Differential geometric approaches to the analysis and processing of data in the form of symmetric positive definite (SPD) matrices have had notable successful applications to numerous fields including computer vision, medical imaging, and machine learning. The dominant geometric paradigm for such applications has consisted of a few Riemannian geometries associated with spectral computations that are costly at high scale and in high dimensions. We present a route to a scalable geometric framework for the analysis and processing of SPD-valued data based on the efficient computation of extreme generalized eigenvalues through the Hilbert and Thompson geometries of the semidefinite cone. We explore a particular geodesic space structure based on Thompson geometry in detail and establish several properties associated with this structure. Furthermore, we define a novel iterative mean of SPD matrices based on this geometry and prove its existence and uniqueness for a given finite collection of points. Finally, we state and prove a number of desirable properties that are satisfied by this mean.
The identification of the dependent components in multiple data sets is a fundamental problem in many practical applications. The challenge in these applications is that often the data sets are high-dimensional with few observations or available samples and contain latent components with unknown probability distributions. A novel mathematical formulation of this problem is proposed, which enables the inference of the underlying correlation structure with strict false positive control. In particular, the false discovery rate is controlled at a pre-defined threshold on two levels simultaneously. The deployed test statistics originate in the sample coherence matrix. The required probability models are learned from the data using the bootstrap. Local false discovery rates are used to solve the multiple hypothesis testing problem. Compared to the existing techniques in the literature, the developed technique does not assume an a priori correlation structure and work well when the number of data sets is large while the number of observations is small. In addition, it can handle the presence of distributional uncertainties, heavy-tailed noise, and outliers.
Dedicated treatment of symmetries in satisfiability problems (SAT) is indispensable for solving various classes of instances arising in practice. However, the exploitation of symmetries usually takes a black box approach. Typically, off-the-shelf external, general-purpose symmetry detection tools are invoked to compute symmetry groups of a formula. The groups thus generated are a set of permutations passed to a separate tool to perform further analyzes to understand the structure of the groups. The result of this second computation is in turn used for tasks such as static symmetry breaking or dynamic pruning of the search space. Within this pipeline of tools, the detection and analysis of symmetries typically incurs the majority of the time overhead for symmetry exploitation. In this paper we advocate for a more holistic view of what we call the SAT-symmetry interface. We formulate a computational setting, centered around a new concept of joint graph/group pairs, to analyze and improve the detection and analysis of symmetries. Using our methods, no information is lost performing computational tasks lying on the SAT-symmetry interface. Having access to the entire input allows for simpler, yet efficient algorithms. Specifically, we devise algorithms and heuristics for computing finest direct disjoint decompositions, finding equivalent orbits, and finding natural symmetric group actions. Our algorithms run in what we call instance-quasi-linear time, i.e., almost linear time in terms of the input size of the original formula and the description length of the symmetry group returned by symmetry detection tools. Our algorithms improve over both heuristics used in state-of-the-art symmetry exploitation tools, as well as theoretical general-purpose algorithms.
The accurate robust and efficient transfer of the deformation gradient tensor between meshes of different resolution is crucial in cardiac electromechanics simulations. We present a novel method that combines rescaled localized Radial Basis Function (RBF) interpolation with Singular Value Decomposition (SVD) to preserve the positivity of the determinant of the deformation gradient tensor. The method involves decomposing the evaluations of the tensor at the quadrature nodes of the source mesh into rotation matrices and diagonal matrices of singular values; computing the RBF interpolation of the quaternion representation of rotation matrices and the singular value logarithms; reassembling the deformation gradient tensors at quadrature nodes of the destination mesh, to be used in the assembly of the electrophysiology model equations. The proposed method overcomes limitations of existing interpolation methods, including nested intergrid interpolation and RBF interpolation of the displacement field, that may lead to the loss of physical meaningfulness of the mathematical formulation and then to solver failures at the algebraic level, due to negative determinant values. The proposed method enables the transfer of solution variables between finite element spaces of different degrees and shapes and without stringent conformity requirements between different meshes, enhancing the flexibility and accuracy of electromechanical simulations. Numerical results confirm that the proposed method enables the transfer of the deformation gradient tensor, allowing to successfully run simulations in cases where existing methods fail. This work provides an efficient and robust method for the intergrid transfer of the deformation gradient tensor, enabling independent tailoring of mesh discretizations to the particular characteristics of the physical components concurring to the of the multiphysics model.
We study the homogenization of the equation $-A(\frac{\cdot}{\varepsilon}):D^2 u_{\varepsilon} = f$ posed in a bounded convex domain $\Omega\subset \mathbb{R}^n$ subject to a Dirichlet boundary condition and the numerical approximation of the corresponding homogenized problem, where the measurable, uniformly elliptic, periodic and symmetric diffusion matrix $A$ is merely assumed to be essentially bounded and (if $n>2$) to satisfy the Cordes condition. In the first part, we show existence and uniqueness of an invariant measure by reducing to a Lax--Milgram-type problem, we obtain $L^2$-bounds for periodic problems in double-divergence-form, we prove homogenization under minimal regularity assumptions, and we generalize known corrector bounds and results on optimal convergence rates from the classical case of H\"{o}lder continuous coefficients to the present case. In the second part, we suggest and rigorously analyze an approximation scheme for the effective coefficient matrix and the solution to the homogenized problem based on a finite element method for the approximation of the invariant measure, and we demonstrate the performance of the scheme through numerical experiments.
