Section: New Results
Sparse Representations, Inverse Problems, and Dimension Reduction
Sparsity, low-rank, dimension-reduction, inverse problem, sparse recovery, scalability, compressive sensing
The team's activity ranges from theoretical results to algorithmic design and software contributions in the fields of sparse representations, inverse problems and dimension reduction.
Computational Representation Learning: Algorithms and Theory
Participants : Rémi Gribonval, Hakim Hadj Djilani, Cássio Fraga Dantas, Jeremy Cohen.
Main collaborations: Luc Le Magoarou (IRT b-com, Rennes), Nicolas Tremblay (GIPSA-Lab, Grenoble), R. R. Lopes and M. N. Da Costa (DSPCom, Univ. Campinas, Brazil)
An important practical problem in sparse modeling is to choose the adequate dictionary to model a class of signals or images of interest. While diverse heuristic techniques have been proposed in the literature to learn a dictionary from a collection of training samples, classical dictionary learning is limited to small-scale problems. In our work introduced below, by imposing structural constraints on the dictionary and pruning provably unused atoms, we could alleviate the curse of dimensionality.
Multilayer sparse matrix products for faster computations. Inspired by usual fast transforms, we proposed a general dictionary structure (called FAST for Flexible Approximate Multilayer Sparse Transforms) that allows cheaper manipulation, and an algorithm to learn such dictionaries together with their fast implementation, with reduced sample complexity. A comprehensive journal paper was published in 2016 , and we further explored the application of this technique to obtain fast approximations of Graph Fourier Transforms , empirically showing that approximate implementations of Graph Fourier Transforms are possible for certain families of graphs. This opened the way to substantial accelerations for Fourier Transforms on large graphs. This year we focused on the development of the FAST software library (see Section 6), providing transparent interfaces of FAST data-structures with both Matlab and Python.
Kronecker product structure for faster computations. In parallel to the development of FAuST, we proposed another approach to structured dictionary learning that also aims at speeding up both sparse coding and dictionary learning. We used the fact that for tensor data, a natural set of linear operators are those that operate on each dimension separately, which correspond to rank-one multilinear operators. These rank-one operators may be cast as the Kronecker product of several small matrices. Such operators require less memory and are computationally attractive, in particular for performing efficient matrix-matrix and matrix-vector operations. In our proposed approach, dictionaries are constrained to belong to the set of low-rank multilinear operators, that consist of the sum of a few rank-one operators. The general approach, coined HOSUKRO for High Order Sum of Kronecker products, was shown last year to reduce empirically the sample complexity of dictionary learning, as well as theoretical complexity of both the learning and the sparse coding operations . This year we demonstrated its potential for hyperspectral image denoising. A new efficient algorithm with lighter sample complexity requirements and computational burden was proposed and shown to be competitive with the state-of-the-art for hyperspectral image denoising with dedicated adjustements , , .
Combining faster matrix-vector products with screening techniques. We combined accelerated matrix-vector multiplications offered by FAST / HOSUKRO matrix approximations with dynamic screening , that safely eliminates inactive variables to speedup iterative convex sparse recovery algorithms. First, we showed how to obtain safe screening rules for the exact problem while manipulating an approximate dictionary . We then adapted an existing screening rule to this new framework and define a general procedure to leverage the advantages of both strategies. This lead to a journal publication  that includes new techniques based on duality gaps to optimally switch from a coarse dictionary approximation to a finer one. Significant complexity reductions were obtained in comparison to screening rules alone.
Generalized matrix inverses and the sparse pseudo-inverse
Participant : Rémi Gribonval.
Main collaboration: Ivan Dokmanic (University of Illinois at Urbana Champaign, USA)
We studied linear generalized inverses that minimize matrix norms. Such generalized inverses are famously represented by the Moore-Penrose pseudoinverse (MPP) which happens to minimize the Frobenius norm. Freeing up the degrees of freedom associated with Frobenius optimality enables us to promote other interesting properties. In a first part of this work , we looked at the basic properties of norm-minimizing generalized inverses, especially in terms of uniqueness and relation to the MPP. We first showed that the MPP minimizes many norms beyond those unitarily invariant, thus further bolstering its role as a robust choice in many situations. We then concentrated on some norms which are generally not minimized by the MPP, but whose minimization is relevant for linear inverse problems and sparse representations. In particular, we looked at mixed norms and the induced norms.
