Manifold learning with sparse regularised optimal transport

Tue Sep 19, 2023 4:00 p.m.—5:00 p.m.
Exterior of Sheffield-Sterling-Strathcona Hall featuring a stone carving of Yale's coat of arms and motto

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Seminar: 
Applied Mathematics

Event time: 
Tuesday, September 19, 2023 - 4:00pm

Location: 
DL 220

Speaker: 
Gilles Mordant

Speaker affiliation: 
University of Göttingen

Event description: 
In this talk, we discuss a method for manifold learning that relies on a symmetric version of the optimal transport problem with a quadratic regularisation. We show that the solution of such a problem yields a sparse and adaptive affinity matrix that can be interpreted as a generalisation of the bistochastic kernel normalisation. We prove that the resulting kernel is consistent with a Laplace-type operator in the continuous limit, discuss geometric interpretations and establish robustness to heteroskedastic noise. The performance on certain simulated and real data examples will be shown. Some open questions will be raised across the talk.