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arXiv 2006.01508cs.LGmath.OCstat.ML
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归纳几何矩阵中值

Inductive Geometric Matrix Midranges

University College London(伦敦大学学院);University of Cambridge(剑桥大学)

Graham W. Van Goffrier, Cyrus Mostajeran, Rodolphe Sepulchre

摘要:

协方差数据作为描述相互依赖系统的有效描述符,在技术研究中无处不在。SPD矩阵的欧几里德分析虽然计算速度快,但可能导致对数据的扭曲甚至非物理解释。黎曼方法以昂贵的本征值计算为代价保留了SPD数据的几何结构。在本文中,我们提出了一种几何方法的无监督聚类的SPD数据的基础上汤普森度量。这种技术依赖于一种新的“电感中程”的SPD数据,其属性进行检查和数值确认的质心计算。我们证明了合并的汤普森度量和归纳中档到X-均值和K-均值++聚类算法。

英文摘要:

Covariance data as represented by symmetric positive definite (SPD) matrices are ubiquitous throughout technical study as efficient descriptors of interdependent systems. Euclidean analysis of SPD matrices, while computationally fast, can lead to skewed and even unphysical interpretations of data. Riemannian methods preserve the geometric structure of SPD data at the cost of expensive eigenvalue computations. In this paper, we propose a geometric method for unsupervised clustering of SPD data based on the Thompson metric. This technique relies upon a novel "inductive midrange" centroid computation for SPD data, whose properties are examined and numerically confirmed. We demonstrate the incorporation of the Thompson metric and inductive midrange into X-means and K-means++ clustering algorithms.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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