Domain Adaptation with Optimal Transport on the Manifold of SPD matrices

In this paper, we address the problem of Domain Adaptation (DA) using Optimal Transport (OT) on Riemannian manifolds. We model the difference between two domains by a diffeomorphism and use the polar factorization theorem to claim that OT is indeed optimal for DA in a well-defined sense, up to a volume preserving map. We then focus on the manifold of Symmetric and Positive-Definite (SPD) matrices, whose structure provided a useful context in recent applications. We demonstrate the polar factorization theorem on this manifold. Due to the uniqueness of the weighted Riemannian mean, and by exploiting existing regularized OT algorithms, we formulate a simple algorithm that maps the source domain to the target domain. We test our algorithm on two Brain-Computer Interface (BCI) data sets and observe state of the art performance.

cs.LG↗

arXiv2019

Diffusion Maps Kalman Filter for a Class of Systems with Gradient Flows

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold learning technique, with a linear Kalman filter and with concepts from Koopman operator theory. More concretely, using diffusion maps, we construct data-driven virtual state coordinates, which linearize the system model. Based on these coordinates, we devise a data-driven framework for state estimation using the Kalman filter. We demonstrate the strengths of our method with respect to both parametric and non-parametric algorithms in three tracking problems. In particular, applying the approach to actual recordings of hippocampal neural activity in rodents directly yields a representation of the position of the animals. We show that the proposed method outperforms competing non-parametric algorithms in the examined stochastic problem formulations. Additionally, we obtain results comparable to classical parametric algorithms, which, in contrast to our method, are equipped with model knowledge.

eess.SP↗

arXiv2018

An Emergent Space for Distributed Data with Hidden Internal Order through Manifold Learning

Manifold-learning techniques are routinely used in mining complex spatiotemporal data to extract useful, parsimonious data representations/parametrizations; these are, in turn, useful in nonlinear model identification tasks. We focus here on the case of time series data that can ultimately be modelled as a spatially distributed system (e.g. a partial differential equation, PDE), but where we do not know the space in which this PDE should be formulated. Hence, even the spatial coordinates for the distributed system themselves need to be identified - to emerge from - the data mining process. We will first validate this emergent space reconstruction for time series sampled without space labels in known PDEs; this brings up the issue of observability of physical space from temporal observation data, and the transition from spatially resolved to lumped (order-parameter-based) representations by tuning the scale of the data mining kernels. We will then present actual emergent space discovery illustrations. Our illustrative examples include chimera states (states of coexisting coherent and incoherent dynamics), and chaotic as well as quasiperiodic spatiotemporal dynamics, arising in partial differential equations and/or in heterogeneous networks. We also discuss how data-driven spatial coordinates can be extracted in ways invariant to the nature of the measuring instrument. Such gauge-invariant data mining can go beyond the fusion of heterogeneous observations of the same system, to the possible matching of apparently different systems.

physics.data-an↗

arXiv2018

Diffusion-based nonlinear filtering for multimodal data fusion with application to sleep stage assessment

The problem of information fusion from multiple data-sets acquired by multimodal sensors has drawn significant research attention over the years. In this paper, we focus on a particular problem setting consisting of a physical phenomenon or a system of interest observed by multiple sensors. We assume that all sensors measure some aspects of the system of interest with additional sensor-specific and irrelevant components. Our goal is to recover the variables relevant to the observed system and to filter out the nuisance effects of the sensor-specific variables. We propose an approach based on manifold learning, which is particularly suitable for problems with multiple modalities, since it aims to capture the intrinsic structure of the data and relies on minimal prior model knowledge. Specifically, we propose a nonlinear filtering scheme, which extracts the hidden sources of variability captured by two or more sensors, that are independent of the sensor-specific components. In addition to presenting a theoretical analysis, we demonstrate our technique on real measured data for the purpose of sleep stage assessment based on multiple, multimodal sensor measurements. We show that without prior knowledge on the different modalities and on the measured system, our method gives rise to a data-driven representation that is well correlated with the underlying sleep process and is robust to noise and sensor-specific effects.

