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Building Compatible Bases on Graphs,
Images, and Manifolds
Davide Eynard
Institute of Computational Science, Faculty of Informatics
University of Lugano, Switzerland
SIAM-IS, 14 May 2014
Based on joint works with Artiom Kovnatsky, Michael M. Bronstein,
Klaus Glashoff, and Alexander M. Bronstein
1 / 85
Ambiguous data
Cayenne
2 / 85
Ambiguous data
Cayenne
City in Guiana
3 / 85
Ambiguous data
Cayenne
City in Guiana Pepper
4 / 85
Ambiguous data
Cayenne
City in Guiana Pepper Porsche car
5 / 85
Multimodal data analysis
Cayenne, Porsche, car,
automobile, SUV,...
Chili, pepper, red, hot,
food, plant, spice,...
San Francisco, city,
USA, California, hill,...
Landrover, SUV, car,
Jeep, 4x4, terrain,...
Cayenne, city, Guiana,
America, ocean,...
Cayenne, pepper, hot,
plant, spice, red,...
6 / 85
Multimodal data analysis
Chili, food
San Francisco,
USA
Landrover, SUV
Cayenne, city
Cayenne, Porsche
Cayenne, pepper
Image space Tag space
7 / 85
Multimodal data analysis
Chili, food
San Francisco,
USA
Landrover, SUV
Cayenne, city
Cayenne, Porsche
Cayenne, pepper
Image space Tag space
8 / 85
Multimodal data analysis
Chili, food
San Francisco,
USA
Landrover, SUV
Cayenne, city
Cayenne, Porsche
Cayenne, pepper
Image space Tag space
9 / 85
Discrete manifolds
xi
Graph (X, E)
Discrete set of n vertices
X = {x1, . . . , xn}
10 / 85
Discrete manifolds
xj
wij
xi
Graph (X, E)
Discrete set of n vertices
X = {x1, . . . , xn}
Gaussian edge weight
wij = e−
xi−xj
2
2σ2 (i, j) ∈ E
0 else
11 / 85
Discrete manifolds
xi
Graph (X, E)
Discrete set of n vertices
X = {x1, . . . , xn}
Gaussian edge weight
wij = e−
xi−xj
2
2σ2 (i, j) ∈ E
0 else
Unnormalized Laplacian operator
L = D − W
D = diag( j=i wij) (vertex weight)
12 / 85
Discrete manifolds
xi
Graph (X, E)
Discrete set of n vertices
X = {x1, . . . , xn}
Gaussian edge weight
wij = e−
xi−xj
2
2σ2 (i, j) ∈ E
0 else
Unnormalized Laplacian operator
L = D − W
D = diag( j=i wij) (vertex weight)
Symmetric normalized Laplacian
Lsym = D−1/2
LD−1/2
13 / 85
Laplacian eigenvalues and eigenfunctions
Eigenvalue problem:
LΦ = ΦΛ
Λ = diag(λ1, . . . , λn) are the eigenvalues satisfying
0 = λ1 ≤ λ2 ≤ . . . λn
Φ = (φ1, . . . , φn) are the orthonormal eigenfunctions
14 / 85
Spectral geometry
Laplacian eigenmap: m-dimensional embedding of X
U = argmin
U∈Rn×m
tr (UT
LU) s.t. UT
U = I
Belkin, Niyogi 2001
15 / 85
Spectral geometry
Laplacian eigenmap: m-dimensional embedding of X using the
first eigenvectors of the Laplacian
U = (φ1, . . . , φm)
Belkin, Niyogi 2001
16 / 85
Heat equation
Heat diffusion on X is governed
by the heat equation
Lf(t) +
∂
∂t
f(t) = 0, f(0) = u,
where f(t) is the amount of heat
at time t
17 / 85
Heat equation
Heat diffusion on X is governed
by the heat equation
Lf(t) +
∂
∂t
f(t) = 0, f(0) = u,
where f(t) is the amount of heat
at time t
18 / 85
Heat equation
Heat diffusion on X is governed
by the heat equation
Lf(t) +
∂
∂t
f(t) = 0, f(0) = u,
where f(t) is the amount of heat
at time t
Heat operator (or heat kernel)
Ht
= e−tL
= Φe−tΛ
ΦT
provides the solution of the heat equation f(t) = Ht
f(0)
19 / 85
Heat equation
Heat diffusion on X is governed
by the heat equation
Lf(t) +
∂
∂t
f(t) = 0, f(0) = u,
where f(t) is the amount of heat
at time t
Heat operator (or heat kernel)
Ht
= e−tL
= Φe−tΛ
ΦT
provides the solution of the heat equation f(t) = Ht
f(0)
‘How much heat is transferred from point xi to point xj in time t’
20 / 85
Spectral geometry
Diffusion map: m-dimensional embedding of X using the heat
kernel
U = (e−tλ1
φ1, . . . , e−tλm
φm)
B´erard et al. 1994; Coifman, Lafon 2006
21 / 85
Spectral geometry
Diffusion distance: crosstalk between heat kernels
d2
t (xp, xq) =
n
i=1
((Ht
)pi − (Ht
)qi)2
B´erard et al. 1994; Coifman, Lafon 2006
22 / 85
Spectral geometry
Diffusion distance: crosstalk between heat kernels
d2
t (xp, xq) =
n
i=1
((Ht
)pi − (Ht
)qi)2
=
n
i=1
e−2tλi
(φpi − φqi)2
B´erard et al. 1994; Coifman, Lafon 2006
23 / 85
Spectral geometry
Diffusion distance: Euclidean distance in the diffusion map
space
dt(xp, xq) = Up − Uq 2
B´erard et al. 1994; Coifman, Lafon 2006
24 / 85
Spectral geometry
Diffusion distance: Euclidean distance in the diffusion map
space
dt(xp, xq) = Up − Uq 2
B´erard et al. 1994; Coifman, Lafon 2006
25 / 85
Spectral geometry
K-means
Spectral clustering: instead of applying K-means clustering the
original data space...
Ng et al. 2001
26 / 85
Spectral geometry
K-means
Spectral clustering: instead of applying K-means clustering the
original data space, apply it in the Laplacian eigenspace
Ng et al. 2001
27 / 85
Spectral clustering
Unimodal
Ng et al. 2001
28 / 85
Spectral clustering
Unimodal
Ng et al. 2001 ; Eynard, Bronstein2
, Glashoff 2012
29 / 85
Multimodal spectral clustering
Unimodal Modality 1 Modality 2
Ng et al. 2001 ; Eynard, Bronstein2
, Glashoff 2012
30 / 85
Diagonalization of the Laplacian
Eigendecomposition can be posed as the minimization problem
min
ΦT
Φ=I
off(ΦT
LΦ)
with off-diagonality penalty off(X) = i=j x2
ij.
31 / 85
Diagonalization of the Laplacian
Eigendecomposition can be posed as the minimization problem
min
ΦT
Φ=I
off(ΦT
LΦ)
with off-diagonality penalty off(X) = i=j x2
ij.
Jacobi iteration: compose Φ = · · · R3R2R1 as a sequence of
Givens rotations, where each new rotation tries to reduce the
off-diagonal terms
Jacobi 1846
32 / 85
Diagonalization of the Laplacian
Eigendecomposition can be posed as the minimization problem
min
ΦT
Φ=I
off(ΦT
LΦ)
with off-diagonality penalty off(X) = i=j x2
ij.
Jacobi iteration: compose Φ = · · · R3R2R1 as a sequence of
Givens rotations, where each new rotation tries to reduce the
off-diagonal terms
Analytic expression for optimal rotation for given pivot
Jacobi 1846
33 / 85
Diagonalization of the Laplacian
Eigendecomposition can be posed as the minimization problem
min
ΦT
Φ=I
off(ΦT
LΦ)
with off-diagonality penalty off(X) = i=j x2
ij.
Jacobi iteration: compose Φ = · · · R3R2R1 as a sequence of
Givens rotations, where each new rotation tries to reduce the
off-diagonal terms
Analytic expression for optimal rotation for given pivot
Rotation applied in place – no matrix multiplication
Jacobi 1846
34 / 85
Diagonalization of the Laplacian
Eigendecomposition can be posed as the minimization problem
min
ΦT
Φ=I
off(ΦT
LΦ)
with off-diagonality penalty off(X) = i=j x2
ij.
Jacobi iteration: compose Φ = · · · R3R2R1 as a sequence of
Givens rotations, where each new rotation tries to reduce the
off-diagonal terms
Analytic expression for optimal rotation for given pivot
Rotation applied in place – no matrix multiplication
Guaranteed decrease of the off-diagonal terms
Jacobi 1846
35 / 85
Diagonalization of the Laplacian
Eigendecomposition can be posed as the minimization problem
min
ΦT
Φ=I
off(ΦT
LΦ)
with off-diagonality penalty off(X) = i=j x2
ij.
