LGMay 30
Global Convergence of Adaptive Sensing for Principal Eigenvector EstimationAlex Saad-Falcon, Brighton Ancelin, Justin Romberg
Principal component analysis classically requires full $d$-dimensional samples, yet in various applications hardware limits acquisition to a few scalar measurements per sample. We analyze a compressed variant of Oja's algorithm for estimating the principal eigenvector of the data covariance matrix using only two adaptive measurements per sample. At each iteration, we observe one measurement along the current estimate and one in a random orthogonal direction. We prove that after $t$ iterations, the expected sine-squared error to the true eigenvector is $\mathcal{O}(λ_1λ_2 d^2 / (Δ^2 t))$, where $d$ is the ambient dimension, $λ_1, λ_2$ are the leading eigenvalues, and $Δ= λ_1 - λ_2$ is the eigengap. We complement this with a matching information-theoretic lower bound of $Ω(λ_1λ_2 d^2 / (Δ^2 t))$ -- the first for compressed eigenvector estimation -- proving that the $d^2$ factor, an additional factor of $d$ compared to the fully-observed minimax rate $Θ(λ_1λ_2 d / (Δ^2 t))$, is the fundamental cost of compression and cannot be improved. In contrast, any non-adaptive scheme with two measurements per iteration suffers $Ω(λ_2^2 d^3 / (Δ^2 t))$, an additional power of $d$. This separates fully-observed, adaptive-compressed, and non-adaptive-compressed PCA across three powers of $d$. Our analysis handles the noisy setting where the covariance has nonzero trailing eigenvalues, providing the first convergence guarantee for adaptive compressed subspace tracking beyond the noiseless case.
IVSep 14, 2024
MANGO: Learning Disentangled Image Transformation Manifolds with Grouped OperatorsBrighton Ancelin, Yenho Chen, Peimeng Guan et al.
Learning semantically meaningful image transformations (i.e. rotation, thickness, blur) directly from examples can be a challenging task. Recently, the Manifold Autoencoder (MAE) proposed using a set of Lie group operators to learn image transformations directly from examples. However, this approach has limitations, as the learned operators are not guaranteed to be disentangled and the training routine is prohibitively expensive when scaling up the model. To address these limitations, we propose MANGO (transformation Manifolds with Grouped Operators) for learning disentangled operators that describe image transformations in distinct latent subspaces. Moreover, our approach allows practitioners the ability to define which transformations they aim to model, thus improving the semantic meaning of the learned operators. Through our experiments, we demonstrate that MANGO enables composition of image transformations and introduces a one-phase training routine that leads to a 100x speedup over prior works.
SPOct 16, 2024
Radon Implicit Field Transform (RIFT): Learning Scenes from Radar SignalsDaqian Bao, Alex Saad-Falcon, Justin Romberg
Data acquisition in array signal processing (ASP) is costly because achieving high angular and range resolutions necessitates large antenna apertures and wide frequency bandwidths, respectively. The data requirements for ASP problems grow multiplicatively with the number of viewpoints and frequencies, significantly increasing the burden of data collection, even for simulation. Implicit Neural Representations (INRs) -- neural network-based models of 3D objects and scenes -- offer compact and continuous representations with minimal radar data. They can interpolate to unseen viewpoints and potentially address the sampling cost in ASP problems. In this work, we select Synthetic Aperture Radar (SAR) as a case from ASP and propose Radon Implicit Field Transform (RIFT). RIFT consists of two components: a classical forward model for radar (Generalized Radon Transform, GRT), and an INR based scene representation learned from radar signals. This method can be extended to other ASP problems by replacing the GRT with appropriate algorithms corresponding to different data modalities. In our experiments, we first synthesize radar data using the GRT. We then train the INR model on this synthetic data by minimizing the reconstruction error of the radar signal. After training, we render the scene using the trained INR and evaluate our scene representation against the ground truth scene. Due to the lack of existing benchmarks, we introduce two main new error metrics: phase-Root Mean Square Error (p-RMSE) for radar signal interpolation, and magnitude-Structural Similarity Index measure(m-SSIM) for scene reconstruction. These metrics adapt traditional error measures to account for the complex nature of radar signals. Compared to traditional scene models in radar signal processing, with only 10% data footprint, our RIFT model achieves up to 188% improvement in scene reconstruction.
NAOct 11, 2024
Rapid Grassmannian Averaging with Chebyshev PolynomialsBrighton Ancelin, Alex Saad-Falcon, Kason Ancelin et al.
We propose new algorithms to efficiently average a collection of points on a Grassmannian manifold in both the centralized and decentralized settings. Grassmannian points are used ubiquitously in machine learning, computer vision, and signal processing to represent data through (often low-dimensional) subspaces. While averaging these points is crucial to many tasks (especially in the decentralized setting), existing methods unfortunately remain computationally expensive due to the non-Euclidean geometry of the manifold. Our proposed algorithms, Rapid Grassmannian Averaging (RGrAv) and Decentralized Rapid Grassmannian Averaging (DRGrAv), overcome this challenge by leveraging the spectral structure of the problem to rapidly compute an average using only small matrix multiplications and QR factorizations. We provide a theoretical guarantee of optimality and present numerical experiments which demonstrate that our algorithms outperform state-of-the-art methods in providing high accuracy solutions in minimal time. Additional experiments showcase the versatility of our algorithms to tasks such as K-means clustering on video motion data, establishing RGrAv and DRGrAv as powerful tools for generic Grassmannian averaging.