Article (Scientific journals)
Regression on fixed-rank positive semidefinite matrices: a Riemannian approach
Meyer, Gilles; Bonnabel, Silvère; Sepulchre, Rodolphe
2011In Journal of Machine Learning Research, 12 (Feb), p. 593−625
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Keywords :
linear regression; positive semidefinite matrices; low-rank approximation; Riemannian geometry; gradient-based learning
Abstract :
[en] The paper addresses the problem of learning a regression model parameterized by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear nature of the search space and on scalability to high-dimensional problems. The mathematical developments rely on the theory of gradient descent algorithms adapted to the Riemannian geometry that underlies the set of fixed-rank positive semidefinite matrices. In contrast with previous contributions in the literature, no restrictions are imposed on the range space of the learned matrix. The resulting algorithms maintain a linear complexity in the problem size and enjoy important invariance properties. We apply the proposed algorithms to the problem of learning a distance function parameterized by a positive semidefinite matrix. Good performance is observed on classical benchmarks.
Disciplines :
Computer science
Author, co-author :
Meyer, Gilles ;  Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation
Bonnabel, Silvère;  Mines ParisTech > Robotics center
Sepulchre, Rodolphe ;  Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation
Language :
English
Title :
Regression on fixed-rank positive semidefinite matrices: a Riemannian approach
Publication date :
03 March 2011
Journal title :
Journal of Machine Learning Research
ISSN :
1532-4435
eISSN :
1533-7928
Publisher :
Microtome Publishing, Brookline, United States - Massachusetts
Volume :
12
Issue :
Feb
Pages :
593−625
Peer reviewed :
Peer Reviewed verified by ORBi
Funders :
F.R.S.-FNRS - Fonds de la Recherche Scientifique [BE]
Available on ORBi :
since 08 February 2011

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