Jacobi iteration: compose Φ = · · · R3R2R1 as a sequence of
Givens rotations, where each new rotation tries to reduce the
off-diagonal terms
Analytic expression for optimal rotation for given pivot
Rotation applied in place – no matrix multiplication
Guaranteed decrease of the off-diagonal terms
Orthonormality guaranteed by construction
Jacobi 1846
36 / 85
Joint approximate diagonalization
Laplacians of X and Y are diagonalized independently:
min
ΦT
Φ=I,ΨT
Ψ=I
off(ΦT
LXΦ) + off(ΨT
LY Ψ)
φ2 φ3 φ4 φ5
ψ2 ψ3 ψ4 ψ5
Cardoso 1995; Eynard, Bronstein2
, Glashoff 2012
37 / 85
Joint approximate diagonalization
Diagonalize Laplacians of X and Y simultaneously:
min
ˆΦ
T
ˆΦ=I
off( ˆΦ
T
LX
ˆΦ) + off( ˆΦ
T
LY
ˆΦ)
ˆφ2
ˆφ3
ˆφ4
ˆφ5
ˆφ2
ˆφ3
ˆφ4
ˆφ5
Cardoso 1995; Eynard, Bronstein2
, Glashoff 2012
38 / 85
Joint approximate diagonalization
Diagonalize Laplacians of X and Y simultaneously:
min
ˆΦ
T
ˆΦ=I
off( ˆΦ
T
LX
ˆΦ) + off( ˆΦ
T
LY
ˆΦ)
In most cases, ˆΦ is only an approximate eigenbasis
Cardoso 1995; Eynard, Bronstein2
, Glashoff 2012
39 / 85
Joint approximate diagonalization
Diagonalize Laplacians of X and Y simultaneously:
min
ˆΦ
T
ˆΦ=I
off( ˆΦ
T
LX
ˆΦ) + off( ˆΦ
T
LY
ˆΦ)
In most cases, ˆΦ is only an approximate eigenbasis
Modified Jacobi iteration (JADE): compose ˆΦ = · · · R3R2R1
as a sequence of Givens rotations, where each new rotation
tries to reduce the off-diagonal terms
Cardoso 1995; Eynard, Bronstein2
, Glashoff 2012
40 / 85
Joint approximate diagonalization
Diagonalize Laplacians of X and Y simultaneously:
min
ˆΦ
T
ˆΦ=I
off( ˆΦ
T
LX
ˆΦ) + off( ˆΦ
T
LY
ˆΦ)
In most cases, ˆΦ is only an approximate eigenbasis
Modified Jacobi iteration (JADE): compose ˆΦ = · · · R3R2R1
as a sequence of Givens rotations, where each new rotation
tries to reduce the off-diagonal terms
Overall complexity akin to the standard Jacobi iteration
Cardoso 1995; Eynard, Bronstein2
, Glashoff 2012
41 / 85
Multimodal spectral clustering
Modality 1 Modality 2
Multimodal (JADE)
Ng et al. 2001; Eynard, Bronstein2
, Glashoff 2012
42 / 85
Multimodal spectral clustering
Modality 1 Modality 2
Multimodal (JADE)
Ng et al. 2001; Eynard, Bronstein2
, Glashoff 2012
43 / 85
Disambiguating NUS dataset
0.076955 0.056509 0.041308 0.029242 0.022934 0.022272 0.020757 0.0203
Subset of NUS-WIDE dataset
Annotated images belonging to 7 ambiguous classes
Modality 1: 1000-dimensional distributions of frequent tags
Modality 2: 64-dimensional color histogram image descriptors
Laplacians: Gaussian weights with 20 nearest neighbors
Eynard, Bronstein2
, Glashoff 2012; data: Chua et al. 2009
44 / 85
Disambiguating NUS dataset
california, pair,
water, animals
sunrise, sky, water,
mountains, nature
water, underwater,
tiger, fauna, fishing
water, wildlife, zoo,
tiger, nature
mountains, rocks,
water, trees
sunset, rock, tree,
waterfall, forest
waterfall, water,
mountain, wood
nature, ocean, sea,
blue, pool, florida
water, creek, rocks,
waterfall, mountain
underwater, nature,
sea, coral, reef
reef, underwater,
sea, fish, coral
reef, dive, scuba,
underwater, fish
underwater, pacific,
fish, reef, macro
sea, nature, scuba,
ocean, blue, water
maldives, coral,
underwater, fish
fish, scuba, water,
diving, photography
coral, diving, reef,
nature, scuba
explore, tropical,
wildlife, coral, dive
mountains, oregon,
waterfalls, sunlight
ocean waterfalls, trees,
nature, river, sky
tiger, bravo sea, wildlife, water,
animal, ocean
wild, cat, feline,
asia, safari, stripes
cat, nature, tiger,
australia, beauty
mountain, water,
waterfall, nice, walk
animal, ocean,
animals
Tag clusters (ambiguity e.g. between underwater tiger and water)
Eynard, Bronstein2
, Glashoff 2012; data: Chua et al. 2009
45 / 85
Disambiguating NUS dataset
sea, coral, reef sea, fish, coral underwater, fish fish, reef, macro ocean, blue, water underwater, fish diving, photography nature, scuba wildlife, coral, dive
mountains, oregon,
waterfalls, sunlight
ocean waterfalls, trees,
nature, river, sky
tiger, bravo sea, wildlife, water,
animal, ocean
wild, cat, feline,
asia, safari, stripes
cat, nature, tiger,
australia, beauty
mountain, water,
waterfall, nice, walk
animal, ocean,
animals
Color histogram clusters (ambiguity between similarly colored images)
Eynard, Bronstein2
, Glashoff 2012; data: Chua et al. 2009
46 / 85
Disambiguating NUS dataset
Multimodal clusters
Eynard, Bronstein2
, Glashoff 2012; data: Chua et al. 2009
47 / 85
Drawbacks of JADE
In many applications, we do not need the whole basis, just the
first k n eigenvectors
48 / 85
Drawbacks of JADE
In many applications, we do not need the whole basis, just the
first k n eigenvectors
Explicit assumption of orthonormality of the joint basis
restricts Laplacian discretization to symmetric matrices only
49 / 85
Drawbacks of JADE
In many applications, we do not need the whole basis, just the
first k n eigenvectors
Explicit assumption of orthonormality of the joint basis
restricts Laplacian discretization to symmetric matrices only
Requires bijective known correspondence between X and Y
50 / 85
Bijective correspondence
Chili, food
San Francisco,
USA
Landrover, SUV
Cayenne, city
Cayenne, Porsche
Cayenne, pepper
Image space Tag space
1:1
51 / 85
Partial correspondence
Chili, food
San Francisco,
USA
Landrover, SUV
Cayenne, city
Cayenne, Porsche
Cayenne, pepper
Image space Tag space
52 / 85
Partial correspondence
Chili, food
San Francisco,
USA
Landrover, SUV
Cayenne, city
Cayenne, Porsche
Cayenne, pepper
Marijuana,
cannabis
Alligator
Crocodile
Bear
Apple
MacBook
Orange
Image space Tag space
53 / 85
Partial correspondence
Two discrete manifolds with different number of vertices,
X = {x1, . . . , xn} and Y = {x1, . . . , xm}
54 / 85
Partial correspondence
Two discrete manifolds with different number of vertices,
X = {x1, . . . , xn} and Y = {x1, . . . , xm}
Laplacians LX of size n × n and LY of size m × m
55 / 85
Partial correspondence
Two discrete manifolds with different number of vertices,
X = {x1, . . . , xn} and Y = {x1, . . . , xm}
Laplacians LX of size n × n and LY of size m × m
Set of corresponding functions F = (f1, . . . , fq) and
