A Subspace-Constrained Tyler's Estimator and its Applications to Structure from Motion

We present the subspace-constrained Tyler's estimator (STE) designed for recovering a low-dimensional subspace within a dataset that may be highly corrupted with outliers. STE is a fusion of the Tyler's M-estimator (TME) and a variant of the fast median subspace. Our theoretical analysis suggests that, under a common inlier-outlier model, STE can effectively recover the underlying subspace, even when it contains a smaller fraction of inliers relative to other methods in the field of robust subspace recovery. We apply STE in the context of Structure from Motion (SfM) in two ways: for robust estimation of the fundamental matrix and for the removal of outlying cameras, enhancing the robustness of the SfM pipeline. Numerical experiments confirm the state-of-the-art performance of our method in these applications. This research makes significant contributions to the field of robust subspace recovery, particularly in the context of computer vision and 3D reconstruction.

Theoretical Guarantees for the Subspace-Constrained Tyler's Estimator

This work analyzes the subspace-constrained Tyler's estimator (STE) designed for recovering a low-dimensional subspace within a dataset that may be highly corrupted with outliers. It assumes a weak inlier-outlier model and allows the fraction of inliers to be smaller than a fraction that leads to computational hardness of the robust subspace recovery problem. It shows that in this setting, if the initialization of STE, which is an iterative algorithm, satisfies a certain condition, then STE can effectively recover the underlying subspace. It further shows that under the generalized haystack model, STE initialized by the Tyler's M-estimator (TME), can recover the subspace when the fraction of iniliers is too small for TME to handle.

The effect of Leaky ReLUs on the training and generalization of overparameterized networks

We investigate the training and generalization errors of overparameterized neural networks (NNs) with a wide class of leaky rectified linear unit (ReLU) functions. More specifically, we carefully upper bound both the convergence rate of the training error and the generalization error of such NNs and investigate the dependence of these bounds on the Leaky ReLU parameter, $\alpha$. We show that $\alpha =-1$, which corresponds to the absolute value activation function, is optimal for the training error bound. Furthermore, in special settings, it is also optimal for the generalization error bound. Numerical experiments empirically support the practical choices guided by the theory.

Improved Convergence Rates of Anderson Acceleration for a Large Class of Fixed-Point Iterations

This paper studies Anderson acceleration (AA) for fixed-point methods ${x}^{(k+1)}=q({x}^{(k)})$. It provides the first proof that when the operator $q$ is linear and symmetric, AA improves the root-linear convergence factor over the fixed-point iterations. When $q$ is nonlinear, yet has a symmetric Jacobian at the solution, a slightly modified AA algorithm is proved to have an analogous root-linear convergence factor improvement over fixed-point iterations. Simulations verify our observations. Furthermore, experiments with different data models demonstrate AA is significantly superior to the standard fixed-point methods for Tyler's M-estimation.

Monotone Generative Modeling via a Gromov-Monge Embedding

Generative Adversarial Networks (GANs) are powerful tools for creating new content, but they face challenges such as sensitivity to starting conditions and mode collapse. To address these issues, we propose a deep generative model that utilizes the Gromov-Monge embedding (GME). It helps identify the low-dimensional structure of the underlying measure of the data and then maps it, while preserving its geometry, into a measure in a low-dimensional latent space, which is then optimally transported to the reference measure. We guarantee the preservation of the underlying geometry by the GME and $c$-cyclical monotonicity of the generative map, where $c$ is an intrinsic embedding cost employed by the GME. The latter property is a first step in guaranteeing better robustness to initialization of parameters and mode collapse. Numerical experiments demonstrate the effectiveness of our approach in generating high-quality images, avoiding mode collapse, and exhibiting robustness to different starting conditions.

Cubic-Regularized Newton for Spectral Constrained Matrix Optimization and its Application to Fairness

Matrix functions are utilized to rewrite smooth spectral constrained matrix optimization problems as smooth unconstrained problems over the set of symmetric matrices which are then solved via the cubic-regularized Newton method. A second-order chain rule identity for matrix functions is proven to compute the higher-order derivatives to implement cubic-regularized Newton, and a new convergence analysis is provided for cubic-regularized Newton for matrix vector spaces. We demonstrate the applicability of our approach by conducting numerical experiments on both synthetic and real datasets. In our experiments, we formulate a new model for estimating fair and robust covariance matrices in the spirit of the Tyler's M-estimator (TME) model and demonstrate its advantage.

Robust Group Synchronization via Quadratic Programming

We propose a novel quadratic programming formulation for estimating the corruption levels in group synchronization, and use these estimates to solve this problem. Our objective function exploits the cycle consistency of the group and we thus refer to our method as detection and estimation of structural consistency (DESC). This general framework can be extended to other algebraic and geometric structures. Our formulation has the following advantages: it can tolerate corruption as high as the information-theoretic bound, it does not require a good initialization for the estimates of group elements, it has a simple interpretation, and under some mild conditions the global minimum of our objective function exactly recovers the corruption levels. We demonstrate the competitive accuracy of our approach on both synthetic and real data experiments of rotation averaging.

An Unpooling Layer for Graph Generation

We propose a novel and trainable graph unpooling layer for effective graph generation. Given a graph with features, the unpooling layer enlarges this graph and learns its desired new structure and features. Since this unpooling layer is trainable, it can be applied to graph generation either in the decoder of a variational autoencoder or in the generator of a generative adversarial network (GAN). We prove that the unpooled graph remains connected and any connected graph can be sequentially unpooled from a 3-nodes graph. We apply the unpooling layer within the GAN generator. Since the most studied instance of graph generation is molecular generation, we test our ideas in this context. Using the QM9 and ZINC datasets, we demonstrate the improvement obtained by using the unpooling layer instead of an adjacency-matrix-based approach.

Fast, Accurate and Memory-Efficient Partial Permutation Synchronization

Previous partial permutation synchronization (PPS) algorithms, which are commonly used for multi-object matching, often involve computation-intensive and memory-demanding matrix operations. These operations become intractable for large scale structure-from-motion datasets. For pure permutation synchronization, the recent Cycle-Edge Message Passing (CEMP) framework suggests a memory-efficient and fast solution. Here we overcome the restriction of CEMP to compact groups and propose an improved algorithm, CEMP-Partial, for estimating the corruption levels of the observed partial permutations. It allows us to subsequently implement a nonconvex weighted projected power method without the need of spectral initialization. The resulting new PPS algorithm, MatchFAME (Fast, Accurate and Memory-Efficient Matching), only involves sparse matrix operations, and thus enjoys lower time and space complexities in comparison to previous PPS algorithms. We prove that under adversarial corruption, though without additive noise and with certain assumptions, CEMP-Partial is able to exactly classify corrupted and clean partial permutations. We demonstrate the state-of-the-art accuracy, speed and memory efficiency of our method on both synthetic and real datasets.

Stochastic and Private Nonconvex Outlier-Robust PCA

We develop theoretically guaranteed stochastic methods for outlier-robust PCA. Outlier-robust PCA seeks an underlying low-dimensional linear subspace from a dataset that is corrupted with outliers. We are able to show that our methods, which involve stochastic geodesic gradient descent over the Grassmannian manifold, converge and recover an underlying subspace in various regimes through the development of a novel convergence analysis. The main application of this method is an effective differentially private algorithm for outlier-robust PCA that uses a Gaussian noise mechanism within the stochastic gradient method. Our results emphasize the advantages of the nonconvex methods over another convex approach to solving this problem in the differentially private setting. Experiments on synthetic and stylized data verify these results.