arXiv:2603.02483stat.MLcs.CG2026-03

提出新几何结构,让对称正定矩阵的测地线变直线,提升计算效率。

Geometric structures and deviations on James' symmetric positive-definite matrix bicone domain

  • 基于James双锥重参数化,构建Finsler与对偶信息几何结构
  • 新结构使测地线对应坐标系中的直线,计算更高效
  • 适用于信号处理、机器学习等需矩阵几何的领域

对称正定(SPD)矩阵数据集在信号处理、统计学、金融、计算机视觉、信息论和机器学习等领域具有核心作用。SPD矩阵集合构成一个锥体,可视为SPD流形的全局坐标图。该锥体流形上可定义丰富的微分几何结构。目前广泛应用的几何框架包括仿射不变黎曼结构和对偶信息几何行列式对数障碍结构,分别对应距离与散度度量。本文引入两种新结构:基于James双锥重参数化的芬斯勒结构与对偶信息几何结构,确保测地线在特定坐标系中为直线。闭合双锥域包含谱单纯形(单位迹的半正定对角矩阵集合)作为仿射子空间,希尔伯特VPM距离被证明是希尔伯特单纯形距离的推广,在机器学习中有广泛应用。最后,讨论了这些新结构的应用,并建立了新旧度量间的若干不等式。

原文摘要 · Abstract (English)

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.

矩阵几何Finsler结构信息几何机器学习

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