G = (g1, . . . , gq)
56 / 85
Partial correspondence
Two discrete manifolds with different number of vertices,
X = {x1, . . . , xn} and Y = {x1, . . . , xm}
Laplacians LX of size n × n and LY of size m × m
Set of corresponding functions F = (f1, . . . , fq) and
G = (g1, . . . , gq)
We cannot find a common eigenbasis ˆΦ of Laplacians LX
and LY , because they now have different dimensions
57 / 85
Coupled diagonalization
Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ
min
ˆΦ, ˆΨ
off( ˆΦ
T
LX
ˆΦ) + off( ˆΨ
T
LY
ˆΨ) + µ FT ˆΦ − GT ˆΨ 2
F
s.t. ˆΦ
T
ˆΦ = I, ˆΨ
T
ˆΨ = I
Kovnatsky, Bronstein2
, Glashoff, Kimmel 2013
58 / 85
Perturbation of joint eigenbasis
Theorem (Cardoso 1994) Let A = ΦΛΦT
be a symmetric
matrix with simple δ-separated spectrum (|λi − λj| ≥ δ) and
B = ΦΛΦT
+ E. Then, the joint approximate eigenvectors of
A, B satisfy
ˆφi = φi +
j=i
αijφj + O( 2
)
where αij = φT
i Eφj/2(λj − λi) ≤ E 2/2δ
Cardoso 1994
59 / 85
Perturbation of joint eigenbasis
Theorem (Cardoso 1994) Let A = ΦΛΦT
be a symmetric
matrix with simple δ-separated spectrum (|λi − λj| ≥ δ) and
B = ΦΛΦT
+ E. Then, the joint approximate eigenvectors of
A, B satisfy
ˆφi = φi +
j=i
αijφj + O( 2
)
where αij = φT
i Eφj/2(λj − λi) ≤ E 2/2δ
Consequently, span{ˆφ1, . . . , ˆφk} ≈ span{φ1, . . . , φk}
Cardoso 1994; Kovnatsky, Bronstein2
, Glashoff, Kimmel 2013
60 / 85
Perturbation of joint eigenbasis
Theorem (Cardoso 1994) Let A = ΦΛΦT
be a symmetric
matrix with simple δ-separated spectrum (|λi − λj| ≥ δ) and
B = ΦΛΦT
+ E. Then, the joint approximate eigenvectors of
A, B satisfy
ˆφi = φi +
j=i
αijφj + O( 2
)
where αij = φT
i Eφj/2(λj − λi) ≤ E 2/2δ
Consequently, span{ˆφ1, . . . , ˆφk} ≈ span{φ1, . . . , φk} i.e., k first
approximate joint eigenvectors can be expressed as linear
combinations of k ≥ k eigenvectors: ˆΦ ≈ ¯ΦS, ˆΨ ≈ ¯ΨR, where
¯Φ = (φ1, . . . , φk ), ¯ΛX = diag(λX
1 , . . . , λX
k )
¯Ψ = (ψ1, . . . , ψk ), ¯ΛY = diag(λY
1 , . . . , λY
k )
Cardoso 1994; Kovnatsky, Bronstein2
, Glashoff, Kimmel 2013
61 / 85
Subspace coupled diagonalization
Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ
min
ˆΦ, ˆΨ
off( ˆΦ
T
LX
ˆΦ) + off( ˆΨ
T
LY
ˆΨ) + µ FT ˆΦ − GT ˆΨ 2
F
s.t. ˆΦ
T
ˆΦ = I, ˆΨ
T
ˆΨ = I
Coupling: given a set of corresponding vectors F, G, make
their Fourier coefficients coincide ˆΦ
T
F ≈ ˆΨ
T
G
Kovnatsky, Bronstein2
, Glashoff, Kimmel 2013
62 / 85
Subspace coupled diagonalization
Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ
min
R,S
off(RT ¯ΦT
LX
¯ΦR) + off(ST ¯ΨT
LY
¯ΨS) + µ FT ¯ΦR − GT ¯ΨS 2
F
s.t. RT ¯ΦT ¯ΦR = I, ST ¯ΨT ¯ΨS = I
Coupling: given a set of corresponding vectors F, G, make
their Fourier coefficients coincide ˆΦ
T
F ≈ ˆΨ
T
G
Based on perturbation Theorem, express the joint approximate
eigenbases as linear combinations ˆΦ = ¯ΦS, ˆΨ = ¯ΨR
Kovnatsky, Bronstein2
, Glashoff, Kimmel 2013; Cardoso 1994
63 / 85
Subspace coupled diagonalization
Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ
min
R,S
off(RT ¯ΦT
LX
¯Φ
¯ΛX
R) + off(ST ¯ΨT
LY
¯Ψ
¯ΛY
S) + µ FT ¯ΦR − GT ¯ΨS 2
F
s.t. RT ¯ΦT ¯Φ
I
R = I, ST ¯ΨT ¯Ψ
I
S = I
Coupling: given a set of corresponding vectors F, G, make
their Fourier coefficients coincide ˆΦ
T
F ≈ ˆΨ
T
G
Based on perturbation Theorem, express the joint approximate
eigenbases as linear combinations ˆΦ = ¯ΦS, ˆΨ = ¯ΨR
Kovnatsky, Bronstein2
, Glashoff, Kimmel 2013; Cardoso 1994
64 / 85
Subspace coupled diagonalization
Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ
min
R,S
off(RT ¯ΛXR) + off(ST ¯ΛY S) + µ FT ¯ΦR − GT ¯ΨS 2
F
s.t. RT
R = I, ST
S = I
Coupling: given a set of corresponding vectors F, G, make
their Fourier coefficients coincide ˆΦ
T
F ≈ ˆΨ
T
G
Based on perturbation Theorem, express the joint approximate
eigenbases as linear combinations ˆΦ = ¯ΦS, ˆΨ = ¯ΨR
Kovnatsky, Bronstein2
, Glashoff, Kimmel 2013; Cardoso 1994
65 / 85
Subspace coupled diagonalization
Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ
min
R,S
off(RT ¯ΛXR) + off(ST ¯ΛY S) + µ1 FT
+
¯ΦR − GT
+
¯ΨS 2
F
+µ2 FT
−
¯ΦR − GT
−
¯ΨS 2
F s.t. RT
R = I, ST
S = I
Coupling: given a set of corresponding vectors F, G, make
their Fourier coefficients coincide ˆΦ
T
F ≈ ˆΨ
T
G
Based on perturbation Theorem, express the joint approximate
eigenbases as linear combinations ˆΦ = ¯ΦS, ˆΨ = ¯ΨR
Decoupling: given a set of corresponding vectors F−, G−,
make their Fourier coefficients as different as possible
Kovnatsky, Bronstein2
, Glashoff, Kimmel 2013; Cardoso 1994
66 / 85
Subspace coupled diagonalization
Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ
min
R,S
off(RT ¯ΛXR) + off(ST ¯ΛY S) + µ1 FT
+
¯ΦR − GT
+
¯ΨS 2
F
+µ2 FT
−
¯ΦR − GT
−
¯ΨS 2
F s.t. RT
R = I, ST
S = I
Laplacians are not used explicitly: their first k
eigenfunctions ¯Φ, ¯Ψ and eigenvalues ¯ΛX, ¯ΛY are
pre-computed
Kovnatsky, Bronstein2
, Glashoff, Kimmel 2013; Cardoso 1994
67 / 85
Subspace coupled diagonalization
Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ
min
R,S
off(RT ¯ΛXR) + off(ST ¯ΛY S) + µ1 FT
+
¯ΦR − GT
+
¯ΨS 2
F
+µ2 FT
−
¯ΦR − GT
−
¯ΨS 2
F s.t. RT
R = I, ST
S = I
Laplacians are not used explicitly: their first k
eigenfunctions ¯Φ, ¯Ψ and eigenvalues ¯ΛX, ¯ΛY are
pre-computed - any Laplacian can be used!
Kovnatsky, Bronstein2
, Glashoff, Kimmel 2013; Cardoso 1994
68 / 85
Subspace coupled diagonalization
Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ
min
R,S
off(RT ¯ΛXR) + off(ST ¯ΛY S) + µ1 FT
+
¯ΦR − GT
+
¯ΨS 2
F
+µ2 FT
−
¯ΦR − GT
−
¯ΨS 2
F s.t. RT
R = I, ST
S = I
Laplacians are not used explicitly: their first k
eigenfunctions ¯Φ, ¯Ψ and eigenvalues ¯ΛX, ¯ΛY are
pre-computed - any Laplacian can be used!
Problem size is 2k × k, independent of the number of
samples
Kovnatsky, Bronstein2
, Glashoff, Kimmel 2013; Cardoso 1994
69 / 85
Subspace coupled diagonalization
Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ
min
R,S
off(RT ¯ΛXR) + off(ST ¯ΛY S) + µ1 FT
+
¯ΦR − GT
+
¯ΨS 2
F
+µ2 FT
−
¯ΦR − GT
−
¯ΨS 2
F s.t. RT
R = I, ST
S = I
Laplacians are not used explicitly: their first k
eigenfunctions ¯Φ, ¯Ψ and eigenvalues ¯ΛX, ¯ΛY are
pre-computed - any Laplacian can be used!