Machine-readable representations of privacy policies are door openers for a broad variety of novel privacy-enhancing and, in particular, transparency-enhancing technologies (TETs). In order to generate such representations, transparency information needs to be extracted from written privacy policies. However, respective manual annotation and extraction processes are laborious and require expert knowledge. Approaches for fully automated annotation, in turn, have so far not succeeded due to overly high error rates in the specific domain of privacy policies. In the end, a lack of properly annotated privacy policies and respective machine-readable representations persists and enduringly hinders the development and establishment of novel technical approaches fostering policy perception and data subject informedness. In this work, we present a prototype system for a `Human-in-the-Loop' approach to privacy policy annotation that integrates ML-generated suggestions and ultimately human annotation decisions. We propose an ML-based suggestion system specifically tailored to the constraint of data scarcity prevalent in the domain of privacy policy annotation. On this basis, we provide meaningful predictions to users thereby streamlining the annotation process. Additionally, we also evaluate our approach through a prototypical implementation to show that our ML-based extraction approach provides superior performance over other recently used extraction models for legal documents.
The convergence of deterministic policy gradient under the Hadamard parametrization is studied in the tabular setting and the global linear convergence of the algorithm is established. To this end, we first show that the error decreases at an $O(\frac{1}{k})$ rate for all the iterations. Based on this result, we further show that the algorithm has a faster local linear convergence rate after $k_0$ iterations, where $k_0$ is a constant that only depends on the MDP problem and the step size. Overall, the algorithm displays a linear convergence rate for all the iterations with a loose constant than that for the local linear convergence rate.
The projection operation is a critical component in a wide range of optimization algorithms, such as online gradient descent (OGD), for enforcing constraints and achieving optimal regret bounds. However, it suffers from computational complexity limitations in high-dimensional settings or when dealing with ill-conditioned constraint sets. Projection-free algorithms address this issue by replacing the projection oracle with more efficient optimization subroutines. But to date, these methods have been developed primarily in the Euclidean setting, and while there has been growing interest in optimization on Riemannian manifolds, there has been essentially no work in trying to utilize projection-free tools here. An apparent issue is that non-trivial affine functions are generally non-convex in such domains. In this paper, we present methods for obtaining sub-linear regret guarantees in online geodesically convex optimization on curved spaces for two scenarios: when we have access to (a) a separation oracle or (b) a linear optimization oracle. For geodesically convex losses, and when a separation oracle is available, our algorithms achieve $O(T^{1/2}\:)$ and $O(T^{3/4}\;)$ adaptive regret guarantees in the full information setting and the bandit setting, respectively. When a linear optimization oracle is available, we obtain regret rates of $O(T^{3/4}\;)$ for geodesically convex losses and $O(T^{2/3}\; log T )$ for strongly geodesically convex losses
In statistics, independent, identically distributed random samples do not carry a natural ordering, and their statistics are typically invariant with respect to permutations of their order. Thus, an $n$-sample in a space $M$ can be considered as an element of the quotient space of $M^n$ modulo the permutation group. The present paper takes this definition of sample space and the related concept of orbit types as a starting point for developing a geometric perspective on statistics. We aim at deriving a general mathematical setting for studying the behavior of empirical and population means in spaces ranging from smooth Riemannian manifolds to general stratified spaces. We fully describe the orbifold and path-metric structure of the sample space when $M$ is a manifold or path-metric space, respectively. These results are non-trivial even when $M$ is Euclidean. We show that the infinite sample space exists in a Gromov-Hausdorff type sense and coincides with the Wasserstein space of probability distributions on $M$. We exhibit Fr\'echet means and $k$-means as metric projections onto 1-skeleta or $k$-skeleta in Wasserstein space, and we define a new and more general notion of polymeans. This geometric characterization via metric projections applies equally to sample and population means, and we use it to establish asymptotic properties of polymeans such as consistency and asymptotic normality.
With the recent emergence of mixed precision hardware, there has been a renewed interest in its use for solving numerical linear algebra problems fast and accurately. The solution of total least squares problems, i.e., solving $\min_{E,f} \| [E, f]\|_F$ subject to $(A+E)x=b+f$, arises in numerous application areas. The solution of this problem requires finding the smallest singular value and corresponding right singular vector of $[A,b]$, which is challenging when $A$ is large and sparse. An efficient algorithm for this case due to Bj\"{o}rck et al., called RQI-PCGTLS, is based on Rayleigh quotient iteration coupled with the conjugate gradient method preconditioned via Cholesky factors. We develop a mixed precision variant of this algorithm, called RQI-PCGTLS-MP, in which up to three different precisions can be used. We assume that the lowest precision is used in the computation of the preconditioner, and give theoretical constraints on how this precision must be chosen to ensure stability. In contrast to the standard least squares case, for total least squares problems, the constraint on this precision depends not only on the matrix $A$, but also on the right-hand side $b$. We perform a number of numerical experiments on model total least squares problems used in the literature, which demonstrate that our algorithm can attain the same accuracy as RQI-PCGTLS albeit with a potential convergence delay due to the use of low precision. Performance modeling shows that the mixed precision approach can achieve up to a $4\times$ speedup depending on the size of the matrix and the number of Rayleigh quotient iterations performed.
Recently, score-based generative models have been successfully employed for the task of speech enhancement. A stochastic differential equation is used to model the iterative forward process, where at each step environmental noise and white Gaussian noise are added to the clean speech signal. While in limit the mean of the forward process ends at the noisy mixture, in practice it stops earlier and thus only at an approximation of the noisy mixture. This results in a discrepancy between the terminating distribution of the forward process and the prior used for solving the reverse process at inference. In this paper, we address this discrepancy and propose a forward process based on a Brownian bridge. We show that such a process leads to a reduction of the mismatch compared to previous diffusion processes. More importantly, we show that our approach improves in objective metrics over the baseline process with only half of the iteration steps and having one hyperparameter less to tune.