詹姆斯对称正定矩阵双锥域上的几何结构与偏差度量 / Geometric structures and deviations on James' symmetric positive-definite matrix bicone domain
1️⃣ 一句话总结
这篇论文为对称正定矩阵这一在多个科学领域广泛应用的数据类型,引入了两种新的几何结构,使得其内部的最短路径(测地线)在特定坐标系下呈现为直线,并证明了新提出的距离度量能推广机器学习中已有的重要距离公式。
Symmetric positive-definite (SPD) matrix datasets play a central role across numerous scientific disciplines, including signal processing, statistics, finance, computer vision, information theory, and machine learning among others. The set of SPD matrices forms a cone which can be viewed as a global coordinate chart of the underlying SPD manifold. Rich differential-geometric structures may be defined on the SPD cone manifold. Among the most widely used geometric frameworks on this manifold are the affine-invariant Riemannian structure and the dual information-geometric log-determinant barrier structure, each associated with dissimilarity measures (distance and divergence, respectively). In this work, we introduce two new structures, a Finslerian structure and a dual information-geometric structure, both derived from James' bicone reparameterization of the SPD domain. Those structures ensure that geodesics correspond to straight lines in appropriate coordinate systems. The closed bicone domain includes the spectraplex (the set of positive semi-definite diagonal matrices with unit trace) as an affine subspace, and the Hilbert VPM distance is proven to generalize the Hilbert simplex distance which found many applications in machine learning. Finally, we discuss several applications of these Finsler/dual Hessian structures and provide various inequalities between the new and traditional dissimilarities.
詹姆斯对称正定矩阵双锥域上的几何结构与偏差度量 / Geometric structures and deviations on James' symmetric positive-definite matrix bicone domain
这篇论文为对称正定矩阵这一在多个科学领域广泛应用的数据类型,引入了两种新的几何结构,使得其内部的最短路径(测地线)在特定坐标系下呈现为直线,并证明了新提出的距离度量能推广机器学习中已有的重要距离公式。
源自 arXiv: 2603.02483