Orthogonal Convolutional Neural Networks

Total Page:16

File Type:pdf, Size:1020Kb

Orthogonal Convolutional Neural Networks Orthogonal Convolutional Neural Networks Jiayun Wang Yubei Chen Rudrasis Chakraborty Stella X. Yu UC Berkeley / ICSI fpeterwg,yubeic,rudra,[email protected] Spectrum of Kernel � 2.0 layer33 Abstract 30% 1.5 kernel orth 24% OCNN Deep convolutional neural networks are hindered by 18% 1.0 12% layer15 layer27 training instability and feature redundancy towards further 0.5 6% layer7 baseline performance improvement. A promising solution is to im- 0.0 0 0.2 0.4 0.6 0.8 1 0 2000 4000 6000 8000 pose orthogonality on convolutional filters. a) histogram of filter similarities b) convolution kernel spectrum We develop an efficient approach to impose filter or- Image Classification Accuracy 12% 80% thogonality on a convolutional layer based on the doubly baseline 10% OCNN block-Toeplitz matrix representation of the convolutional 8% OCNN kernel orth 78% kernel orth kernel instead of using the common kernel orthogonality ap- 6% proach, which we show is only necessary but not sufficient 4% baseline 2% for ensuring orthogonal convolutions. 75% 0 0.2 0.4 0.6 0.8 1 ResNet18 ResNet34 ResNet50 Our proposed orthogonal convolution requires no addi- c) histogram of filter similarities d) classification accuracy tional parameters and little computational overhead. This method consistently outperforms the kernel orthogonality Figure 1. Our OCNN can remove correlations among filters and alternative on a wide range of tasks such as image clas- result in consistent performance gain over standard convolution baseline and alternative kernel orthogonality baseline (kernel orth) sification and inpainting under supervised, semi-supervised during testing. a) Normalized histograms of pairwise filter simi- and unsupervised settings. Further, it learns more diverse larities of ResNet34 for ImageNet classification show increasing and expressive features with better training stability, robust- correlation among standard convolutional filters with depth. b) ness, and generalization. Our code is publicly available. A standard convolutional layer has a long-tailed spectrum. While kernel orthogonality widens the spectrum, our OCNN can produce 1. Introduction a more ideal uniform spectrum. c) Filter similarity (for layer 27 in While convolutional neural networks (CNNs) are widely a) is reduced most with our OCNN. d) Classification accuracy on CIFAR100 always increases the most with our OCNN. successful [36, 14, 50], several challenges still exist: over parameterization or under utilization of model capacity Table 1. Summary of experiments and OCNN gains. [21, 12], exploding or vanishing gradients [7, 17], growth Task Metric Gain CIFAR100 classification accuracy 3% Image in saddle points [13], and shifts in feature statistics [31]. ImageNet classification accuracy 1% Classification Through our analysis to solve these issues, we observe that semi-supervised learning classification accuracy 3% fine-grained image retrieval kNN classification accuracy 3% convolutional filters learned in deeper layers are not only Feature unsupervised image inpainting PSNR 4.3 highly correlated and thus redundant (Fig.1a), but that each Quality image generation FID 1.3 Cars196 NMI 1.2 layer also has a long-tailed spectrum as a linear opera- Robustness black box attack attack time 7x less tor (Fig.1b), contributing to unstable training performance from exploding or vanishing gradients. volutions with our orthogonality loss during training, net- We propose orthogonal CNN (OCNN), where a convo- works produce more uniform spectra (Fig.1b) and more di- lutional layer is regularized with orthogonality constraints verse features (Fig.1c), delivering consistent performance during training. When filters are learned to be as orthog- gains with various network architectures (Fig.1d) on various onal as possible, they become de-correlated. Their filter tasks, e.g. image classification/retrieval, image inpainting, responses are much less redundant. Therefore, the model image generation, and adversarial attacks (Table1). capacity is better utilized, which improves the feature ex- Many works have proposed the orthogonality of