An interesting representative is the sparse pseudoinverse which we studied in much more detail in a second part of this work published this year , motivated by the idea to replace the Moore-Penrose pseudoinverse by a sparser generalized inverse which is in some sense well-behaved. Sparsity implies that it is faster to apply the resulting matrix; well-behavedness would imply that we do not lose much in stability with respect to the least-squares performance of the MPP. We first addressed questions of uniqueness and non-zero count of (putative) sparse pseudoinverses. We showed that a sparse pseudoinverse is generically unique, and that it indeed reaches optimal sparsity for almost all matrices. We then turned to proving a stability result: finite-size concentration bounds for the Frobenius norm of p-minimal inverses for . Our proof is based on tools from convex analysis and random matrix theory, in particular the recently developed convex Gaussian min-max theorem. Along the way we proved several results about sparse representations and convex programming that were known folklore, but of which we could find no proof.
Algorithmic exploration of large-scale Compressive Learning via Sketching
Participants : Rémi Gribonval, Antoine Chatalic.
Main collaborations this year: Nicolas Keriven (ENS Paris), Phil Schniter & Evan Byrne (Ohio State University, USA), Laurent Jacques & Vincent Schellekens (Univ Louvain, Belgium), Florimond Houssiau & Y.-A. de Montjoye (Imperial College London, UK)
Sketching for Large-Scale Learning. When learning from voluminous data, memory and computational time can become prohibitive. We proposed during the Ph.D. thesis of Anthony Bourrier  and Nicolas Keriven  an approach based on sketching. A low-dimensional sketch is computed by averaging (random) features over the training collection. The sketch can be seen as made of a collection of empirical generalized moments of the underlying probability distribution. Leveraging analogies with compressive sensing, we experimentally showed that it is possible to precisely estimate the mixture parameters provided that the sketch is large enough, and released an associated toolbox for reproducible research (see SketchMLBox, Section 6) with the so-called Compressive Learning Orthogonal Matching Pursuit (CL-OMP) algorithm which is inspired by Matching Pursuit. Three unsupervised learning settings have been addressed so far: Gaussian Mixture Modeling, -means clustering, and principal component analysis. A survey conference paper on sketching for large-scale learning was published this year , and an extended journal version of this survey is in preparation.
Efficient algorithms to learn for sketches Last year, we showed that in the high-dimensional setting one can substantially speedup both the sketching stage and the learning stage with CL-OMP by replacing Gaussian random matrices with fast random linear transforms in the sketching procedure . We studied an alternative to CL-OMP for cluster recovery from a sketch, which is based on simplified hybrid generalized approximate message passing (SHyGAMP). Numerical experiments suggest that this approach is more efficient than CL-OMP (in both computational and sample complexity) and more efficient than k-means++ in certain regimes . During his first year of Ph.D., Antoine Chatalic visited the group of Phil Schniter to further investigate this topic, and a journal paper has been published as a result of this collaboration .
Privacy-preserving sketches Sketching provides a potentially privacy-preserving data analysis tool, since the sketch does not explicitly disclose information about individual datum. We established theoretical privacy guarantees (with the differential privacy framework) and explored the utility / privacy tradeoffs of Compressive -means . A journal paper is in preparation where we extend these results to Gaussian mixture modeling and principal component analysis.
Advances in optical-based random projections Random projections are a key ingredient of sketching. Motivated by the recent development of dedicated optics-based hardware for rapid random projections, which leverages the propagation of light in random media, we tackled the problem of recovering the phase of complex linear measurements when only magnitude information is available and we control the input. A signal of interest is mixed by a random scattering medium to compute the projection , with a realization of a standard complex Gaussian independent and identically distributed (iid) random matrix. Such optics-based matrix multiplications can be much faster and energy-efficient than their CPU or GPU counterparts, yet two difficulties must be resolved: only the intensity can be recorded by the camera, and the transmission matrix is unknown. We showed that even without knowing , we can recover the unknown phase of y for some equivalent transmission matrix with the same distribution as . Our method is based on two observations: first, conjugating or changing the phase of any row of does not change its distribution; and second, since we control the input we can interfere with arbitrary reference signals. We showed how to leverage these observations to cast the measurement phase retrieval problem as a Euclidean distance geometry problem. We demonstrated appealing properties of the proposed algorithm in both numerical simulations and real hardware experiments. Not only does our algorithm accurately recover the missing phase, but it mitigates the effects of quantization and the sensitivity threshold, thus improving the measured magnitudes .
