Structural causal models (SCMs) allow us to investigate complex systems at multiple levels of resolution. The causal abstraction (CA) framework formalizes the mapping between high- and low-level SCMs. We address CA learning in a challenging and realistic setting, where SCMs are inaccessible, interventional data is unavailable, and sample data is misaligned. A key principle of our framework is $\textit{semantic embedding}$, formalized as the high-level distribution lying on a subspace of the low-level one. This principle naturally links linear CA to the geometry of the $\textit{Stiefel manifold}$. We present a category-theoretic approach to SCMs that enables the learning of a CA by finding a morphism between the low- and high-level probability measures, adhering to the semantic embedding principle. Consequently, we formulate a general CA learning problem. As an application, we solve the latter problem for linear CA; considering Gaussian measures and the Kullback-Leibler divergence as an objective. Given the nonconvexity of the learning task, we develop three algorithms building upon existing paradigms for Riemannian optimization. We demonstrate that the proposed methods succeed on both synthetic and real-world brain data with different degrees of prior information about the structure of CA.
Optimization with orthogonality constraints frequently arises in various fields such as machine learning. Riemannian optimization offers a powerful framework for solving these problems by equipping the constraint set with a Riemannian manifold structure and performing optimization intrinsically on the manifold. This approach typically involves computing a search direction in the tangent space and updating variables via a retraction operation. However, as the size of the variables increases, the computational cost of the retraction can become prohibitively high, limiting the applicability of Riemannian optimization to large-scale problems. To address this challenge and enhance scalability, we propose a novel approach that restricts each update on a random submanifold, thereby significantly reducing the per-iteration complexity. We introduce two sampling strategies for selecting the random submanifolds and theoretically analyze the convergence of the proposed methods. We provide convergence results for general nonconvex functions and functions that satisfy Riemannian Polyak-Lojasiewicz condition as well as for stochastic optimization settings. Additionally, we demonstrate how our approach can be generalized to quotient manifolds derived from the orthogonal manifold. Extensive experiments verify the benefits of the proposed method, across a wide variety of problems.
The indicator matrix plays an important role in machine learning, but optimizing it is an NP-hard problem. We propose a new relaxation of the indicator matrix and prove that this relaxation forms a manifold, which we call the Relaxed Indicator Matrix Manifold (RIM manifold). Based on Riemannian geometry, we develop a Riemannian toolbox for optimization on the RIM manifold. Specifically, we provide several methods of Retraction, including a fast Retraction method to obtain geodesics. We point out that the RIM manifold is a generalization of the double stochastic manifold, and it is much faster than existing methods on the double stochastic manifold, which has a complexity of \( \mathcal{O}(n^3) \), while RIM manifold optimization is \( \mathcal{O}(n) \) and often yields better results. We conducted extensive experiments, including image denoising, with millions of variables to support our conclusion, and applied the RIM manifold to Ratio Cut, we provide a rigorous convergence proof and achieve clustering results that outperform the state-of-the-art methods. Our Code in \href{https://github.com/Yuan-Jinghui/Riemannian-Optimization-on-Relaxed-Indicator-Matrix-Manifold}{here}.
Discovering and tracking communities in time-varying networks is an important task in network science, motivated by applications in fields ranging from neuroscience to sociology. In this work, we characterize the celebrated family of spectral methods for static clustering in terms of the low-rank approximation of high-dimensional node embeddings. From this perspective, it becomes natural to view the evolving community detection problem as one of subspace tracking on the Grassmann manifold. While the resulting optimization problem is nonconvex, we adopt a block majorize-minimize Riemannian optimization scheme to learn the Grassmann geodesic which best fits the data. Our framework generalizes any static spectral community detection approach and leads to algorithms achieving favorable performance on synthetic and real temporal networks, including those that are weighted, signed, directed, mixed-membership, multiview, hierarchical, cocommunity-structured, bipartite, or some combination thereof. We demonstrate how to specifically cast a wide variety of methods into our framework, and demonstrate greatly improved dynamic community detection results in all cases.
This paper deals with Elliptical Wishart distributions - which generalize the Wishart distribution - in the context of signal processing and machine learning. Two algorithms to compute the maximum likelihood estimator (MLE) are proposed: a fixed point algorithm and a Riemannian optimization method based on the derived information geometry of Elliptical Wishart distributions. The existence and uniqueness of the MLE are characterized as well as the convergence of both estimation algorithms. Statistical properties of the MLE are also investigated such as consistency, asymptotic normality and an intrinsic version of Fisher efficiency. On the statistical learning side, novel classification and clustering methods are designed. For the $t$-Wishart distribution, the performance of the MLE and statistical learning algorithms are evaluated on both simulated and real EEG and hyperspectral data, showcasing the interest of our proposed methods.