Problem size is 2k × k, independent of the number of
samples
No bijective correspondence
Kovnatsky, Bronstein2
, Glashoff, Kimmel 2013; Cardoso 1994
70 / 85
Clustering results
Accuracy (%)
Method Circles Text Caltech NUS Digits Reuters
#points 800 800 105 145 2000 600
Uncoupled 53.0 60.4 78.1 80.7 78.9 52.3
Harmonic Mean 95.6 97.2 87.6 89.0 87.0 52.3
Arithmetic Mean 96.5 96.9 87.6 95.2 82.8 52.2
Comraf 40.8 60.8 – 86.9 81.6 53.2
MVSC 95.6 97.2 81.0 89.0 83.1 52.3
MultiNMF 41.1 50.5 – 77.4 87.2 53.1
SC-ML 98.2 97.6 88.6 94.5 87.8 52.8
JADE 100 98.4 86.7 93.1 82.5 52.3
CD∗
pos
10% 52.5 54.5 78.7 78.6 94.2 53.7
20% 61.3 60.0 80.8 82.9 94.1 54.2
60% 93.7 86.5 87.0 87.2 93.9 54.7
100% 98.9 96.8 89.5 94.5 93.9 54.8
pos+neg
10% 67.3 63.6 86.5 92.7 94.9 59.0
20% 69.6 67.8 87.9 93.3 94.8 57.6
60% 95.2 87.0 89.2 94.5 94.8 57.0
Methods: Eynard 2012; Bekkerman 2007; Cai 2011; Liu 2013; Dong 2013;
Data: Cai 2011; Chua 2009; Alpaydin 1998; Liu 2013; Amini 2009
71 / 85
Clustering results
Accuracy (%)
Method Circles Text Caltech NUS Digits Reuters
#points 800 800 105 145 2000 600
Uncoupled 53.0 60.4 78.1 80.7 78.9 52.3
Harmonic Mean 95.6 97.2 87.6 89.0 87.0 52.3
Arithmetic Mean 96.5 96.9 87.6 95.2 82.8 52.2
Comraf 40.8 60.8 – 86.9 81.6 53.2
MVSC 95.6 97.2 81.0 89.0 83.1 52.3
MultiNMF 41.1 50.5 – 77.4 87.2 53.1
SC-ML 98.2 97.6 88.6 94.5 87.8 52.8
JADE 100 98.4 86.7 93.1 82.5 52.3
CD∗
pos
10% 52.5 54.5 78.7 78.6 94.2 53.7
20% 61.3 60.0 80.8 82.9 94.1 54.2
60% 93.7 86.5 87.0 87.2 93.9 54.7
100% 98.9 96.8 89.5 94.5 93.9 54.8
pos+neg
10% 67.3 63.6 86.5 92.7 94.9 59.0
20% 69.6 67.8 87.9 93.3 94.8 57.6
60% 95.2 87.0 89.2 94.5 94.8 57.0
Methods: Eynard 2012; Bekkerman 2007; Cai 2011; Liu 2013; Dong 2013;
Data: Cai 2011; Chua 2009; Alpaydin 1998; Liu 2013; Amini 2009
72 / 85
Clustering results
Accuracy (%)
Method Circles Text Caltech NUS Digits Reuters
#points 800 800 105 145 2000 600
Uncoupled 53.0 60.4 78.1 80.7 78.9 52.3
Harmonic Mean 95.6 97.2 87.6 89.0 87.0 52.3
Arithmetic Mean 96.5 96.9 87.6 95.2 82.8 52.2
Comraf 40.8 60.8 – 86.9 81.6 53.2
MVSC 95.6 97.2 81.0 89.0 83.1 52.3
MultiNMF 41.1 50.5 – 77.4 87.2 53.1
SC-ML 98.2 97.6 88.6 94.5 87.8 52.8
JADE 100 98.4 86.7 93.1 82.5 52.3
CD∗
pos
10% 52.5 54.5 78.7 78.6 94.2 53.7
20% 61.3 60.0 80.8 82.9 94.1 54.2
60% 93.7 86.5 87.0 87.2 93.9 54.7
100% 98.9 96.8 89.5 94.5 93.9 54.8
pos+neg
10% 67.3 63.6 86.5 92.7 94.9 59.0
20% 69.6 67.8 87.9 93.3 94.8 57.6
60% 95.2 87.0 89.2 94.5 94.8 57.0
Methods: Eynard 2012; Bekkerman 2007; Cai 2011; Liu 2013; Dong 2013;
Data: Cai 2011; Chua 2009; Alpaydin 1998; Liu 2013; Amini 2009
73 / 85
Clustering results
Accuracy (%)
Method Circles Text Caltech NUS Digits Reuters
#points 800 800 105 145 2000 600
Uncoupled 53.0 60.4 78.1 80.7 78.9 52.3
Harmonic Mean 95.6 97.2 87.6 89.0 87.0 52.3
Arithmetic Mean 96.5 96.9 87.6 95.2 82.8 52.2
Comraf 40.8 60.8 – 86.9 81.6 53.2
MVSC 95.6 97.2 81.0 89.0 83.1 52.3
MultiNMF 41.1 50.5 – 77.4 87.2 53.1
SC-ML 98.2 97.6 88.6 94.5 87.8 52.8
JADE 100 98.4 86.7 93.1 82.5 52.3
CD∗
pos
10% 52.5 54.5 78.7 78.6 94.2 53.7
20% 61.3 60.0 80.8 82.9 94.1 54.2
60% 93.7 86.5 87.0 87.2 93.9 54.7
100% 98.9 96.8 89.5 94.5 93.9 54.8
pos+neg
10% 67.3 63.6 86.5 92.7 94.9 59.0
20% 69.6 67.8 87.9 93.3 94.8 57.6
60% 95.2 87.0 89.2 94.5 94.8 57.0
Methods: Eynard 2012; Bekkerman 2007; Cai 2011; Liu 2013; Dong 2013;
Data: Cai 2011; Chua 2009; Alpaydin 1998; Liu 2013; Amini 2009
74 / 85
Clustering results
Accuracy (%)
Method Circles Text Caltech NUS Digits Reuters
#points 800 800 105 145 2000 600
Uncoupled 53.0 60.4 78.1 80.7 78.9 52.3
Harmonic Mean 95.6 97.2 87.6 89.0 87.0 52.3
Arithmetic Mean 96.5 96.9 87.6 95.2 82.8 52.2
Comraf 40.8 60.8 – 86.9 81.6 53.2
MVSC 95.6 97.2 81.0 89.0 83.1 52.3
MultiNMF 41.1 50.5 – 77.4 87.2 53.1
SC-ML 98.2 97.6 88.6 94.5 87.8 52.8
JADE 100 98.4 86.7 93.1 82.5 52.3
CD∗
pos
10% 52.5 54.5 78.7 78.6 94.2 53.7
20% 61.3 60.0 80.8 82.9 94.1 54.2
60% 93.7 86.5 87.0 87.2 93.9 54.7
100% 98.9 96.8 89.5 94.5 93.9 54.8
pos+neg
10% 67.3 63.6 86.5 92.7 94.9 59.0
20% 69.6 67.8 87.9 93.3 94.8 57.6
60% 95.2 87.0 89.2 94.5 94.8 57.0
Methods: Eynard 2012; Bekkerman 2007; Cai 2011; Liu 2013; Dong 2013;
Data: Cai 2011; Chua 2009; Alpaydin 1998; Liu 2013; Amini 2009
75 / 85
Object classification
Uncoupled 1 Uncoupled 2 JADE CD (pos) CD (pos+neg)
0.001 0.01 0.1 1
0.2
0.4
0.6
0.8
1
TPR
0.2
0.4
0.6
0.8
1
FPR
0.001 0.01 0.1 1
Uncoupled 1
Uncoupled 2
JAD
CCO
FPR
CD (pos)
CD (pos+neg)
76 / 85
Manifold Alignment
831 120×100 images of a human face
698 64×64 images of a statue
manually coupled datasets, using 25 points sampled with FPS
results compared to manifold alignment (MA)
Ham, Lee, Saul 2005
77 / 85
Manifold Alignment
MA CD
Ham, Lee, Saul 2005; Eynard, Bronstein2
, Glashoff 2012
78 / 85
Summary
Framework for multimodal data analysis
79 / 85
Summary
Framework for multimodal data analysis
working in the subspace of the eigenvectors of the Laplacians
80 / 85
Summary
Framework for multimodal data analysis
working in the subspace of the eigenvectors of the Laplacians
... and with only partial correspondences
81 / 85
Summary
Framework for multimodal data analysis
working in the subspace of the eigenvectors of the Laplacians
... and with only partial correspondences
We have:
some papers (see our Web pages)
82 / 85
Summary
Framework for multimodal data analysis
working in the subspace of the eigenvectors of the Laplacians
... and with only partial correspondences
We have:
some papers (see our Web pages)
code and data
83 / 85
Summary
Framework for multimodal data analysis
working in the subspace of the eigenvectors of the Laplacians
... and with only partial correspondences
We have:
some papers (see our Web pages)
code and data
extensions to other applications / fields
84 / 85
Thank you!