Theoretical results on Low-dimensional Representations, Inverse problems, and Dimension Reduction
Participants : Rémi Gribonval, Clément Elvira, Jérémy Cohen.
Main collaboration: Nicolas Keriven (ENS Paris), Gilles Blanchard (Univ Postdam, Germany), Cédric Herzet (SIMSMART project-team, IRMAR / Inria Rennes), Charles Soussen (Centrale Supelec, Gif-sur-Yvette), Mila Nikolova (CMLA, Cachan), Nicolas Gillis (UMONS)
Information preservation guarantees with low-dimensional sketches. We established a theoretical framework for sketched learning, encompassing statistical learning guarantees as well as dimension reduction guarantees. The framework provides theoretical grounds supporting the experimental success of our algorithmic approaches to compressive K-means, compressive Gaussian Mixture Modeling, as well as compressive Principal Component Analysis (PCA). A comprehensive preprint is being revised for a journal .
Recovery guarantees for algorithms with continuous dictionaries. We established theoretical guarantees on sparse recovery guarantees for a greedy algorithm, orthogonal matching pursuit (OMP), in the context of continuous dictionaries , e.g. as appearing in the context of sparse spike deconvolution. Analyses based on discretized dictionary fail to be conclusive when the discretization step tends to zero, as the coherence goes to one. Instead, our analysis is directly conducted in the continuous setting amd exploits specific properties of the positive definite kernel between atom parameters defined by the inner product between the corresponding atoms. For the Laplacian kernel in dimension one, we showed in the noise-free setting that OMP exactly recovers the atom parameters as well as their amplitudes, regardless of the number of distinct atoms . A preprint describing a full class of kernels for which such an analysis holds, in particular for higher dimensional parameters, has been released and submitted to a journal , , , .
Identifiability of Complete Dictionary Learning In the era of deep learning, dictionary learning has proven to remain an important and extensively-used data mining and processing tool. Having been studied and used for over twenty years, dictionary learning has well-understood properties. However there was a particular stone missing, which was understanding deterministic conditions for the parameters of dictionary learning to be uniquely retrieved from a training data set. We filled this gap partially by drastically improving on the previously best such conditions in the case of complete dictionaries . Moreover, although algorithms with guaranties to compute the unique best solution do exist, they are seldom used in practice due to their high computational cost. In subsequent work, we showed that faster algorithms typically used to compute dictionary learning often failed at computing the unique solution (in cases where our previous result guaranties this uniqueness), opening the way to new algorithms that are both fast and guarantied .
On Bayesian estimation and proximity operators. There are two major routes to address the ubiquitous family of inverse problems appearing in signal and image processing, such as denoising or deblurring. The first route is Bayesian modeling: prior probabilities are used to model both the distribution of the unknown variables and their statistical dependence with the observed data, and estimation is expressed as the minimization of an expected loss (e.g. minimum mean squared error, or MMSE). The other route is the variational approach, popularized with sparse regularization and compressive sensing. It consists in designing (often convex) optimization problems involving the sum of a data fidelity term and a penalty term promoting certain types of unknowns (e.g., sparsity, promoted through an L1 norm).
Well known relations between these two approaches have lead to some widely spread misconceptions. In particular, while the so-called Maximum A Posterori (MAP) estimate with a Gaussian noise model does lead to an optimization problem with a quadratic data-fidelity term, we disprove through explicit examples the common belief that the converse would be true. In previous work we showed that for denoising in the presence of additive Gaussian noise, for any prior probability on the unknowns, the MMSE is the solution of a penalized least-squares problem, with all the apparent characteristics of a MAP estimation problem with Gaussian noise and a (generally) different prior on the unknowns . In other words, the variational approach is rich enough to build any MMSE estimator associated to additive Gaussian noise via a well chosen penalty.
