A Manifold Approach to Learning Mutually Orthogonal Subspaces

Although many machine learning algorithms involve learning subspaces with particular characteristics, optimizing a parameter matrix that is constrained to represent a subspace can be challenging. One solution is to use Riemannian optimization methods that enforce such constraints implicitly, leveraging the fact that the feasible parameter values form a manifold. While Riemannian methods exist for some specific problems, such as learning a single subspace, there are more general subspace constraints that offer additional flexibility when setting up an optimization problem, but have not been formulated as a manifold. We propose the partitioned subspace (PS) manifold for optimizing matrices that are constrained to represent one or more subspaces. Each point on the manifold defines a partitioning of the input space into mutually orthogonal subspaces, where the number of partitions and their sizes are defined by the user. As a result, distinct groups of features can be learned by defining different objective functions for each partition. We illustrate the properties of the manifold through experiments on multiple dataset analysis and domain adaptation.

[1]  Kilian Q. Weinberger,et al.  Marginalized Denoising Autoencoders for Domain Adaptation , 2012, ICML.

[2]  Tinne Tuytelaars,et al.  Unsupervised Visual Domain Adaptation Using Subspace Alignment , 2013, 2013 IEEE International Conference on Computer Vision.

[3]  Laura Balzano,et al.  Incremental gradient on the Grassmannian for online foreground and background separation in subsampled video , 2012, 2012 IEEE Conference on Computer Vision and Pattern Recognition.

[4]  Trevor Darrell,et al.  What you saw is not what you get: Domain adaptation using asymmetric kernel transforms , 2011, CVPR 2011.

[5]  John C. S. Lui,et al.  Online Robust Subspace Tracking from Partial Information , 2011, ArXiv.

[6]  J. A. López del Val,et al.  Principal Components Analysis , 2018, Applied Univariate, Bivariate, and Multivariate Statistics Using Python.

[7]  Yuan Shi,et al.  Geodesic flow kernel for unsupervised domain adaptation , 2012, 2012 IEEE Conference on Computer Vision and Pattern Recognition.

[8]  Josef Kittler,et al.  On-line Learning of Mutually Orthogonal Subspaces for Face Recognition by Image Sets , 2010, IEEE Transactions on Image Processing.

[9]  Rama Chellappa,et al.  Domain adaptation for object recognition: An unsupervised approach , 2011, 2011 International Conference on Computer Vision.

[10]  Levent Tunçel,et al.  Optimization algorithms on matrix manifolds , 2009, Math. Comput..

[11]  Rama Chellappa,et al.  Locally time-invariant models of human activities using trajectories on the grassmannian , 2009, 2009 IEEE Conference on Computer Vision and Pattern Recognition.

[12]  S. Wold,et al.  PLS-regression: a basic tool of chemometrics , 2001 .

[13]  Alan Edelman,et al.  The Geometry of Algorithms with Orthogonality Constraints , 1998, SIAM J. Matrix Anal. Appl..