stat.ML↗

arXiv2018

DIMAL: Deep Isometric Manifold Learning Using Sparse Geodesic Sampling

This paper explores a fully unsupervised deep learning approach for computing distance-preserving maps that generate low-dimensional embeddings for a certain class of manifolds. We use the Siamese configuration to train a neural network to solve the problem of least squares multidimensional scaling for generating maps that approximately preserve geodesic distances. By training with only a few landmarks, we show a significantly improved local and nonlocal generalization of the isometric mapping as compared to analogous non-parametric counterparts. Importantly, the combination of a deep-learning framework with a multidimensional scaling objective enables a numerical analysis of network architectures to aid in understanding their representation power. This provides a geometric perspective to the generalizability of deep learning.

cs.CV↗

arXiv2018

Recovering Hidden Components in Multimodal Data with Composite Diffusion Operators

Finding appropriate low dimensional representations of high-dimensional multi-modal data can be challenging, since each modality embodies unique deformations and interferences. In this paper, we address the problem using manifold learning, where the data from each modality is assumed to lie on some manifold. In this context, the goal is to characterize the relations between the different modalities by studying their underlying manifolds. We propose two new diffusion operators that allow to isolate, enhance and attenuate the hidden components of multi-modal data in a data-driven manner. Based on these new operators, efficient low-dimensional representations can be constructed for such data, which characterize the common structures and the differences between the manifolds underlying the different modalities. The capabilities of the proposed operators are demonstrated on 3D shapes and on a fetal heart rate monitoring application.

eess.SP↗

arXiv2018

Parallel Transport on the Cone Manifold of SPD Matrices for Domain Adaptation

In this paper, we consider the problem of domain adaptation. We propose to view the data through the lens of covariance matrices and present a method for domain adaptation using parallel transport on the cone manifold of symmetric positive-definite matrices. We provide rigorous analysis using Riemanninan geometry, illuminating the theoretical guarantees and benefits of the presented method. In addition, we demonstrate these benefits using experimental results on simulations and real-measured data.

eess.SP↗

arXiv2018

Intrinsic Isometric Manifold Learning with Application to Localization

Data living on manifolds commonly appear in many applications. Often this results from an inherently latent low-dimensional system being observed through higher dimensional measurements. We show that under certain conditions, it is possible to construct an intrinsic and isometric data representation, which respects an underlying latent intrinsic geometry. Namely, we view the observed data only as a proxy and learn the structure of a latent unobserved intrinsic manifold, whereas common practice is to learn the manifold of the observed data. For this purpose, we build a new metric and propose a method for its robust estimation by assuming mild statistical priors and by using artificial neural networks as a mechanism for metric regularization and parametrization. We show successful application to unsupervised indoor localization in ad-hoc sensor networks. Specifically, we show that our proposed method facilitates accurate localization of a moving agent from imaging data it collects. Importantly, our method is applied in the same way to two different imaging modalities, thereby demonstrating its intrinsic and modality-invariant capabilities.

stat.ML↗

arXiv2018

Data-Driven Source Separation Based on Simplex Analysis

Blind source separation (BSS) is addressed, using a novel data-driven approach, based on a well-established probabilistic model. The proposed method is specifically designed for separation of multichannel audio mixtures. The algorithm relies on spectral decomposition of the correlation matrix between different time frames. The probabilistic model implies that the column space of the correlation matrix is spanned by the probabilities of the various speakers across time. The number of speakers is recovered by the eigenvalue decay, and the eigenvectors form a simplex of the speakers' probabilities. Time frames dominated by each of the speakers are identified exploiting convex geometry tools on the recovered simplex. The mixing acoustic channels are estimated utilizing the identified sets of frames, and a linear umixing is performed to extract the individual speakers. The derived simplexes are visually demonstrated for mixtures of 2, 3 and 4 speakers. We also conduct a comprehensive experimental study, showing high separation capabilities in various reverberation conditions.