linear pressiveness and consequently the task performance. operations as a type of regularization in training deep neural Specifically, we show that simply by regularizing con- networks. Such a regularization improves the stability and 1 � = � ∗ �, stride 1 We prove that kernel orthogonality is in fact only neces- Output � Kernel � Input � � get patches sary but not sufficient for orthogonal convolutions. Conse- � 1 2 3 �"' �"' �"# �"# 1 2 … 4 5 6 quently, the spectrum of a convolutional layer is still non- = Conv( … �"' �"' �"# �"# ) 3 4 output channel , � � �'# �'# 7 8 9 � '' '' uniform and exhibits a wide variation even when the kernel �'' �'' … �'# �'# reshape � input channel matrix K itself is orthogonal (Fig.1b). Patch-matrix �: 1 2 3 4 �'' �'' �'' �'' 1 2 4 5 � More recent works propose to improve the kernel or- 1 2 2 3 1 2 3 4 �6' �6' �6' �'' � 2 3 5 6 × unroll 4 5 5 6 ... ... ... ... thogonality by normalizing spectral norms [40], regular- 2 ... ... ... ... (a) � � 4 5 7 8 = × × 4 5 5 6 2 7 8 8 9 izing mutual coherence [5], and penalizing off-diagonal 1 2 3 4 �"' �"' �"' �"' 5 6 8 9 elements [8]. Despite the improved stability and perfor- 2×2 2×2×� 2×2 � = � �: mance, the orthogonality of K is insufficient to make a reshape Input channel 1 1 flatten linear convolutional layer orthogonal among its filters. In 1 2 3 4 5 6 7 8 9 2 1 3 1 �'' �'' �'' �'' contrast, we adopt the DBT matrix form, and regularize 4 (b) 2 5 = 2 �'' �'' �'' �'' × 3 … 6 kConv(K; K) − Irk instead. While the kernel K is indi- 3 � � � � 4 '' '' '' '' 7 8 … 4 �'' �'' �'' rectly represented in the DBT matrix K, the representation Input channel 1 Input channel 9 … Output channel 1 Output channel Output channel 1 Output channel … of input X and output Y is intact and thus the orthogonality � = � � property of their transformation can be directly enforced. Figure 2. Basic idea of our OCNN. A convolutional layer Y = We show that our regularization enforces orthogonal Conv(K; X) can be formulated as matrix multiplications in two ways: a) im2col methods [58, 26] retain kernel K and convert in- convolutions more effectively than kernel orthogonality methods, and we further develop an efficient approach for put X to patch-matrix Xe. b) We retain input X and convert K to a doubly block-Toeplitz matrix K. With X and Y intact, we di- our OCNN regularization. rectly analyze the transformation from the input to the output. We To summarize, we make the following contributions. further propose an efficient algorithm for regularizing K towards orthogonal convolutions and observe improved feature expressive- 1. We provide an equivalence condition for orthogonal ness, task performance and uniformity in K’s spectrum (Fig.1b). convolutions and develop efficient algorithms to im- plement orthogonal convolutions for CNNs. performance of CNNs [5, 57,3,4], since it can preserve energy, make spectra uniform [61], stabilize the activation 2. With no additional parameters and little computational distribution in different network layers [46], and remedy the overhead, our OCNN consistently outperforms other exploding or vanishing gradient issues [1]. orthogonal regularizers on image classification, gener- Existing works impose orthogonality constraints as ker- ation, retrieval, and inpainting under supervised, semi- nel orthogonality, whereas ours directly implements orthog- supervised, and unsupervised settings. onal convolutions, based on an entirely different formula- Better feature expressiveness, reduced feature correlation, tion of a convolutional layer as a linear operator. more uniform spectrum, and enhanced adversarial robust- Orthogonality for a convolutional layer Y = ness may underlie our performance gain. Conv(K; X) can be introduced in two different forms (Fig.2). 