Learning Log-Determinant Divergences for Positive Definite Matrices

Representations in the form of Symmetric Positive Definite (SPD) matrices have been popularized in a variety of visual learning applications due to their demonstrated ability to capture rich second-order statistics of visual data. There exist several similarity measures for comparing SPD matrices with documented benefits. However, selecting an appropriate measure for a given problem remains a challenge and in most cases, is the result of a trial-and-error process. In this paper, we propose to learn similarity measures in a data-driven manner. To this end, we capitalize on the \alpha\beta-log-det divergence, which is a meta-divergence parametrized by scalars \alpha and \beta, subsuming a wide family of popular information divergences on SPD matrices for distinct and discrete values of these parameters. Our key idea is to cast these parameters in a continuum and learn them from data. We systematically extend this idea to learn vector-valued parameters, thereby increasing the expressiveness of the underlying non-linear measure. We conjoin the divergence learning problem with several standard tasks in machine learning, including supervised discriminative dictionary learning and unsupervised SPD matrix clustering. We present Riemannian gradient descent schemes for optimizing our formulations efficiently, and show the usefulness of our method on eight standard computer vision tasks.

Learning Discriminative Alpha-Beta-divergence for Positive Definite Matrices (Extended Version)

Symmetric positive definite (SPD) matrices are useful for capturing second-order statistics of visual data. To compare two SPD matrices, several measures are available, such as the affine-invariant Riemannian metric, Jeffreys divergence, Jensen-Bregman logdet divergence, etc.; however, their behaviors may be application dependent, raising the need of manual selection to achieve the best possible performance. Further and as a result of their overwhelming complexity for large-scale problems, computing pairwise similarities by clever embedding of SPD matrices is often preferred to direct use of the aforementioned measures. In this paper, we propose a discriminative metric learning framework, Information Divergence and Dictionary Learning (IDDL), that not only learns application specific measures on SPD matrices automatically, but also embeds them as vectors using a learned dictionary. To learn the similarity measures (which could potentially be distinct for every dictionary atom), we use the recently introduced alpha-beta-logdet divergence, which is known to unify the measures listed above. We propose a novel IDDL objective, that learns the parameters of the divergence and the dictionary atoms jointly in a discriminative setup and is solved efficiently using Riemannian optimization. We showcase extensive experiments on eight computer vision datasets, demonstrating state-of-the-art performances.