This year, we achieved generalizations of these results beyond Gaussian denoising and characterized noise models for which the same phenomenon occurs. In particular, we proved that with (a variant of) Poisson noise and any prior probability on the unknowns, MMSE estimation can again be expressed as the solution of a penalized least-squares optimization problem. For additive scalar denoising, the phenomenon holds if and only if the noise distribution is log-concave, resulting in the perhaps surprising fact that scalar Laplacian denoising can be expressed as the solution of a penalized least-squares problem  Somewhere in the proofs appears an apparently new characterization of proximity operators of (nonconvex) penalties as subdifferentials of convex potentials .
Low-rank approximations: fast constrained algorithms
Participant : Jeremy Cohen.
Main collaborations: Nicolas Gillis (Univ. Mons, Belgium), Andersen Man Shun Ang (Univ. Mons, Belgium), Nicolas Nadisic (Univ. Mons, Belgium).
Low-Rank Approximations (LRA) aim at expressing the content of a multiway array by a sum of simpler separable arrays. Understood as a powerful unsupervised machine learning technique, LRA are most and foremost modern avatars of sparsity that are still not fully understood. In particular, algorithms to compute the parameters of LRA demend a lot of computer ressources and provide sub-optimal results. An important line of work over the last year has been to design efficient algorithms to compute constrained LRA, and in particular constrained low-rank tensor decompositions. This work has been carried out though a collaboration with the ERC project COLORAMAP of Nicolas Gillis (Univ. Mons, Belgium) and his PhD students Nicolas Nadisic (co-supervision) and Andersen Man Shun Ang.
Extrapolated Block-coordinate algorithms for fast tensor decompositions State-of-the-art algorithms for computing tensor decompositions are based on the idea that solving alternatively for smaller blocks of parameters is easier than solving the large problem at once. Despite showing nice convergence speeds, the obtained Block Coordinate Descent algorithms (BCD) are prone to being stuck near saddle points. We have shown in preliminary work, which is still ongoing, that BCD algorithms can be improved using Nesterov extrapolation in-between block updates. This improves empirical convergence speed in constrained and unconstrained tensor decompositions tremendously at almost no additional computation cost, and is therefore bound to have a large impact on the community .
Exact sparse nonnegative least-squares solutions to least-squares problems Another important LRA is Nonnegative Matrix factorization, which has found many diverse applications such as in remote sensing or automatic music transcription. Sometimes, imposing sparsity on parameters of NMF is crucial to be able to correctly process and interpret the output of NMF. However, sparse NMF has scarcely been studied, and its computation is challenging. In fact, even only a subproblem in a BCD approach, sparse nonnegative least-squares, is already NP-hard. We proposed to solve this sparse nonnegative least-squares problem exactly using a combinatorial algorithm. To reduce as much as possible the cost of solving this combinatorial problem, a Branch and Bound algorithm was proposed which, on average, reduces the computational complexity drastically. A next step will be to use this branch and bound algorithm as a brick for proposing an efficient algorithm for sparse NMF.
Algorithmic Exploration of Sparse Representations for Neurofeedback
Participant : Rémi Gribonval.
Claire Cury, Pierre Maurel & Christian Barillot (EMPENN Inria project-team, Rennes)
In the context of the HEMISFER (Hybrid Eeg-MrI and Simultaneous neuro-feedback for brain Rehabilitation) Comin Labs project (see Section 1), in collaboration with the EMPENN team, we validated a technique to estimate brain neuronal activity by combining EEG and fMRI modalities in a joint framework exploiting sparsity . We then focused on directly estimating neuro-feedback scores rather than brain activity. Electroencephalography (EEG) and functional magnetic resonance imaging (fMRI) both allow measurement of brain activity for neuro-feedback (NF), respectively with high temporal resolution for EEG and high spatial resolution for fMRI. Using simultaneously fMRI and EEG for NF training is very promising to devise brain rehabilitation protocols, however performing NF-fMRI is costly, exhausting and time consuming, and cannot be repeated too many times for the same subject. We proposed a technique to predict NF scores from EEG recordings only, using a training phase where both EEG and fMRI NF are available . A journal paper has been submitted.