2. Related Works 1. Kernel orthogonality methods [57,3,4] view convo- lution as multiplication between the kernel matrix K Im2col-Based Convolutions. The im2col method [58, 26] has been widely used in deep learning as it enables efficient and the im2col [58, 26] matrix Xe, i.e. Y = KXe. The orthogonality is enforced by penalizing the disparity GPU computation. It transforms the convolution into a Gen- between the Gram matrix of kernel K and the identity eral Matrix to Matrix Multiplication (GEMM) problem. matrix, i.e. kKKT − Ik. However, the construction of Fig.2a illustrates the procedure. a) Given an input X, we Ck2×H0W 0 Xe from input X is also a linear operation Xe = QX, first construct a new input-patch-matrix Xe 2 R and Q has a highly nonuniform spectrum. by copying patches from the input and unrolling them into columns of this intermediate matrix. b) The kernel-patch- 2. Orthogonal convolution keeps the input X and the 2 matrix K 2 RM×Ck can then be constructed by reshaping output Y intact by connecting them with a doubly the original kernel tensor. Here we use the same notation for block-Toeplitz (DBT) matrix K of filter K, i.e. Y = simplicity. c) We can calculate the output Y = KX where KX and enforces the orthogonality of K directly. We e we reshape Y back to the tensor of size M × H × W – the can thus directly analyze the linear transformation desired output of the convolution. properties between the input X and the output Y . The orthogonal kernel regularization enforces the kernel 2 Existing works on CNNs adopt kernel orthogonality, due to K 2 RM×Ck to be orthogonal. Specifically, if M ≤ Ck2, T its direct filter representation. the row orthogonal regularizer is Lkorth-row =
Recommended publications
  • 2.2 Kernel and Range of a Linear Transformation
    2.2 Kernel and Range of a Linear Transformation Performance Criteria: 2. (c) Determine whether a given vector is in the kernel or range of a linear trans- formation. Describe the kernel and range of a linear transformation. (d) Determine whether a transformation is one-to-one; determine whether a transformation is onto. When working with transformations T : Rm → Rn in Math 341, you found that any linear transformation can be represented by multiplication by a matrix. At some point after that you were introduced to the concepts of the null space and column space of a matrix. In this section we present the analogous ideas for general vector spaces. Definition 2.4: Let V and W be vector spaces, and let T : V → W be a transformation. We will call V the domain of T , and W is the codomain of T . Definition 2.5: Let V and W be vector spaces, and let T : V → W be a linear transformation. • The set of all vectors v ∈ V for which T v = 0 is a subspace of V . It is called the kernel of T , And we will denote it by ker(T ). • The set of all vectors w ∈ W such that w = T v for some v ∈ V is called the range of T . It is a subspace of W , and is denoted ran(T ). It is worth making a few comments about the above: • The kernel and range “belong to” the transformation, not the vector spaces V and W . If we had another linear transformation S : V → W , it would most likely have a different kernel and range.
    [Show full text]
  • 23. Kernel, Rank, Range
    23. Kernel, Rank, Range We now study linear transformations in more detail. First, we establish some important vocabulary. The range of a linear transformation f : V ! W is the set of vectors the linear transformation maps to. This set is also often called the image of f, written ran(f) = Im(f) = L(V ) = fL(v)jv 2 V g ⊂ W: The domain of a linear transformation is often called the pre-image of f. We can also talk about the pre-image of any subset of vectors U 2 W : L−1(U) = fv 2 V jL(v) 2 Ug ⊂ V: A linear transformation f is one-to-one if for any x 6= y 2 V , f(x) 6= f(y). In other words, different vector in V always map to different vectors in W . One-to-one transformations are also known as injective transformations. Notice that injectivity is a condition on the pre-image of f. A linear transformation f is onto if for every w 2 W , there exists an x 2 V such that f(x) = w. In other words, every vector in W is the image of some vector in V . An onto transformation is also known as an surjective transformation. Notice that surjectivity is a condition on the image of f. 1 Suppose L : V ! W is not injective. Then we can find v1 6= v2 such that Lv1 = Lv2. Then v1 − v2 6= 0, but L(v1 − v2) = 0: Definition Let L : V ! W be a linear transformation. The set of all vectors v such that Lv = 0W is called the kernel of L: ker L = fv 2 V jLv = 0g: 1 The notions of one-to-one and onto can be generalized to arbitrary functions on sets.