eess.AS↗

arXiv2017

Data-Driven Tree Transforms and Metrics

We consider the analysis of high dimensional data given in the form of a matrix with columns consisting of observations and rows consisting of features. Often the data is such that the observations do not reside on a regular grid, and the given order of the features is arbitrary and does not convey a notion of locality. Therefore, traditional transforms and metrics cannot be used for data organization and analysis. In this paper, our goal is to organize the data by defining an appropriate representation and metric such that they respect the smoothness and structure underlying the data. We also aim to generalize the joint clustering of observations and features in the case the data does not fall into clear disjoint groups. For this purpose, we propose multiscale data-driven transforms and metrics based on trees. Their construction is implemented in an iterative refinement procedure that exploits the co-dependencies between features and observations. Beyond the organization of a single dataset, our approach enables us to transfer the organization learned from one dataset to another and to integrate several datasets together. We present an application to breast cancer gene expression analysis: learning metrics on the genes to cluster the tumor samples into cancer sub-types and validating the joint organization of both the genes and the samples. We demonstrate that using our approach to combine information from multiple gene expression cohorts, acquired by different profiling technologies, improves the clustering of tumor samples.

stat.ML↗

arXiv2017

Mahalanonbis Distance Informed by Clustering

A fundamental question in data analysis, machine learning and signal processing is how to compare between data points. The choice of the distance metric is specifically challenging for high-dimensional data sets, where the problem of meaningfulness is more prominent (e.g. the Euclidean distance between images). In this paper, we propose to exploit a property of high-dimensional data that is usually ignored - which is the structure stemming from the relationships between the coordinates. Specifically we show that organizing similar coordinates in clusters can be exploited for the construction of the Mahalanobis distance between samples. When the observable samples are generated by a nonlinear transformation of hidden variables, the Mahalanobis distance allows the recovery of the Euclidean distances in the hidden space.We illustrate the advantage of our approach on a synthetic example where the discovery of clusters of correlated coordinates improves the estimation of the principal directions of the samples. Our method was applied to real data of gene expression for lung adenocarcinomas (lung cancer). By using the proposed metric we found a partition of subjects to risk groups with a good separation between their Kaplan-Meier survival plot.

stat.ML↗

arXiv2017

Latent common manifold learning with alternating diffusion: analysis and applications

The analysis of data sets arising from multiple sensors has drawn significant research attention over the years. Traditional methods, including kernel-based methods, are typically incapable of capturing nonlinear geometric structures. We introduce a latent common manifold model underlying multiple sensor observations for the purpose of multimodal data fusion. A method based on alternating diffusion is presented and analyzed; we provide theoretical analysis of the method under the latent common manifold model. To exemplify the power of the proposed framework, experimental results in several applications are reported.

physics.data-an↗

arXiv2016

No equations, no parameters, no variables: data, and the reconstruction of normal forms by learning informed observation geometries

The discovery of physical laws consistent with empirical observations lies at the heart of (applied) science and engineering. These laws typically take the form of nonlinear differential equations depending on parameters, dynamical systems theory provides, through the appropriate normal forms, an "intrinsic", prototypical characterization of the types of dynamical regimes accessible to a given model. Using an implementation of data-informed geometry learning we directly reconstruct the relevant "normal forms": a quantitative mapping from empirical observations to prototypical realizations of the underlying dynamics. Interestingly, the state variables and the parameters of these realizations are inferred from the empirical observations, without prior knowledge or understanding, they parametrize the dynamics {\em intrinsically}, without explicit reference to fundamental physical quantities.

nlin.PS↗

arXiv2016

Multimodal Latent Variable Analysis

Consider a set of multiple, multimodal sensors capturing a complex system or a physical phenomenon of interest. Our primary goal is to distinguish the underlying sources of variability manifested in the measured data. The first step in our analysis is to find the common source of variability present in all sensor measurements. We base our work on a recent paper, which tackles this problem with alternating diffusion (AD). In this work, we suggest to further the analysis by extracting the sensor-specific variables in addition to the common source. We propose an algorithm, which we analyze theoretically, and then demonstrate on three different applications: a synthetic example, a toy problem, and the task of fetal ECG extraction.