85 / 85

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Building Compatible Bases on Graphs, Images, and Manifolds

  • 1. Building Compatible Bases on Graphs, Images, and Manifolds Davide Eynard Institute of Computational Science, Faculty of Informatics University of Lugano, Switzerland SIAM-IS, 14 May 2014 Based on joint works with Artiom Kovnatsky, Michael M. Bronstein, Klaus Glashoff, and Alexander M. Bronstein 1 / 85
  • 4. Ambiguous data Cayenne City in Guiana Pepper 4 / 85
  • 5. Ambiguous data Cayenne City in Guiana Pepper Porsche car 5 / 85
  • 6. Multimodal data analysis Cayenne, Porsche, car, automobile, SUV,... Chili, pepper, red, hot, food, plant, spice,... San Francisco, city, USA, California, hill,... Landrover, SUV, car, Jeep, 4x4, terrain,... Cayenne, city, Guiana, America, ocean,... Cayenne, pepper, hot, plant, spice, red,... 6 / 85
  • 7. Multimodal data analysis Chili, food San Francisco, USA Landrover, SUV Cayenne, city Cayenne, Porsche Cayenne, pepper Image space Tag space 7 / 85
  • 8. Multimodal data analysis Chili, food San Francisco, USA Landrover, SUV Cayenne, city Cayenne, Porsche Cayenne, pepper Image space Tag space 8 / 85
  • 9. Multimodal data analysis Chili, food San Francisco, USA Landrover, SUV Cayenne, city Cayenne, Porsche Cayenne, pepper Image space Tag space 9 / 85
  • 10. Discrete manifolds xi Graph (X, E) Discrete set of n vertices X = {x1, . . . , xn} 10 / 85
  • 11. Discrete manifolds xj wij xi Graph (X, E) Discrete set of n vertices X = {x1, . . . , xn} Gaussian edge weight wij = e− xi−xj 2 2σ2 (i, j) ∈ E 0 else 11 / 85
  • 12. Discrete manifolds xi Graph (X, E) Discrete set of n vertices X = {x1, . . . , xn} Gaussian edge weight wij = e− xi−xj 2 2σ2 (i, j) ∈ E 0 else Unnormalized Laplacian operator L = D − W D = diag( j=i wij) (vertex weight) 12 / 85
  • 13. Discrete manifolds xi Graph (X, E) Discrete set of n vertices X = {x1, . . . , xn} Gaussian edge weight wij = e− xi−xj 2 2σ2 (i, j) ∈ E 0 else Unnormalized Laplacian operator L = D − W D = diag( j=i wij) (vertex weight) Symmetric normalized Laplacian Lsym = D−1/2 LD−1/2 13 / 85
  • 14. Laplacian eigenvalues and eigenfunctions Eigenvalue problem: LΦ = ΦΛ Λ = diag(λ1, . . . , λn) are the eigenvalues satisfying 0 = λ1 ≤ λ2 ≤ . . . λn Φ = (φ1, . . . , φn) are the orthonormal eigenfunctions 14 / 85
  • 15. Spectral geometry Laplacian eigenmap: m-dimensional embedding of X U = argmin U∈Rn×m tr (UT LU) s.t. UT U = I Belkin, Niyogi 2001 15 / 85
  • 16. Spectral geometry Laplacian eigenmap: m-dimensional embedding of X using the first eigenvectors of the Laplacian U = (φ1, . . . , φm) Belkin, Niyogi 2001 16 / 85
  • 17. Heat equation Heat diffusion on X is governed by the heat equation Lf(t) + ∂ ∂t f(t) = 0, f(0) = u, where f(t) is the amount of heat at time t 17 / 85
  • 18. Heat equation Heat diffusion on X is governed by the heat equation Lf(t) + ∂ ∂t f(t) = 0, f(0) = u, where f(t) is the amount of heat at time t 18 / 85
  • 19. Heat equation Heat diffusion on X is governed by the heat equation Lf(t) + ∂ ∂t f(t) = 0, f(0) = u, where f(t) is the amount of heat at time t Heat operator (or heat kernel) Ht = e−tL = Φe−tΛ ΦT provides the solution of the heat equation f(t) = Ht f(0) 19 / 85
  • 20. Heat equation Heat diffusion on X is governed by the heat equation Lf(t) + ∂ ∂t f(t) = 0, f(0) = u, where f(t) is the amount of heat at time t Heat operator (or heat kernel) Ht = e−tL = Φe−tΛ ΦT provides the solution of the heat equation f(t) = Ht f(0) ‘How much heat is transferred from point xi to point xj in time t’ 20 / 85
  • 21. Spectral geometry Diffusion map: m-dimensional embedding of X using the heat kernel U = (e−tλ1 φ1, . . . , e−tλm φm) B´erard et al. 1994; Coifman, Lafon 2006 21 / 85
  • 22. Spectral geometry Diffusion distance: crosstalk between heat kernels d2 t (xp, xq) = n i=1 ((Ht )pi − (Ht )qi)2 B´erard et al. 1994; Coifman, Lafon 2006 22 / 85
  • 23. Spectral geometry Diffusion distance: crosstalk between heat kernels d2 t (xp, xq) = n i=1 ((Ht )pi − (Ht )qi)2 = n i=1 e−2tλi (φpi − φqi)2 B´erard et al. 1994; Coifman, Lafon 2006 23 / 85
  • 24. Spectral geometry Diffusion distance: Euclidean distance in the diffusion map space dt(xp, xq) = Up − Uq 2 B´erard et al. 1994; Coifman, Lafon 2006 24 / 85
  • 25. Spectral geometry Diffusion distance: Euclidean distance in the diffusion map space dt(xp, xq) = Up − Uq 2 B´erard et al. 1994; Coifman, Lafon 2006 25 / 85
  • 26. Spectral geometry K-means Spectral clustering: instead of applying K-means clustering the original data space... Ng et al. 2001 26 / 85
  • 27. Spectral geometry K-means Spectral clustering: instead of applying K-means clustering the original data space, apply it in the Laplacian eigenspace Ng et al. 2001 27 / 85
  • 29. Spectral clustering Unimodal Ng et al. 2001 ; Eynard, Bronstein2 , Glashoff 2012 29 / 85
  • 30. Multimodal spectral clustering Unimodal Modality 1 Modality 2 Ng et al. 2001 ; Eynard, Bronstein2 , Glashoff 2012 30 / 85
  • 31. Diagonalization of the Laplacian Eigendecomposition can be posed as the minimization problem min ΦT Φ=I off(ΦT LΦ) with off-diagonality penalty off(X) = i=j x2 ij. 31 / 85
  • 32. Diagonalization of the Laplacian Eigendecomposition can be posed as the minimization problem min ΦT Φ=I off(ΦT LΦ) with off-diagonality penalty off(X) = i=j x2 ij. Jacobi iteration: compose Φ = · · · R3R2R1 as a sequence of Givens rotations, where each new rotation tries to reduce the off-diagonal terms Jacobi 1846 32 / 85
  • 33. Diagonalization of the Laplacian Eigendecomposition can be posed as the minimization problem min ΦT Φ=I off(ΦT LΦ) with off-diagonality penalty off(X) = i=j x2 ij. Jacobi iteration: compose Φ = · · · R3R2R1 as a sequence of Givens rotations, where each new rotation tries to reduce the off-diagonal terms Analytic expression for optimal rotation for given pivot Jacobi 1846 33 / 85
  • 34. Diagonalization of the Laplacian Eigendecomposition can be posed as the minimization problem min ΦT Φ=I off(ΦT LΦ) with off-diagonality penalty off(X) = i=j x2 ij. Jacobi iteration: compose Φ = · · · R3R2R1 as a sequence of Givens rotations, where each new rotation tries to reduce the off-diagonal terms Analytic expression for optimal rotation for given pivot Rotation applied in place – no matrix multiplication Jacobi 1846 34 / 85