    [Show full text]
  • On the Range-Kernel Orthogonality of Elementary Operators
    140 (2015) MATHEMATICA BOHEMICA No. 3, 261–269 ON THE RANGE-KERNEL ORTHOGONALITY OF ELEMENTARY OPERATORS Said Bouali, Kénitra, Youssef Bouhafsi, Rabat (Received January 16, 2013) Abstract. Let L(H) denote the algebra of operators on a complex infinite dimensional Hilbert space H. For A, B ∈ L(H), the generalized derivation δA,B and the elementary operator ∆A,B are defined by δA,B(X) = AX − XB and ∆A,B(X) = AXB − X for all X ∈ L(H). In this paper, we exhibit pairs (A, B) of operators such that the range-kernel orthogonality of δA,B holds for the usual operator norm. We generalize some recent results. We also establish some theorems on the orthogonality of the range and the kernel of ∆A,B with respect to the wider class of unitarily invariant norms on L(H). Keywords: derivation; elementary operator; orthogonality; unitarily invariant norm; cyclic subnormal operator; Fuglede-Putnam property MSC 2010 : 47A30, 47A63, 47B15, 47B20, 47B47, 47B10 1. Introduction Let H be a complex infinite dimensional Hilbert space, and let L(H) denote the algebra of all bounded linear operators acting on H into itself. Given A, B ∈ L(H), we define the generalized derivation δA,B : L(H) → L(H) by δA,B(X)= AX − XB, and the elementary operator ∆A,B : L(H) → L(H) by ∆A,B(X)= AXB − X. Let δA,A = δA and ∆A,A = ∆A. In [1], Anderson shows that if A is normal and commutes with T , then for all X ∈ L(H) (1.1) kδA(X)+ T k > kT k, where k·k is the usual operator norm.
    [Show full text]
  • Low-Level Image Processing with the Structure Multivector
    Low-Level Image Processing with the Structure Multivector Michael Felsberg Bericht Nr. 0202 Institut f¨ur Informatik und Praktische Mathematik der Christian-Albrechts-Universitat¨ zu Kiel Olshausenstr. 40 D – 24098 Kiel e-mail: [email protected] 12. Marz¨ 2002 Dieser Bericht enthalt¨ die Dissertation des Verfassers 1. Gutachter Prof. G. Sommer (Kiel) 2. Gutachter Prof. U. Heute (Kiel) 3. Gutachter Prof. J. J. Koenderink (Utrecht) Datum der mundlichen¨ Prufung:¨ 12.2.2002 To Regina ABSTRACT The present thesis deals with two-dimensional signal processing for computer vi- sion. The main topic is the development of a sophisticated generalization of the one-dimensional analytic signal to two dimensions. Motivated by the fundamental property of the latter, the invariance – equivariance constraint, and by its relation to complex analysis and potential theory, a two-dimensional approach is derived. This method is called the monogenic signal and it is based on the Riesz transform instead of the Hilbert transform. By means of this linear approach it is possible to estimate the local orientation and the local phase of signals which are projections of one-dimensional functions to two dimensions. For general two-dimensional signals, however, the monogenic signal has to be further extended, yielding the structure multivector. The latter approach combines the ideas of the structure tensor and the quaternionic analytic signal. A rich feature set can be extracted from the structure multivector, which contains measures for local amplitudes, the local anisotropy, the local orientation, and two local phases. Both, the monogenic signal and the struc- ture multivector are combined with an appropriate scale-space approach, resulting in generalized quadrature filters.
    [Show full text]
  • A Guided Tour to the Plane-Based Geometric Algebra PGA
    A Guided Tour to the Plane-Based Geometric Algebra PGA Leo Dorst University of Amsterdam Version 1.15{ July 6, 2020 Planes are the primitive elements for the constructions of objects and oper- ators in Euclidean geometry. Triangulated meshes are built from them, and reflections in multiple planes are a mathematically pure way to construct Euclidean motions. A geometric algebra based on planes is therefore a natural choice to unify objects and operators for Euclidean geometry. The usual claims of `com- pleteness' of the GA approach leads us to hope that it might contain, in a single framework, all representations ever designed for Euclidean geometry - including normal vectors, directions as points at infinity, Pl¨ucker coordinates for lines, quaternions as 3D rotations around the origin, and dual quaternions for rigid body motions; and even spinors. This text provides a guided tour to this algebra of planes PGA. It indeed shows how all such computationally efficient methods are incorporated and related. We will see how the PGA elements naturally group into blocks of four coordinates in an implementation, and how this more complete under- standing of the embedding suggests some handy choices to avoid extraneous computations. In the unified PGA framework, one never switches between efficient representations for subtasks, and this obviously saves any time spent on data conversions. Relative to other treatments of PGA, this text is rather light on the mathematics. Where you see careful derivations, they involve the aspects of orientation and magnitude. These features have been neglected by authors focussing on the mathematical beauty of the projective nature of the algebra.