Visual counterfactual explanation (CF) methods modify image concepts, e.g, shape, to change a prediction to a predefined outcome while closely resembling the original query image. Unlike self-explainable models (SEMs) and heatmap techniques, they grant users the ability to examine hypothetical "what-if" scenarios. Previous CF methods either entail post-hoc training, limiting the balance between transparency and CF quality, or demand optimization during inference. To bridge the gap between transparent SEMs and CF methods, we introduce the GdVAE, a self-explainable model based on a conditional variational autoencoder (CVAE), featuring a Gaussian discriminant analysis (GDA) classifier and integrated CF explanations. Full transparency is achieved through a generative classifier that leverages class-specific prototypes for the downstream task and a closed-form solution for CFs in the latent space. The consistency of CFs is improved by regularizing the latent space with the explainer function. Extensive comparisons with existing approaches affirm the effectiveness of our method in producing high-quality CF explanations while preserving transparency. Code and models are public.
Recent advances in {matrix-mimetic} tensor frameworks have made it possible to preserve linear algebraic properties for multilinear data analysis and, as a result, to obtain optimal representations of multiway data. Matrix mimeticity arises from interpreting tensors as operators that can be multiplied, factorized, and analyzed analogous to matrices. Underlying the tensor operation is an algebraic framework parameterized by an invertible linear transformation. The choice of linear mapping is crucial to representation quality and, in practice, is made heuristically based on expected correlations in the data. However, in many cases, these correlations are unknown and common heuristics lead to suboptimal performance. In this work, we simultaneously learn optimal linear mappings and corresponding tensor representations without relying on prior knowledge of the data. Our new framework explicitly captures the coupling between the transformation and representation using variable projection. We preserve the invertibility of the linear mapping by learning orthogonal transformations with Riemannian optimization. We provide original theory of uniqueness of the transformation and convergence analysis of our variable-projection-based algorithm. We demonstrate the generality of our framework through numerical experiments on a wide range of applications, including financial index tracking, image compression, and reduced order modeling. We have published all the code related to this work at https://github.com/elizabethnewman/star-M-opt.
Optimization over the set of matrices $X$ that satisfy $X^\top B X = I_p$, referred to as the generalized Stiefel manifold, appears in many applications involving sampled covariance matrices such as the canonical correlation analysis (CCA), independent component analysis (ICA), and the generalized eigenvalue problem (GEVP). Solving these problems is typically done by iterative methods that require a fully formed $B$. We propose a cheap stochastic iterative method that solves the optimization problem while having access only to random estimates of $B$. Our method does not enforce the constraint in every iteration; instead, it produces iterations that converge to critical points on the generalized Stiefel manifold defined in expectation. The method has lower per-iteration cost, requires only matrix multiplications, and has the same convergence rates as its Riemannian optimization counterparts that require the full matrix $B$. Experiments demonstrate its effectiveness in various machine learning applications involving generalized orthogonality constraints, including CCA, ICA, and the GEVP.
The paper proposes FireANTs, the first multi-scale Adaptive Riemannian Optimization algorithm for dense diffeomorphic image matching. One of the most critical and understudied aspects of diffeomorphic image matching algorithms are its highly ill-conditioned nature. We quantitatively capture the extent of ill-conditioning in a typical MRI matching task, motivating the need for an adaptive optimization algorithm for diffeomorphic matching. To this end, FireANTs generalizes the concept of momentum and adaptive estimates of the Hessian to mitigate this ill-conditioning in the non-Euclidean space of diffeomorphisms. Unlike common non-Euclidean manifolds, we also formalize considerations for multi-scale optimization of diffeomorphisms. Our rigorous mathematical results and operational contributions lead to a state-of-the-art dense matching algorithm that can be applied to generic image data with remarkable accuracy and robustness. We demonstrate consistent improvements in image matching performance across a spectrum of community-standard medical and biological correspondence matching challenges spanning a wide variety of image modalities, anatomies, resolutions, acquisition protocols, and preprocessing pipelines. This improvement is supplemented by 300x to 3200x speedup over existing CPU-based state-of-the-art algorithms. For the first time, we perform diffeomorphic matching of sub-micron mouse isocortex volumes at native resolution, and generate a 25{\mu}m mouse brain atlas in under 25 minutes. Our fast implementation also enables hyperparameter studies that were intractable with existing correspondence matching algorithms.
Meta-learning involves training models on a variety of training tasks in a way that enables them to generalize well on new, unseen test tasks. In this work, we consider meta-learning within the framework of high-dimensional multivariate random-effects linear models and study generalized ridge-regression based predictions. The statistical intuition of using generalized ridge regression in this setting is that the covariance structure of the random regression coefficients could be leveraged to make better predictions on new tasks. Accordingly, we first characterize the precise asymptotic behavior of the predictive risk for a new test task when the data dimension grows proportionally to the number of samples per task. We next show that this predictive risk is optimal when the weight matrix in generalized ridge regression is chosen to be the inverse of the covariance matrix of random coefficients. Finally, we propose and analyze an estimator of the inverse covariance matrix of random regression coefficients based on data from the training tasks. As opposed to intractable MLE-type estimators, the proposed estimators could be computed efficiently as they could be obtained by solving (global) geodesically-convex optimization problems. Our analysis and methodology use tools from random matrix theory and Riemannian optimization. Simulation results demonstrate the improved generalization performance of the proposed method on new unseen test tasks within the considered framework.
