Brighton Ancelin

Alex 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.

Brighton 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.

Brighton 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.

Brighton Ancelin, Sohail Bahmani, Justin Romberg

We consider the "all-for-one" decentralized learning problem for generalized linear models. The features of each sample are partitioned among several collaborating agents in a connected network, but only one agent observes the response variables. To solve the regularized empirical risk minimization in this distributed setting, we apply the Chambolle--Pock primal--dual algorithm to an equivalent saddle-point formulation of the problem. The primal and dual iterations are either in closed-form or reduce to coordinate-wise minimization of scalar convex functions. We establish convergence rates for the empirical risk minimization under two different assumptions on the loss function (Lipschitz and square root Lipschitz), and show how they depend on the characteristics of the design matrix and the Laplacian of the network.