    [Show full text]
  • The Kernel of a Linear Transformation Is a Vector Subspace
    The kernel of a linear transformation is a vector subspace. Given two vector spaces V and W and a linear transformation L : V ! W we define a set: Ker(L) = f~v 2 V j L(~v) = ~0g = L−1(f~0g) which we call the kernel of L. (some people call this the nullspace of L). Theorem As defined above, the set Ker(L) is a subspace of V , in particular it is a vector space. Proof Sketch We check the three conditions 1 Because we know L(~0) = ~0 we know ~0 2 Ker(L). 2 Let ~v1; ~v2 2 Ker(L) then we know L(~v1 + ~v2) = L(~v1) + L(~v2) = ~0 + ~0 = ~0 and so ~v1 + ~v2 2 Ker(L). 3 Let ~v 2 Ker(L) and a 2 R then L(a~v) = aL(~v) = a~0 = ~0 and so a~v 2 Ker(L). Math 3410 (University of Lethbridge) Spring 2018 1 / 7 Example - Kernels Matricies Describe and find a basis for the kernel, of the linear transformation, L, associated to 01 2 31 A = @3 2 1A 1 1 1 The kernel is precisely the set of vectors (x; y; z) such that L((x; y; z)) = (0; 0; 0), so 01 2 31 0x1 001 @3 2 1A @yA = @0A 1 1 1 z 0 but this is precisely the solutions to the system of equations given by A! So we find a basis by solving the system! Theorem If A is any matrix, then Ker(A), or equivalently Ker(L), where L is the associated linear transformation, is precisely the solutions ~x to the system A~x = ~0 This is immediate from the definition given our understanding of how to associate a system of equations to M~x = ~0: Math 3410 (University of Lethbridge) Spring 2018 2 / 7 The Kernel and Injectivity Recall that a function L : V ! W is injective if 8~v1; ~v2 2 V ; ((L(~v1) = L(~v2)) ) (~v1 = ~v2)) Theorem A linear transformation L : V ! W is injective if and only if Ker(L) = f~0g.
    [Show full text]
  • Some Key Facts About Transpose
    Some key facts about transpose Let A be an m × n matrix. Then AT is the matrix which switches the rows and columns of A. For example 0 1 T 1 2 1 01 5 3 41 5 7 3 2 7 0 9 = B C @ A B3 0 2C 1 3 2 6 @ A 4 9 6 We have the following useful identities: (AT )T = A (A + B)T = AT + BT (kA)T = kAT Transpose Facts 1 (AB)T = BT AT (AT )−1 = (A−1)T ~v · ~w = ~vT ~w A deeper fact is that Rank(A) = Rank(AT ): Transpose Fact 2 Remember that Rank(B) is dim(Im(B)), and we compute Rank as the number of leading ones in the row reduced form. Recall that ~u and ~v are perpendicular if and only if ~u · ~v = 0. The word orthogonal is a synonym for perpendicular. n ? n If V is a subspace of R , then V is the set of those vectors in R which are perpendicular to every vector in V . V ? is called the orthogonal complement to V ; I'll often pronounce it \Vee perp" for short. ? n You can (and should!) check that V is a subspace of R . It is geometrically intuitive that dim V ? = n − dim V Transpose Fact 3 and that (V ?)? = V: Transpose Fact 4 We will prove both of these facts later in this note. In this note we will also show that Ker(A) = Im(AT )? Im(A) = Ker(AT )? Transpose Fact 5 As is often the case in math, the best order to state results is not the best order to prove them.