We consider the point cloud registration problem, the task of finding a transformation between two point clouds that represent the same object but are expressed in different coordinate systems. Our approach is not based on a point-to-point correspondence, matching every point in the source point cloud to a point in the target point cloud. Instead, we assume and leverage a low-dimensional nonlinear geometric structure of the data. Firstly, we approximate each point cloud by an algebraic variety (a set defined by finitely many polynomial equations). This is done by solving an optimization problem on the Grassmann manifold, using a connection between algebraic varieties and polynomial bases. Secondly, we solve an optimization problem on the orthogonal group to find the transformation (rotation $+$ translation) which makes the two algebraic varieties overlap. We use second-order Riemannian optimization methods for the solution of both steps. Numerical experiments on real and synthetic data are provided, with encouraging results. Our approach is particularly useful when the two point clouds describe different parts of an objects (which may not even be overlapping), on the condition that the surface of the object may be well approximated by a set of polynomial equations. The first procedure -- the approximation -- is of independent interest, as it can be used for denoising data that belongs to an algebraic variety. We provide statistical guarantees for the estimation error of the denoising using Stein's unbiased estimator.
The primary aim of Knowledge Graph embeddings (KGE) is to learn low-dimensional representations of entities and relations for predicting missing facts. While rotation-based methods like RotatE and QuatE perform well in KGE, they face two challenges: limited model flexibility requiring proportional increases in relation size with entity dimension, and difficulties in generalizing the model for higher-dimensional rotations. To address these issues, we introduce OrthogonalE, a novel KGE model employing matrices for entities and block-diagonal orthogonal matrices with Riemannian optimization for relations. This approach enhances the generality and flexibility of KGE models. The experimental results indicate that our new KGE model, OrthogonalE, is both general and flexible, significantly outperforming state-of-the-art KGE models while substantially reducing the number of relation parameters.
Hyperbolic geometry is gaining traction in machine learning for its effectiveness at capturing hierarchical structures in real-world data. Hyperbolic spaces, where neighborhoods grow exponentially, offer substantial advantages and consistently deliver state-of-the-art results across diverse applications. However, hyperbolic classifiers often grapple with computational challenges. Methods reliant on Riemannian optimization frequently exhibit sluggishness, stemming from the increased computational demands of operations on Riemannian manifolds. In response to these challenges, we present hyperDT, a novel extension of decision tree algorithms into hyperbolic space. Crucially, hyperDT eliminates the need for computationally intensive Riemannian optimization, numerically unstable exponential and logarithmic maps, or pairwise comparisons between points by leveraging inner products to adapt Euclidean decision tree algorithms to hyperbolic space. Our approach is conceptually straightforward and maintains constant-time decision complexity while mitigating the scalability issues inherent in high-dimensional Euclidean spaces. Building upon hyperDT we introduce hyperRF, a hyperbolic random forest model. Extensive benchmarking across diverse datasets underscores the superior performance of these models, providing a swift, precise, accurate, and user-friendly toolkit for hyperbolic data analysis.
This work puts forth low-complexity Riemannian subspace descent algorithms for the minimization of functions over the symmetric positive definite (SPD) manifold. Different from the existing Riemannian gradient descent variants, the proposed approach utilizes carefully chosen subspaces that allow the update to be written as a product of the Cholesky factor of the iterate and a sparse matrix. The resulting updates avoid the costly matrix operations like matrix exponentiation and dense matrix multiplication, which are generally required in almost all other Riemannian optimization algorithms on SPD manifold. We further identify a broad class of functions, arising in diverse applications, such as kernel matrix learning, covariance estimation of Gaussian distributions, maximum likelihood parameter estimation of elliptically contoured distributions, and parameter estimation in Gaussian mixture model problems, over which the Riemannian gradients can be calculated efficiently. The proposed uni-directional and multi-directional Riemannian subspace descent variants incur per-iteration complexities of $O(n)$ and $O(n^2)$ respectively, as compared to the $O(n^3)$ or higher complexity incurred by all existing Riemannian gradient descent variants. The superior runtime and low per-iteration complexity of the proposed algorithms is also demonstrated via numerical tests on large-scale covariance estimation and matrix square root problems. MATLAB code implementation is publicly available on GitHub : https://github.com/yogeshd-iitk/subspace_descent_over_SPD_manifold
Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the objective function while enforcing the constraint. However, enforcing the orthogonality constraint can be the most time-consuming operation in such algorithms. Recently, Ablin & Peyr\'e (2022) proposed the landing algorithm, a method with cheap iterations that does not enforce the orthogonality constraints but is attracted towards the manifold in a smooth manner. This article provides new practical and theoretical developments for the landing algorithm. First, the method is extended to the Stiefel manifold, the set of rectangular orthogonal matrices. We also consider stochastic and variance reduction algorithms when the cost function is an average of many functions. We demonstrate that all these methods have the same rate of convergence as their Riemannian counterparts that exactly enforce the constraint, and converge to the manifold. Finally, our experiments demonstrate the promise of our approach to an array of machine-learning problems that involve orthogonality constraints.