  • 35. Diagonalization of the Laplacian Eigendecomposition can be posed as the minimization problem min ΦT Φ=I off(ΦT LΦ) with off-diagonality penalty off(X) = i=j x2 ij. Jacobi iteration: compose Φ = · · · R3R2R1 as a sequence of Givens rotations, where each new rotation tries to reduce the off-diagonal terms Analytic expression for optimal rotation for given pivot Rotation applied in place – no matrix multiplication Guaranteed decrease of the off-diagonal terms Jacobi 1846 35 / 85
  • 36. Diagonalization of the Laplacian Eigendecomposition can be posed as the minimization problem min ΦT Φ=I off(ΦT LΦ) with off-diagonality penalty off(X) = i=j x2 ij. Jacobi iteration: compose Φ = · · · R3R2R1 as a sequence of Givens rotations, where each new rotation tries to reduce the off-diagonal terms Analytic expression for optimal rotation for given pivot Rotation applied in place – no matrix multiplication Guaranteed decrease of the off-diagonal terms Orthonormality guaranteed by construction Jacobi 1846 36 / 85
  • 37. Joint approximate diagonalization Laplacians of X and Y are diagonalized independently: min ΦT Φ=I,ΨT Ψ=I off(ΦT LXΦ) + off(ΨT LY Ψ) φ2 φ3 φ4 φ5 ψ2 ψ3 ψ4 ψ5 Cardoso 1995; Eynard, Bronstein2 , Glashoff 2012 37 / 85
  • 38. Joint approximate diagonalization Diagonalize Laplacians of X and Y simultaneously: min ˆΦ T ˆΦ=I off( ˆΦ T LX ˆΦ) + off( ˆΦ T LY ˆΦ) ˆφ2 ˆφ3 ˆφ4 ˆφ5 ˆφ2 ˆφ3 ˆφ4 ˆφ5 Cardoso 1995; Eynard, Bronstein2 , Glashoff 2012 38 / 85
  • 39. Joint approximate diagonalization Diagonalize Laplacians of X and Y simultaneously: min ˆΦ T ˆΦ=I off( ˆΦ T LX ˆΦ) + off( ˆΦ T LY ˆΦ) In most cases, ˆΦ is only an approximate eigenbasis Cardoso 1995; Eynard, Bronstein2 , Glashoff 2012 39 / 85
  • 40. Joint approximate diagonalization Diagonalize Laplacians of X and Y simultaneously: min ˆΦ T ˆΦ=I off( ˆΦ T LX ˆΦ) + off( ˆΦ T LY ˆΦ) In most cases, ˆΦ is only an approximate eigenbasis Modified Jacobi iteration (JADE): compose ˆΦ = · · · R3R2R1 as a sequence of Givens rotations, where each new rotation tries to reduce the off-diagonal terms Cardoso 1995; Eynard, Bronstein2 , Glashoff 2012 40 / 85
  • 41. Joint approximate diagonalization Diagonalize Laplacians of X and Y simultaneously: min ˆΦ T ˆΦ=I off( ˆΦ T LX ˆΦ) + off( ˆΦ T LY ˆΦ) In most cases, ˆΦ is only an approximate eigenbasis Modified Jacobi iteration (JADE): compose ˆΦ = · · · R3R2R1 as a sequence of Givens rotations, where each new rotation tries to reduce the off-diagonal terms Overall complexity akin to the standard Jacobi iteration Cardoso 1995; Eynard, Bronstein2 , Glashoff 2012 41 / 85
  • 42. Multimodal spectral clustering Modality 1 Modality 2 Multimodal (JADE) Ng et al. 2001; Eynard, Bronstein2 , Glashoff 2012 42 / 85
  • 43. Multimodal spectral clustering Modality 1 Modality 2 Multimodal (JADE) Ng et al. 2001; Eynard, Bronstein2 , Glashoff 2012 43 / 85
  • 44. Disambiguating NUS dataset 0.076955 0.056509 0.041308 0.029242 0.022934 0.022272 0.020757 0.0203 Subset of NUS-WIDE dataset Annotated images belonging to 7 ambiguous classes Modality 1: 1000-dimensional distributions of frequent tags Modality 2: 64-dimensional color histogram image descriptors Laplacians: Gaussian weights with 20 nearest neighbors Eynard, Bronstein2 , Glashoff 2012; data: Chua et al. 2009 44 / 85
  • 45. Disambiguating NUS dataset california, pair, water, animals sunrise, sky, water, mountains, nature water, underwater, tiger, fauna, fishing water, wildlife, zoo, tiger, nature mountains, rocks, water, trees sunset, rock, tree, waterfall, forest waterfall, water, mountain, wood nature, ocean, sea, blue, pool, florida water, creek, rocks, waterfall, mountain underwater, nature, sea, coral, reef reef, underwater, sea, fish, coral reef, dive, scuba, underwater, fish underwater, pacific, fish, reef, macro sea, nature, scuba, ocean, blue, water maldives, coral, underwater, fish fish, scuba, water, diving, photography coral, diving, reef, nature, scuba explore, tropical, wildlife, coral, dive mountains, oregon, waterfalls, sunlight ocean waterfalls, trees, nature, river, sky tiger, bravo sea, wildlife, water, animal, ocean wild, cat, feline, asia, safari, stripes cat, nature, tiger, australia, beauty mountain, water, waterfall, nice, walk animal, ocean, animals Tag clusters (ambiguity e.g. between underwater tiger and water) Eynard, Bronstein2 , Glashoff 2012; data: Chua et al. 2009 45 / 85
  • 46. Disambiguating NUS dataset sea, coral, reef sea, fish, coral underwater, fish fish, reef, macro ocean, blue, water underwater, fish diving, photography nature, scuba wildlife, coral, dive mountains, oregon, waterfalls, sunlight ocean waterfalls, trees, nature, river, sky tiger, bravo sea, wildlife, water, animal, ocean wild, cat, feline, asia, safari, stripes cat, nature, tiger, australia, beauty mountain, water, waterfall, nice, walk animal, ocean, animals Color histogram clusters (ambiguity between similarly colored images) Eynard, Bronstein2 , Glashoff 2012; data: Chua et al. 2009 46 / 85
  • 47. Disambiguating NUS dataset Multimodal clusters Eynard, Bronstein2 , Glashoff 2012; data: Chua et al. 2009 47 / 85
  • 48. Drawbacks of JADE In many applications, we do not need the whole basis, just the first k n eigenvectors 48 / 85
  • 49. Drawbacks of JADE In many applications, we do not need the whole basis, just the first k n eigenvectors Explicit assumption of orthonormality of the joint basis restricts Laplacian discretization to symmetric matrices only 49 / 85
  • 50. Drawbacks of JADE In many applications, we do not need the whole basis, just the first k n eigenvectors Explicit assumption of orthonormality of the joint basis restricts Laplacian discretization to symmetric matrices only Requires bijective known correspondence between X and Y 50 / 85
  • 51. Bijective correspondence Chili, food San Francisco, USA Landrover, SUV Cayenne, city Cayenne, Porsche Cayenne, pepper Image space Tag space 1:1 51 / 85
  • 52. Partial correspondence Chili, food San Francisco, USA Landrover, SUV Cayenne, city Cayenne, Porsche Cayenne, pepper Image space Tag space 52 / 85
  • 53. Partial correspondence Chili, food San Francisco, USA Landrover, SUV Cayenne, city Cayenne, Porsche Cayenne, pepper Marijuana, cannabis Alligator Crocodile Bear Apple MacBook Orange Image space Tag space 53 / 85