    [Show full text]
  • Orthogonal Polynomial Kernels and Canonical Correlations for Dirichlet
    Bernoulli 19(2), 2013, 548–598 DOI: 10.3150/11-BEJ403 Orthogonal polynomial kernels and canonical correlations for Dirichlet measures ROBERT C. GRIFFITHS1 and DARIO SPANO` 2 1 Department of Statistics, University of Oxford, 1 South Parks Road Oxford OX1 3TG, UK. E-mail: griff@stats.ox.ac.uk 2Department of Statistics, University of Warwick, Coventry CV4 7AL, UK. E-mail: [email protected] We consider a multivariate version of the so-called Lancaster problem of characterizing canon- ical correlation coefficients of symmetric bivariate distributions with identical marginals and orthogonal polynomial expansions. The marginal distributions examined in this paper are the Dirichlet and the Dirichlet multinomial distribution, respectively, on the continuous and the N- discrete d-dimensional simplex. Their infinite-dimensional limit distributions, respectively, the Poisson–Dirichlet distribution and Ewens’s sampling formula, are considered as well. We study, in particular, the possibility of mapping canonical correlations on the d-dimensional continuous simplex (i) to canonical correlation sequences on the d + 1-dimensional simplex and/or (ii) to canonical correlations on the discrete simplex, and vice versa. Driven by this motivation, the first half of the paper is devoted to providing a full characterization and probabilistic interpretation of n-orthogonal polynomial kernels (i.e., sums of products of orthogonal polynomials of the same degree n) with respect to the mentioned marginal distributions. We establish several identities and some integral representations which are multivariate extensions of important results known for the case d = 2 since the 1970s. These results, along with a common interpretation of the mentioned kernels in terms of dependent P´olya urns, are shown to be key features leading to several non-trivial solutions to Lancaster’s problem, many of which can be extended naturally to the limit as d →∞.
    [Show full text]
  • “Mice” the MATLAB© Interface to CSPICE
    N IF Navigation and Ancillary Information Facility “Mice” The MATLAB© Interface to CSPICE January 2020 © The MathWorks Inc. N IF Topics Navigation and Ancillary Information Facility • Mice Benefits • How does it work? • Distribution • Mice Operation • Vectorization • Simple Mice Examples MATLAB Interface to CSPICE 2 N IF Mice Benefits Navigation and Ancillary Information Facility • Mice operates as an extension to the MATLAB environment. • All Mice calls are functions regardless of the call format of the underlying CSPICE routine, returning MATLAB native data types. • Mice has some capability not available in CSPICE such as vectorization. • CSPICE error messages return to MATLAB in the form usable by the try...catch construct. MATLAB Interface to CSPICE 3 N IF How Does It Work? (1) Navigation and Ancillary Information Facility • The MATLAB environment includes an intrinsic capability to use external routines. – Mice functions as a MATLAB executable, MEX, consisting of the Mice MEX shared object library and a set of .m wrapper files. » The Mice library contains the MATLAB callable C interface routines that wrap a subset of CSPICE wrapper calls. » The wrapper files, named cspice_*.m and mice_*.m, provide the MATLAB calls to the interface functions. » A function prefixed with ‘cspice_’ retains essentially the same argument list as the CSPICE counterpart. » An interface prefixed with ‘mice_’ returns a structure, with the fields of the structure corresponding to the output arguments of the CSPICE counterpart. » The wrappers include a header section describing the function call, displayable by the MATLAB help command. continued on next page MATLAB Interface to CSPICE 4 N IF How Does It Work? (2) Navigation and Ancillary Information Facility When a user invokes a call to a Mice function: 1.
    [Show full text]
  • New Probabilistic Bounds on Eigenvalues and Eigenvectors of Random Kernel Matrices
    New Probabilistic Bounds on Eigenvalues and Eigenvectors of Random Kernel Matrices Nima Reyhani Hideitsu Hino Ricardo Vig´ario Aalto University, School of Science Waseda University Aalto University, School of Science Helsinki, Finland Tokyo, Japan Helsinki, Finand nima.reyhani@aalto.fi [email protected] ricardo.vigario@aalto.fi Abstract et. al., 2002) and (Jia & Liao, 2009) are good examples of such procedure. Also, the Rademacher complexity, Kernel methods are successful approaches for and therefore the excess loss of the large margin clas- different machine learning problems. This sifiers can be computed using the eigenvalues of the success is mainly rooted in using feature kernel operator, see (Mendelson & Pajor, 2005) and maps and kernel matrices. Some methods references therein. Thus, it is important to know how rely on the eigenvalues/eigenvectors of the reliably the spectrum of the kernel operator can be kernel matrix, while for other methods the estimated, using a finite samples kernel matrix. spectral information can be used to esti- The importance of kernel and its spectral decomposi- mate the excess risk. An important question tion has initiated a series of studies of the concentra- remains on how close the sample eigenval- tion of the eigenvalues and eigenvectors of the kernel ues/eigenvectors are to the population val- matrix around their expected values. Under certain ues. In this paper, we improve earlier re- rate of spectral decay of the kernel integral operator, sults on concentration bounds for eigenval- (Koltchinskii, 1998) and (Koltchinksii & Gin´e,2000) ues of general kernel matrices. For distance showed that the difference between population and and inner product kernel functions, e.g.
