Principal Flows | EPFL Graph Search

We revisit the problem of extending the notion of principal component analysis (PCA) to multivariate datasets that satisfy nonlinear constraints, therefore lying on Riemannian manifolds. Our aim is to determine curves on the manifold that retain their canonical interpretability as principal components, while at the same time being flexible enough to capture nongeodesic forms of variation. We introduce the concept of a principal flow, a curve on the manifold passing through the mean of the data, and with the property that, at any point of the curve, the tangent velocity vector attempts to fit the first eigenvector of a tangent space PCA locally at that same point, subject to a smoothness constraint. That is, a particle flowing along the principal flow attempts to move along a path of maximal variation of the data, up to smoothness constraints. The rigorous definition of a principal flow is given by means of a Lagrangian variational problem, and its solution is reduced to an ODE problem via the Euler-Lagrange method. Conditions for existence and uniqueness are provided, and an algorithm is outlined for the numerical solution of the problem. Higher order principal flows are also defined. It is shown that global principal flows yield the usual principal components on a Euclidean space. By means of examples, it is illustrated that the principal flow is able to capture patterns of variation that can escape other manifold PCA methods.

Optimal control of geodesics in Riemannian manifolds

Roland Rozsnyo

The aim of this dissertation is to solve numerically the following problem, denoted by P : given a Riemannian manifold and two points a and b belonging to that manifold, find a tangent vector T at a, such that expa(T) = b, assuming that T exists. This problem is set under an optimal control formulation, which requires the definition of an objective function and a space of control, the choice of a method for the calculation of the descent direction of that function in the space of control and the use of an optimization algorithm to find its minimum, which corresponds to the solution of the original problem by construction. Several techniques are necessary to be put together, coming from the fields of geometry, numerical analysis and optimization. The first part will concern a recalling of the mathematical context in which this formulation takes place. The general principles of optimal control will also be given. In the second part, we will present an intrinsic formulation of the optimal control problem associated to P, based on Jacobi fields, which will play the role of the so called adjoint state. This derivation leads to necessary optimality conditions. We will illustrate explicitly that formulation by treating the specific case of Riemannian manifolds with constant sectional curvature. Then, we will derive the optimal control problem in coordinates, not only to check the intrinsic formulation but also to reveal how it is hidden behind the expressions in coordinates. Their use reveals some quantities whose interpretation may be given this way. Moreover, we will show that more possibilities exist to chose the cost function and the control space in coordinates. In a second step, an alternative approach will consider the Hamiltonian formulation of geodesics. This is an incursion into symplectic geometry. We will then reformulate the Riemannian optimal control problem in its Hamiltonian version. In the third part, the numerical methods used for solving P will be presented. The discretization imposes the definition of new discrete optimal control problems. The technique shows that the discrete adjoint state equation strongly depends on the numerical scheme used to solve the direct problem. We will give a collection of numerical computations in the specific case of parametric piece of surfaces, where the surface can be defined by one or several Bézier patches, each one corresponding to a chart, which is representative of a Riemannian manifold. We will compare the different numerical approaches. The last but one part will be devoted to the interesting application of wooden roof building, where the structure is made of wooden boards, with geodesic trajectories on the designed piece of surface. The Geos (Geodesic solver) software has been developed for that purpose. After having introduced some specific numerical methods used in the code, we present the Geos application interface (AI) developed as a tool for the conception of such a roof. We then show an existing wooden structure built according to that mean. Finally, we will summarize the results of our research and discuss future possible prospects.

EPFL2007

An Accelerated First-Order Method for Non-convex Optimization on Manifolds

Nicolas Boumal, Christopher Arnold Criscitiello

We describe the first gradient methods on Riemannian manifolds to achieve accelerated rates in the non-convex case. Under Lipschitz assumptions on the Riemannian gradient and Hessian of the cost function, these methods find approximate first-order critical points faster than regular gradient descent. A randomized version also finds approximate second-order critical points. Both the algorithms and their analyses build extensively on existing work in the Euclidean case. The basic operation consists in running the Euclidean accelerated gradient descent method (appropriately safe-guarded against non-convexity) in the current tangent space, then moving back to the manifold and repeating. This requires lifting the cost function from the manifold to the tangent space, which can be done for example through the Riemannian exponential map. For this approach to succeed, the lifted cost function (called the pullback) must retain certain Lipschitz properties. As a contribution of independent interest, we prove precise claims to that effect, with explicit constants. Those claims are affected by the Riemannian curvature of the manifold, which in turn affects the worst-case complexity bounds for our optimization algorithms.

SPRINGER2022

Adaptive WENO methods based on radial basis functions reconstruction

Caterina Bigoni, Jan Sickmann Hesthaven

We explore the use of radial basis functions (RBF) in the weighted essentially non-oscillatory (WENO) reconstruction process used to solve hyperbolic conservation laws, resulting in a numerical method of arbitrarily high order to solve problems with discontinuous solutions. Thanks to the mesh-less property of the RBFs, the method is suitable for non uniform grids and mesh adaptation. We focus on multiquadric radial basis functions and propose a simple strategy to choose the inherent shape parameter to control the balance between theoretical achievable accuracy and the numerical stability. We also develop an original smoothness indicator independent of the chosen RBF for the WENO reconstruction step. Moreover, we introduce type I and type II RBF-WENO methods by computing specific linear weights. The RBF-WENO method is used to solve linear and nonlinear problems for both scalar conservation laws and systems of conservation laws, including Burgers equation, the Buckley-Leverett equation, and the Euler equations. Numerical results confirm the performance of the proposed method. We finally consider an effective conservative adaptive algorithm that captures moving shocks and rapidly varying solutions well. Numerical results on moving grids are presented for both Burgers equation and the more complex Euler equations.

Springer Verlag2017

Optimal control of geodesics in Riemannian manifolds

Roland Rozsnyo

EPFL2007