  • 54. Partial correspondence Two discrete manifolds with different number of vertices, X = {x1, . . . , xn} and Y = {x1, . . . , xm} 54 / 85
  • 55. Partial correspondence Two discrete manifolds with different number of vertices, X = {x1, . . . , xn} and Y = {x1, . . . , xm} Laplacians LX of size n × n and LY of size m × m 55 / 85
  • 56. Partial correspondence Two discrete manifolds with different number of vertices, X = {x1, . . . , xn} and Y = {x1, . . . , xm} Laplacians LX of size n × n and LY of size m × m Set of corresponding functions F = (f1, . . . , fq) and G = (g1, . . . , gq) 56 / 85
  • 57. Partial correspondence Two discrete manifolds with different number of vertices, X = {x1, . . . , xn} and Y = {x1, . . . , xm} Laplacians LX of size n × n and LY of size m × m Set of corresponding functions F = (f1, . . . , fq) and G = (g1, . . . , gq) We cannot find a common eigenbasis ˆΦ of Laplacians LX and LY , because they now have different dimensions 57 / 85
  • 58. Coupled diagonalization Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ min ˆΦ, ˆΨ off( ˆΦ T LX ˆΦ) + off( ˆΨ T LY ˆΨ) + µ FT ˆΦ − GT ˆΨ 2 F s.t. ˆΦ T ˆΦ = I, ˆΨ T ˆΨ = I Kovnatsky, Bronstein2 , Glashoff, Kimmel 2013 58 / 85
  • 59. Perturbation of joint eigenbasis Theorem (Cardoso 1994) Let A = ΦΛΦT be a symmetric matrix with simple δ-separated spectrum (|λi − λj| ≥ δ) and B = ΦΛΦT + E. Then, the joint approximate eigenvectors of A, B satisfy ˆφi = φi + j=i αijφj + O( 2 ) where αij = φT i Eφj/2(λj − λi) ≤ E 2/2δ Cardoso 1994 59 / 85
  • 60. Perturbation of joint eigenbasis Theorem (Cardoso 1994) Let A = ΦΛΦT be a symmetric matrix with simple δ-separated spectrum (|λi − λj| ≥ δ) and B = ΦΛΦT + E. Then, the joint approximate eigenvectors of A, B satisfy ˆφi = φi + j=i αijφj + O( 2 ) where αij = φT i Eφj/2(λj − λi) ≤ E 2/2δ Consequently, span{ˆφ1, . . . , ˆφk} ≈ span{φ1, . . . , φk} Cardoso 1994; Kovnatsky, Bronstein2 , Glashoff, Kimmel 2013 60 / 85
  • 61. Perturbation of joint eigenbasis Theorem (Cardoso 1994) Let A = ΦΛΦT be a symmetric matrix with simple δ-separated spectrum (|λi − λj| ≥ δ) and B = ΦΛΦT + E. Then, the joint approximate eigenvectors of A, B satisfy ˆφi = φi + j=i αijφj + O( 2 ) where αij = φT i Eφj/2(λj − λi) ≤ E 2/2δ Consequently, span{ˆφ1, . . . , ˆφk} ≈ span{φ1, . . . , φk} i.e., k first approximate joint eigenvectors can be expressed as linear combinations of k ≥ k eigenvectors: ˆΦ ≈ ¯ΦS, ˆΨ ≈ ¯ΨR, where ¯Φ = (φ1, . . . , φk ), ¯ΛX = diag(λX 1 , . . . , λX k ) ¯Ψ = (ψ1, . . . , ψk ), ¯ΛY = diag(λY 1 , . . . , λY k ) Cardoso 1994; Kovnatsky, Bronstein2 , Glashoff, Kimmel 2013 61 / 85
  • 62. Subspace coupled diagonalization Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ min ˆΦ, ˆΨ off( ˆΦ T LX ˆΦ) + off( ˆΨ T LY ˆΨ) + µ FT ˆΦ − GT ˆΨ 2 F s.t. ˆΦ T ˆΦ = I, ˆΨ T ˆΨ = I Coupling: given a set of corresponding vectors F, G, make their Fourier coefficients coincide ˆΦ T F ≈ ˆΨ T G Kovnatsky, Bronstein2 , Glashoff, Kimmel 2013 62 / 85
  • 63. Subspace coupled diagonalization Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ min R,S off(RT ¯ΦT LX ¯ΦR) + off(ST ¯ΨT LY ¯ΨS) + µ FT ¯ΦR − GT ¯ΨS 2 F s.t. RT ¯ΦT ¯ΦR = I, ST ¯ΨT ¯ΨS = I Coupling: given a set of corresponding vectors F, G, make their Fourier coefficients coincide ˆΦ T F ≈ ˆΨ T G Based on perturbation Theorem, express the joint approximate eigenbases as linear combinations ˆΦ = ¯ΦS, ˆΨ = ¯ΨR Kovnatsky, Bronstein2 , Glashoff, Kimmel 2013; Cardoso 1994 63 / 85
  • 64. Subspace coupled diagonalization Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ min R,S off(RT ¯ΦT LX ¯Φ ¯ΛX R) + off(ST ¯ΨT LY ¯Ψ ¯ΛY S) + µ FT ¯ΦR − GT ¯ΨS 2 F s.t. RT ¯ΦT ¯Φ I R = I, ST ¯ΨT ¯Ψ I S = I Coupling: given a set of corresponding vectors F, G, make their Fourier coefficients coincide ˆΦ T F ≈ ˆΨ T G Based on perturbation Theorem, express the joint approximate eigenbases as linear combinations ˆΦ = ¯ΦS, ˆΨ = ¯ΨR Kovnatsky, Bronstein2 , Glashoff, Kimmel 2013; Cardoso 1994 64 / 85
  • 65. Subspace coupled diagonalization Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ min R,S off(RT ¯ΛXR) + off(ST ¯ΛY S) + µ FT ¯ΦR − GT ¯ΨS 2 F s.t. RT R = I, ST S = I Coupling: given a set of corresponding vectors F, G, make their Fourier coefficients coincide ˆΦ T F ≈ ˆΨ T G Based on perturbation Theorem, express the joint approximate eigenbases as linear combinations ˆΦ = ¯ΦS, ˆΨ = ¯ΨR Kovnatsky, Bronstein2 , Glashoff, Kimmel 2013; Cardoso 1994 65 / 85
  • 66. Subspace coupled diagonalization Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ min R,S off(RT ¯ΛXR) + off(ST ¯ΛY S) + µ1 FT + ¯ΦR − GT + ¯ΨS 2 F +µ2 FT − ¯ΦR − GT − ¯ΨS 2 F s.t. RT R = I, ST S = I Coupling: given a set of corresponding vectors F, G, make their Fourier coefficients coincide ˆΦ T F ≈ ˆΨ T G Based on perturbation Theorem, express the joint approximate eigenbases as linear combinations ˆΦ = ¯ΦS, ˆΨ = ¯ΨR Decoupling: given a set of corresponding vectors F−, G−, make their Fourier coefficients as different as possible Kovnatsky, Bronstein2 , Glashoff, Kimmel 2013; Cardoso 1994 66 / 85
  • 67. Subspace coupled diagonalization Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ min R,S off(RT ¯ΛXR) + off(ST ¯ΛY S) + µ1 FT + ¯ΦR − GT + ¯ΨS 2 F +µ2 FT − ¯ΦR − GT − ¯ΨS 2 F s.t. RT R = I, ST S = I Laplacians are not used explicitly: their first k eigenfunctions ¯Φ, ¯Ψ and eigenvalues ¯ΛX, ¯ΛY are pre-computed Kovnatsky, Bronstein2 , Glashoff, Kimmel 2013; Cardoso 1994 67 / 85
  • 68. Subspace coupled diagonalization Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ min R,S off(RT ¯ΛXR) + off(ST ¯ΛY S) + µ1 FT + ¯ΦR − GT + ¯ΨS 2 F +µ2 FT − ¯ΦR − GT − ¯ΨS 2 F s.t. RT R = I, ST S = I Laplacians are not used explicitly: their first k eigenfunctions ¯Φ, ¯Ψ and eigenvalues ¯ΛX, ¯ΛY are pre-computed - any Laplacian can be used! Kovnatsky, Bronstein2 , Glashoff, Kimmel 2013; Cardoso 1994 68 / 85
  • 69. Subspace coupled diagonalization Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ min R,S off(RT ¯ΛXR) + off(ST ¯ΛY S) + µ1 FT + ¯ΦR − GT + ¯ΨS 2 F +µ2 FT − ¯ΦR − GT − ¯ΨS 2 F s.t. RT R = I, ST S = I Laplacians are not used explicitly: their first k eigenfunctions ¯Φ, ¯Ψ and eigenvalues ¯ΛX, ¯ΛY are pre-computed - any Laplacian can be used! Problem size is 2k × k, independent of the number of samples Kovnatsky, Bronstein2 , Glashoff, Kimmel 2013; Cardoso 1994 69 / 85