    [Show full text]
  • Accurate Error Bounds for the Eigenvalues of the Kernel Matrix
    Journal of Machine Learning Research 7 (2006) 2303-2328 Submitted 7/05; Revised 7/06; Published 11/06 Accurate Error Bounds for the Eigenvalues of the Kernel Matrix Mikio L. Braun [email protected] Fraunhofer FIRST.IDA Kekulestr´ . 7 12489 Berlin, Germany Editor: John Shawe-Taylor Abstract The eigenvalues of the kernel matrix play an important role in a number of kernel methods, in particular, in kernel principal component analysis. It is well known that the eigenvalues of the kernel matrix converge as the number of samples tends to infinity. We derive probabilistic finite sample size bounds on the approximation error of individual eigenvalues which have the important property that the bounds scale with the eigenvalue under consideration, reflecting the actual behavior of the approximation errors as predicted by asymptotic results and observed in numerical simulations. Such scaling bounds have so far only been known for tail sums of eigenvalues. Asymptotically, the bounds presented here have a slower than stochastic rate, but the number of sample points necessary to make this disadvantage noticeable is often unrealistically large. Therefore, under practical conditions, and for all but the largest few eigenvalues, the bounds presented here form a significant improvement over existing non-scaling bounds. Keywords: kernel matrix, eigenvalues, relative perturbation bounds 1. Introduction In the theoretical analysis of kernel principal component analysis (Scholk¨ opf et al., 1998), the ap- proximation error between the eigenvalues of the kernel matrix and their asymptotic counterparts plays a crucial role, as the eigenvalues compute the principal component variances in kernel fea- ture space, and these are related to the reconstruction error of projecting to leading kernel principal component directions.
    [Show full text]
  • On Computational Poisson Geometry I: Symbolic Foundations
    ON COMPUTATIONAL POISSON GEOMETRY I: SYMBOLIC FOUNDATIONS ∗ M. A. EVANGELISTA-ALVARADO1†, J. C. RU´IZ-PANTALEON´ 2†, AND P. SUAREZ-SERRATO´ 3 † Abstract. We present a computational toolkit for (local) Poisson-Nijenhuis calculus on mani- folds. Our python module PoissonGeometry implements our algorithms, and accompanies this paper. We include two examples of how our methods can be used, one for gauge transformations of Poisson bivectors in dimension 3, and a second one that determines parametric Poisson bivector fields in dimension 4. Key words. Poisson structures, Poisson-Nijenhuis calculus, Symbolic computation, Python. AMS subject classifications. 68W30, 97N80, 53D17 1. Introduction. The origin of the concepts in this paper is the analysis of mechanical systems of Sim´eon Denis Poisson in 1809 [28]. A Poisson manifold is a pair (M, Π), with M a smooth manifold and Π a contravariant 2-tensor field (bivector field) on M satisfying the equation (1.1) [[Π, Π]] = 0, with respect to the Schouten-Nijenhuis bracket [[ , ]] for multivector fields [26, 10]. Suppose m = dim M, fix a local coordinate system x = (U; x1, ... , xm) on M. Then Π has the following coordinate representation [22, 32]: ∂ ∂ ∂ ∂ (1.2) Π = 1 Πij ∧ = Πij ∧ 2 ∂xi ∂xj ∂xi ∂xj 1≤i<jX≤m ij ij ∞ i Here, the functions Π = Π (x) ∈ CU are called the coefficients of Π, and {∂/∂x } is the canonical basis for vector fields on U ⊆ M. The Poisson bivector, and its associated bracket, are essential elements in the comprehension of Hamiltonian dynamics [23, 10]. We recommend interested readers consult the available surveys of this field [34, 18].
    [Show full text]