44.9OCApr 23
BOOOM: Loss-Function-Agnostic Black-Box Optimization over Orthonormal Manifolds for Machine Learning and Statistical InferenceBeomchang Kim, Subhrajyoty Roy, Priyam Das
Optimization over the Stiefel manifold $\mathrm{St}(p,d)$, the set of $p \times d$ column-orthonormal matrices, is fundamental in statistics, machine learning, and scientific computing, yet remains challenging in the presence of non-convex, non-smooth, or black-box objectives. Existing methods largely rely on either convex relaxations or gradient-based Riemannian optimization, limiting applicability in derivative-free and highly multimodal settings. We propose \textsc{BOOOM} (Black-box Optimization Over Orthonormal Manifolds), a general-purpose framework for loss-function-agnostic optimization on $\mathrm{St}(p,d)$. The key idea is a global Givens rotation-based parametrization that maps the manifold to an unconstrained Euclidean angle space while preserving feasibility exactly. Building on this representation, BOOOM employs a structured, parallelizable, derivative-free search based on Recursive Modified Pattern Search, enabling systematic exploration through plane-wise rotations without requiring gradient information and facilitating escape from poor local optima. We establish a unified theoretical framework showing equivalence between angle-space and manifold optimization, transfer of stationarity, and global convergence in probability under mild conditions. Empirical results across diverse problems, including heterogeneous quadratic optimization, low-rank and sparse matrix decomposition, independent component analysis, and orthogonal joint diagonalization, among other widely studied settings, demonstrate strong performance relative to state-of-the-art methods, particularly in non-smooth and highly multimodal regimes. We further illustrate its practical utility through a novel supervised PCA formulation applied to metabolomics data in colorectal cancer.
MLSep 25, 2025
WISER: Segmenting watermarked region - an epidemic change-point perspectiveSoham Bonnerjee, Sayar Karmakar, Subhrajyoty Roy
With the increasing popularity of large language models, concerns over content authenticity have led to the development of myriad watermarking schemes. These schemes can be used to detect a machine-generated text via an appropriate key, while being imperceptible to readers with no such keys. The corresponding detection mechanisms usually take the form of statistical hypothesis testing for the existence of watermarks, spurring extensive research in this direction. However, the finer-grained problem of identifying which segments of a mixed-source text are actually watermarked, is much less explored; the existing approaches either lack scalability or theoretical guarantees robust to paraphrase and post-editing. In this work, we introduce a unique perspective to such watermark segmentation problems through the lens of epidemic change-points. By highlighting the similarities as well as differences of these two problems, we motivate and propose WISER: a novel, computationally efficient, watermark segmentation algorithm. We theoretically validate our algorithm by deriving finite sample error-bounds, and establishing its consistency in detecting multiple watermarked segments in a single text. Complementing these theoretical results, our extensive numerical experiments show that WISER outperforms state-of-the-art baseline methods, both in terms of computational speed as well as accuracy, on various benchmark datasets embedded with diverse watermarking schemes. Our theoretical and empirical findings establish WISER as an effective tool for watermark localization in most settings. It also shows how insights from a classical statistical problem can lead to a theoretically valid and computationally efficient solution of a modern and pertinent problem.
APSep 22, 2021
rSVDdpd: A Robust Scalable Video Surveillance Background Modelling AlgorithmSubhrajyoty Roy, Ayanendranath Basu, Abhik Ghosh
A basic algorithmic task in automated video surveillance is to separate background and foreground objects. Camera tampering, noisy videos, low frame rate, etc., pose difficulties in solving the problem. A general approach that classifies the tampered frames, and performs subsequent analysis on the remaining frames after discarding the tampered ones, results in loss of information. Several robust methods based on robust principal component analysis (PCA) have been introduced to solve this problem. To date, considerable effort has been expended to develop robust PCA via Principal Component Pursuit (PCP) methods with reduced computational cost and visually appealing foreground detection. However, the convex optimizations used in these algorithms do not scale well to real-world large datasets due to large matrix inversion steps. Also, an integral component of these foreground detection algorithms is singular value decomposition which is nonrobust. In this paper, we present a new video surveillance background modelling algorithm based on a new robust singular value decomposition technique rSVDdpd which takes care of both these issues. We also demonstrate the superiority of our proposed algorithm on a benchmark dataset and a new real-life video surveillance dataset in the presence of camera tampering. Software codes and additional illustrations are made available at the accompanying website rSVDdpd Homepage (https://subroy13.github.io/rsvddpd-home/)
APAug 17, 2019
Onset detection: A new approach to QBH systemRitwik Bhaduri, Soham Bonnerjee, Subhrajyoty Roy
Query by Humming (QBH) is a system to provide a user with the song(s) which the user hums to the system. Current QBH method requires the extraction of onset and pitch information in order to track similarity with various versions of different songs. However, we here focus on detecting precise onsets only and use them to build a QBH system which is better than existing methods in terms of speed and memory and empirically in terms of accuracy. We also provide statistical analogy for onset detection functions and provide a measure of error in our algorithm.