  • 70. Subspace coupled diagonalization Find two sets of coupled approximate eigenvectors ˆΦ, ˆΨ min R,S off(RT ¯ΛXR) + off(ST ¯ΛY S) + µ1 FT + ¯ΦR − GT + ¯ΨS 2 F +µ2 FT − ¯ΦR − GT − ¯ΨS 2 F s.t. RT R = I, ST S = I Laplacians are not used explicitly: their first k eigenfunctions ¯Φ, ¯Ψ and eigenvalues ¯ΛX, ¯ΛY are pre-computed - any Laplacian can be used! Problem size is 2k × k, independent of the number of samples No bijective correspondence Kovnatsky, Bronstein2 , Glashoff, Kimmel 2013; Cardoso 1994 70 / 85
  • 71. Clustering results Accuracy (%) Method Circles Text Caltech NUS Digits Reuters #points 800 800 105 145 2000 600 Uncoupled 53.0 60.4 78.1 80.7 78.9 52.3 Harmonic Mean 95.6 97.2 87.6 89.0 87.0 52.3 Arithmetic Mean 96.5 96.9 87.6 95.2 82.8 52.2 Comraf 40.8 60.8 – 86.9 81.6 53.2 MVSC 95.6 97.2 81.0 89.0 83.1 52.3 MultiNMF 41.1 50.5 – 77.4 87.2 53.1 SC-ML 98.2 97.6 88.6 94.5 87.8 52.8 JADE 100 98.4 86.7 93.1 82.5 52.3 CD∗ pos 10% 52.5 54.5 78.7 78.6 94.2 53.7 20% 61.3 60.0 80.8 82.9 94.1 54.2 60% 93.7 86.5 87.0 87.2 93.9 54.7 100% 98.9 96.8 89.5 94.5 93.9 54.8 pos+neg 10% 67.3 63.6 86.5 92.7 94.9 59.0 20% 69.6 67.8 87.9 93.3 94.8 57.6 60% 95.2 87.0 89.2 94.5 94.8 57.0 Methods: Eynard 2012; Bekkerman 2007; Cai 2011; Liu 2013; Dong 2013; Data: Cai 2011; Chua 2009; Alpaydin 1998; Liu 2013; Amini 2009 71 / 85
  • 72. Clustering results Accuracy (%) Method Circles Text Caltech NUS Digits Reuters #points 800 800 105 145 2000 600 Uncoupled 53.0 60.4 78.1 80.7 78.9 52.3 Harmonic Mean 95.6 97.2 87.6 89.0 87.0 52.3 Arithmetic Mean 96.5 96.9 87.6 95.2 82.8 52.2 Comraf 40.8 60.8 – 86.9 81.6 53.2 MVSC 95.6 97.2 81.0 89.0 83.1 52.3 MultiNMF 41.1 50.5 – 77.4 87.2 53.1 SC-ML 98.2 97.6 88.6 94.5 87.8 52.8 JADE 100 98.4 86.7 93.1 82.5 52.3 CD∗ pos 10% 52.5 54.5 78.7 78.6 94.2 53.7 20% 61.3 60.0 80.8 82.9 94.1 54.2 60% 93.7 86.5 87.0 87.2 93.9 54.7 100% 98.9 96.8 89.5 94.5 93.9 54.8 pos+neg 10% 67.3 63.6 86.5 92.7 94.9 59.0 20% 69.6 67.8 87.9 93.3 94.8 57.6 60% 95.2 87.0 89.2 94.5 94.8 57.0 Methods: Eynard 2012; Bekkerman 2007; Cai 2011; Liu 2013; Dong 2013; Data: Cai 2011; Chua 2009; Alpaydin 1998; Liu 2013; Amini 2009 72 / 85
  • 73. Clustering results Accuracy (%) Method Circles Text Caltech NUS Digits Reuters #points 800 800 105 145 2000 600 Uncoupled 53.0 60.4 78.1 80.7 78.9 52.3 Harmonic Mean 95.6 97.2 87.6 89.0 87.0 52.3 Arithmetic Mean 96.5 96.9 87.6 95.2 82.8 52.2 Comraf 40.8 60.8 – 86.9 81.6 53.2 MVSC 95.6 97.2 81.0 89.0 83.1 52.3 MultiNMF 41.1 50.5 – 77.4 87.2 53.1 SC-ML 98.2 97.6 88.6 94.5 87.8 52.8 JADE 100 98.4 86.7 93.1 82.5 52.3 CD∗ pos 10% 52.5 54.5 78.7 78.6 94.2 53.7 20% 61.3 60.0 80.8 82.9 94.1 54.2 60% 93.7 86.5 87.0 87.2 93.9 54.7 100% 98.9 96.8 89.5 94.5 93.9 54.8 pos+neg 10% 67.3 63.6 86.5 92.7 94.9 59.0 20% 69.6 67.8 87.9 93.3 94.8 57.6 60% 95.2 87.0 89.2 94.5 94.8 57.0 Methods: Eynard 2012; Bekkerman 2007; Cai 2011; Liu 2013; Dong 2013; Data: Cai 2011; Chua 2009; Alpaydin 1998; Liu 2013; Amini 2009 73 / 85
  • 74. Clustering results Accuracy (%) Method Circles Text Caltech NUS Digits Reuters #points 800 800 105 145 2000 600 Uncoupled 53.0 60.4 78.1 80.7 78.9 52.3 Harmonic Mean 95.6 97.2 87.6 89.0 87.0 52.3 Arithmetic Mean 96.5 96.9 87.6 95.2 82.8 52.2 Comraf 40.8 60.8 – 86.9 81.6 53.2 MVSC 95.6 97.2 81.0 89.0 83.1 52.3 MultiNMF 41.1 50.5 – 77.4 87.2 53.1 SC-ML 98.2 97.6 88.6 94.5 87.8 52.8 JADE 100 98.4 86.7 93.1 82.5 52.3 CD∗ pos 10% 52.5 54.5 78.7 78.6 94.2 53.7 20% 61.3 60.0 80.8 82.9 94.1 54.2 60% 93.7 86.5 87.0 87.2 93.9 54.7 100% 98.9 96.8 89.5 94.5 93.9 54.8 pos+neg 10% 67.3 63.6 86.5 92.7 94.9 59.0 20% 69.6 67.8 87.9 93.3 94.8 57.6 60% 95.2 87.0 89.2 94.5 94.8 57.0 Methods: Eynard 2012; Bekkerman 2007; Cai 2011; Liu 2013; Dong 2013; Data: Cai 2011; Chua 2009; Alpaydin 1998; Liu 2013; Amini 2009 74 / 85
  • 75. Clustering results Accuracy (%) Method Circles Text Caltech NUS Digits Reuters #points 800 800 105 145 2000 600 Uncoupled 53.0 60.4 78.1 80.7 78.9 52.3 Harmonic Mean 95.6 97.2 87.6 89.0 87.0 52.3 Arithmetic Mean 96.5 96.9 87.6 95.2 82.8 52.2 Comraf 40.8 60.8 – 86.9 81.6 53.2 MVSC 95.6 97.2 81.0 89.0 83.1 52.3 MultiNMF 41.1 50.5 – 77.4 87.2 53.1 SC-ML 98.2 97.6 88.6 94.5 87.8 52.8 JADE 100 98.4 86.7 93.1 82.5 52.3 CD∗ pos 10% 52.5 54.5 78.7 78.6 94.2 53.7 20% 61.3 60.0 80.8 82.9 94.1 54.2 60% 93.7 86.5 87.0 87.2 93.9 54.7 100% 98.9 96.8 89.5 94.5 93.9 54.8 pos+neg 10% 67.3 63.6 86.5 92.7 94.9 59.0 20% 69.6 67.8 87.9 93.3 94.8 57.6 60% 95.2 87.0 89.2 94.5 94.8 57.0 Methods: Eynard 2012; Bekkerman 2007; Cai 2011; Liu 2013; Dong 2013; Data: Cai 2011; Chua 2009; Alpaydin 1998; Liu 2013; Amini 2009 75 / 85
  • 76. Object classification Uncoupled 1 Uncoupled 2 JADE CD (pos) CD (pos+neg) 0.001 0.01 0.1 1 0.2 0.4 0.6 0.8 1 TPR 0.2 0.4 0.6 0.8 1 FPR 0.001 0.01 0.1 1 Uncoupled 1 Uncoupled 2 JAD CCO FPR CD (pos) CD (pos+neg) 76 / 85
  • 77. Manifold Alignment 831 120×100 images of a human face 698 64×64 images of a statue manually coupled datasets, using 25 points sampled with FPS results compared to manifold alignment (MA) Ham, Lee, Saul 2005 77 / 85
  • 78. Manifold Alignment MA CD Ham, Lee, Saul 2005; Eynard, Bronstein2 , Glashoff 2012 78 / 85
  • 79. Summary Framework for multimodal data analysis 79 / 85
  • 80. Summary Framework for multimodal data analysis working in the subspace of the eigenvectors of the Laplacians 80 / 85
  • 81. Summary Framework for multimodal data analysis working in the subspace of the eigenvectors of the Laplacians ... and with only partial correspondences 81 / 85
  • 82. Summary Framework for multimodal data analysis working in the subspace of the eigenvectors of the Laplacians ... and with only partial correspondences We have: some papers (see our Web pages) 82 / 85
  • 83. Summary Framework for multimodal data analysis working in the subspace of the eigenvectors of the Laplacians ... and with only partial correspondences We have: some papers (see our Web pages) code and data 83 / 85
  • 84. Summary Framework for multimodal data analysis working in the subspace of the eigenvectors of the Laplacians ... and with only partial correspondences We have: some papers (see our Web pages) code and data extensions to other applications / fields 84 / 85