cs.CV↗

arXiv2016

Semi-Supervised Source Localization on Multiple-Manifolds with Distributed Microphones

The problem of source localization with ad hoc microphone networks in noisy and reverberant enclosures, given a training set of prerecorded measurements, is addressed in this paper. The training set is assumed to consist of a limited number of labelled measurements, attached with corresponding positions, and a larger amount of unlabelled measurements from unknown locations. However, microphone calibration is not required. We use a Bayesian inference approach for estimating a function that maps measurement-based feature vectors to the corresponding positions. The central issue is how to combine the information provided by the different microphones in a unified statistical framework. To address this challenge, we model this function using a Gaussian process with a covariance function that encapsulates both the connections between pairs of microphones and the relations among the samples in the training set. The parameters of the process are estimated by optimizing a maximum likelihood (ML) criterion. In addition, a recursive adaptation mechanism is derived where the new streaming measurements are used to update the model. Performance is demonstrated for 2-D localization of both simulated data and real-life recordings in a variety of reverberation and noise levels.

cs.SD↗

arXiv2016

Local Canonical Correlation Analysis for Nonlinear Common Variables Discovery

In this paper, we address the problem of hidden common variables discovery from multimodal data sets of nonlinear high-dimensional observations. We present a metric based on local applications of canonical correlation analysis (CCA) and incorporate it in a kernel-based manifold learning technique.We show that this metric discovers the hidden common variables underlying the multimodal observations by estimating the Euclidean distance between them. Our approach can be viewed both as an extension of CCA to a nonlinear setting as well as an extension of manifold learning to multiple data sets. Experimental results show that our method indeed discovers the common variables underlying high-dimensional nonlinear observations without assuming prior rigid model assumptions.

cs.LG↗

arXiv2016

Manifold Learning with Contracting Observers for Data-driven Time-series Analysis

Analyzing signals arising from dynamical systems typically requires many modeling assumptions and parameter estimation. In high dimensions, this modeling is particularly difficult due to the "curse of dimensionality". In this paper, we propose a method for building an intrinsic representation of such signals in a purely data-driven manner. First, we apply a manifold learning technique, diffusion maps, to learn the intrinsic model of the latent variables of the dynamical system, solely from the measurements. Second, we use concepts and tools from control theory and build a linear contracting observer to estimate the latent variables in a sequential manner from new incoming measurements. The effectiveness of the presented framework is demonstrated by applying it to a toy problem and to a music analysis application. In these examples we show that our method reveals the intrinsic variables of the analyzed dynamical systems.

eess.SY↗

arXiv2016

Kernel-based Sensor Fusion with Application to Audio-Visual Voice Activity Detection

In this paper, we address the problem of multiple view data fusion in the presence of noise and interferences. Recent studies have approached this problem using kernel methods, by relying particularly on a product of kernels constructed separately for each view. From a graph theory point of view, we analyze this fusion approach in a discrete setting. More specifically, based on a statistical model for the connectivity between data points, we propose an algorithm for the selection of the kernel bandwidth, a parameter, which, as we show, has important implications on the robustness of this fusion approach to interferences. Then, we consider the fusion of audio-visual speech signals measured by a single microphone and by a video camera pointed to the face of the speaker. Specifically, we address the task of voice activity detection, i.e., the detection of speech and non-speech segments, in the presence of structured interferences such as keyboard taps and office noise. We propose an algorithm for voice activity detection based on the audio-visual signal. Simulation results show that the proposed algorithm outperforms competing fusion and voice activity detection approaches. In addition, we demonstrate that a proper selection of the kernel bandwidth indeed leads to improved performance.

cs.CV↗