The motor imagery (MI) classification has been a prominent research topic in brain-computer interfaces based on electroencephalography (EEG). Over the past few decades, the performance of MI-EEG classifiers has seen gradual enhancement. In this study, we amplify the geometric deep learning-based MI-EEG classifiers from the perspective of time-frequency analysis, introducing a new architecture called Graph-CSPNet. We refer to this category of classifiers as Geometric Classifiers, highlighting their foundation in differential geometry stemming from EEG spatial covariance matrices. Graph-CSPNet utilizes novel manifold-valued graph convolutional techniques to capture the EEG features in the time-frequency domain, offering heightened flexibility in signal segmentation for capturing localized fluctuations. To evaluate the effectiveness of Graph-CSPNet, we employ five commonly-used publicly available MI-EEG datasets, achieving near-optimal classification accuracies in nine out of eleven scenarios. The Python repository can be found at https://github.com/GeometricBCI/Tensor-CSPNet-and-Graph-CSPNet.
We consider a class of Riemannian optimization problems where the objective is the sum of a smooth function and a nonsmooth function, considered in the ambient space. This class of problems finds important applications in machine learning and statistics such as the sparse principal component analysis, sparse spectral clustering, and orthogonal dictionary learning. We propose a Riemannian alternating direction method of multipliers (ADMM) to solve this class of problems. Our algorithm adopts easily computable steps in each iteration. The iteration complexity of the proposed algorithm for obtaining an $\epsilon$-stationary point is analyzed under mild assumptions. Existing ADMM for solving nonconvex problems either does not allow nonconvex constraint set, or does not allow nonsmooth objective function. Our algorithm is the first ADMM type algorithm that minimizes a nonsmooth objective over manifold -- a particular nonconvex set. Numerical experiments are conducted to demonstrate the advantage of the proposed method.
Graphical models and factor analysis are well-established tools in multivariate statistics. While these models can be both linked to structures exhibited by covariance and precision matrices, they are generally not jointly leveraged within graph learning processes. This paper therefore addresses this issue by proposing a flexible algorithmic framework for graph learning under low-rank structural constraints on the covariance matrix. The problem is expressed as penalized maximum likelihood estimation of an elliptical distribution (a generalization of Gaussian graphical models to possibly heavy-tailed distributions), where the covariance matrix is optionally constrained to be structured as low-rank plus diagonal (low-rank factor model). The resolution of this class of problems is then tackled with Riemannian optimization, where we leverage geometries of positive definite matrices and positive semi-definite matrices of fixed rank that are well suited to elliptical models. Numerical experiments on real-world data sets illustrate the effectiveness of the proposed approach.
We present Rieoptax, an open source Python library for Riemannian optimization in JAX. We show that many differential geometric primitives, such as Riemannian exponential and logarithm maps, are usually faster in Rieoptax than existing frameworks in Python, both on CPU and GPU. We support various range of basic and advanced stochastic optimization solvers like Riemannian stochastic gradient, stochastic variance reduction, and adaptive gradient methods. A distinguishing feature of the proposed toolbox is that we also support differentially private optimization on Riemannian manifolds.
When training overparameterized deep networks for classification tasks, it has been widely observed that the learned features exhibit a so-called "neural collapse" phenomenon. More specifically, for the output features of the penultimate layer, for each class the within-class features converge to their means, and the means of different classes exhibit a certain tight frame structure, which is also aligned with the last layer's classifier. As feature normalization in the last layer becomes a common practice in modern representation learning, in this work we theoretically justify the neural collapse phenomenon for normalized features. Based on an unconstrained feature model, we simplify the empirical loss function in a multi-class classification task into a nonconvex optimization problem over the Riemannian manifold by constraining all features and classifiers over the sphere. In this context, we analyze the nonconvex landscape of the Riemannian optimization problem over the product of spheres, showing a benign global landscape in the sense that the only global minimizers are the neural collapse solutions while all other critical points are strict saddles with negative curvature. Experimental results on practical deep networks corroborate our theory and demonstrate that better representations can be learned faster via feature normalization.