拓展无限维矩阵几何度量,提升高维数据对比稳定性。
Generalized infinite dimensional Alpha-Procrustes based geometries
- 基于希尔伯特-施密特算子与扩展马哈拉诺比范数构建新度量
- 支持不同维度尺度数据的对比,性能优于现有基准
- 适用于机器学习、统计推断等需稳健几何计算的场景
本文将近期提出的Alpha-Procrustes黎曼度量家族拓展至对称正定(SPD)矩阵的无限维情形,引入广义布雷斯-瓦瑟斯坦(GBW)、对数欧氏及瓦瑟斯坦距离的推广形式。尽管原有框架已统一有限与无限维的经典度量,但此前缺乏实现这些广义形式的结构基础。本文提出基于单位化希尔伯特-施密特算子与扩展马哈拉诺比范数的形式化方法,构建了鲁棒的GBW与对数希尔伯特-施密特距离的无限维推广。所提方法还包含可学习的正则化参数,增强高维比较中的几何稳定性。初步实验复现文献基准,证明在不同维度与尺度数据集对比中性能显著提升。本工作为机器学习、统计推断与函数数据分析中的鲁棒几何方法提供了理论与计算基础。
原文摘要 · Abstract (English)
This work extends the recently introduced Alpha-Procrustes family of Riemannian metrics for symmetric positive definite (SPD) matrices by incorporating generalized versions of the Bures-Wasserstein (GBW), Log-Euclidean, and Wasserstein distances. While the Alpha-Procrustes framework has unified many classical metrics in both finite- and infinite- dimensional settings, it previously lacked the structural components necessary to realize these generalized forms. We introduce a formalism based on unitized Hilbert-Schmidt operators and an extended Mahalanobis norm that allows the construction of robust, infinite-dimensional generalizations of GBW and Log-Hilbert-Schmidt distances. Our approach also incorporates a learnable regularization parameter that enhances geometric stability in high-dimensional comparisons. Preliminary experiments reproducing benchmarks from the literature demonstrate the improved performance of our generalized metrics, particularly in scenarios involving comparisons between datasets of varying dimension and scale. This work lays a theoretical and computational foundation for advancing robust geometric methods in machine learning, statistical inference, and functional data analysis.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。