Tractable Riemannian Optimization via Randomized Preconditioning and Manifold Learning
Abstract
Optimization problems constrained on manifolds are prevalent across science and engineering. For example, they arise in (generalized) eigenvalue problems, principal component analysis, and low-rank matrix completion, to name a few problems. Riemannian optimization is a principled framework for solving optimization problems where the desired optimum is constrained to a (Riemannian) manifold. Algorithms designed in this framework usually require some geometrical description of the manifold, i.e., tangent spaces, retractions, Riemannian gradients, and Riemannian Hessians of the cost function. However, in some cases, some of the aforementioned geometric components cannot be accessed due to intractability or lack of information.
In this talk, we present methods that allow for overcoming cases of intractability and lack of information. We demonstrate the case of intractability on canonical correlation analysis (CCA) and on Fisher linear discriminant analysis (FDA). Using Riemannian optimization to solve CCA or FDA with the standard geometric components is as expensive as solving them via a direct solver. We address this shortcoming using a technique called Riemannian preconditioning, which amounts to changing the Riemannian metric on the constraining manifold. We use randomized numerical linear algebra to form efficient preconditioners that balance the computational costs of the geometric components and the asymptotic convergence of the iterative methods. If time permits, we also show the case of lack of information, e.g., the constraining manifold can be accessed only via samples of it. We propose a novel approach that allows approximate Riemannian optimization using a manifold learning technique.
Mathematics of transfer learning and transfer risk: from medical to financial data analysis
Abstract
Transfer learning is an emerging and popular paradigm for utilizing existing knowledge from previous learning tasks to improve the performance of new ones. In this talk, we will first present transfer learning in the early diagnosis of eye diseases: diabetic retinopathy and retinopathy of prematurity.
We will discuss how this empirical study leads to the mathematical analysis of the feasibility and transferability issues in transfer learning. We show how a mathematical framework for the general procedure of transfer learning helps establish the feasibility of transfer learning as well as the analysis of the associated transfer risk, with applications to financial time series data.
groups
14:15
A theory of type B/C/D enumerative invariants
Abstract
We propose a theory of enumerative invariants for structure groups of type B/C/D, that is, for the orthogonal and symplectic groups. For example, we count orthogonal or symplectic principal bundles on projective varieties, and there is also a quiver analogue called self-dual quiver representations. We discuss two different flavours of these invariants, namely, motivic invariants and homological invariants, the former of which can be used to define Donaldson–Thomas invariants in type B/C/D. We also discuss algebraic structures arising from the relevant moduli spaces, including Hall algebras, Joyce's vertex algebras, and modules for these algebras, which are used to write down wall-crossing formulae for our invariants.
14:15
The New $\mu$-Invariants: Infinite-Dimensional Morse Indices and New Invariants of $G_2$-Manifolds
Abstract
There are two main methods of constructing compact manifolds with holonomy $G_2$, viz. resolution of singularities (first applied by Joyce) and twisted connect sum (first applied by Kovalev). In the second case, there is a known invariant (the $\overline{\nu}$-invariant, introduced by Crowley–Goette–Nordström) which can, in many cases, be used to distinguish between different examples. This invariant, however, has limitations; in particular, it cannot be computed on the $G_2$-manifolds constructed by resolution of singularities.
In this talk, I shall begin by discussing the notion of a $G_2$-manifold and the $\overline{\nu}$-invariant and its limitations. In the context of this, I shall then introduce two new invariants of $G_2$-manifolds, termed $\mu$-invariants, and explain why these promise to overcome these limitations, in particular being well-suited to, and computable on, Joyce's examples of $G_2$-manifolds. These invariants are related to $\eta$- and $\zeta$-invariants and should be regarded as the Morse indices of a $G_2$-manifold when it is viewed as a critical point of certain Hitchin functionals. Time permitting, I shall explain how to prove a closed formula for the invariants on the orbifolds used in Joyce's construction, using Epstein $\zeta$-functions.
15:30
Quantum field theory of Lorentzian manifolds
Abstract
In this talk I will provide an overview of our current research at the interface of quantum field theory (QFT), Lorentzian geometry and higher categorical structures. I will present operads which encode the rich algebraic structure of QFTs on Lorentzian manifolds and show that in low dimensions their algebras relate to familiar algebraic structures. Our operads share certain similarities with the little disk operads from topology, in particular they involve a homotopical localization at geometric embeddings related to ‘time evolution’. I will show that, in contrast to the topological context, this homotopical localization can be strictified in many important classes of examples, which is loosely speaking due to the 1-dimensional nature of time evolution in Lorentzian geometry. I will conclude by explaining how simple examples of such Lorentzian QFTs can be constructed from a homotopical generalization of the concept of Green’s operators for hyperbolic partial differential equations, which we call Green hyperbolic complexes. Throughout this talk, I will frequently comment on the similarities and differences between our approach, factorization algebras and functorial field theories.