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arXiv 2009.08062cs.LGstat.ML
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用于多峰数据处理的SPD矩阵流形上的谱流

Spectral Flow on the Manifold of SPD Matrices for Multimodal Data Processing

Technion – Israel Institute of Technology(以色列理工学院);Yale University(耶鲁大学)

Ori Katz, Roy R. Lederman, Ronen Talmon

摘要:

在本文中,我们认为多模态传感器捕获测量现象的互补方面和特征所获得的数据。我们专注于一个场景中的测量共享的可变性的共同来源,但也可能被其他测量特定的源,如干扰或噪声污染。我们的方法结合了流形学习,这是一类非线性数据驱动的降维方法,与著名的对称正定(SPD)矩阵的黎曼几何。流形学习通常包括从测量构建的内核的频谱分析。在这里,我们采取不同的方法,利用核的黎曼几何。特别地,我们研究了SPD矩阵流形上的核的谱沿测地线路径变化的方式。我们表明,这种变化使我们能够,在一个纯粹的无监督的方式,得到一个紧凑的,但翔实的,描述的测量之间的关系,在其基础组件。基于这一结果,我们提出了新的算法,用于提取共同的潜在成分,并确定共同的和测量特定的组件。

英文摘要:

In this paper, we consider data acquired by multimodal sensors capturing complementary aspects and features of a measured phenomenon. We focus on a scenario in which the measurements share mutual sources of variability but might also be contaminated by other measurement-specific sources such as interferences or noise. Our approach combines manifold learning, which is a class of nonlinear data-driven dimension reduction methods, with the well-known Riemannian geometry of symmetric and positive-definite (SPD) matrices. Manifold learning typically includes the spectral analysis of a kernel built from the measurements. Here, we take a different approach, utilizing the Riemannian geometry of the kernels. In particular, we study the way the spectrum of the kernels changes along geodesic paths on the manifold of SPD matrices. We show that this change enables us, in a purely unsupervised manner, to derive a compact, yet informative, description of the relations between the measurements, in terms of their underlying components. Based on this result, we present new algorithms for extracting the common latent components and for identifying common and measurement-specific components.

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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