1. Robust Differentiable SVD
- Author
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Mathieu Salzmann, Pascal Fua, Yinlin Hu, Zheng Dang, and Wei Wang
- Subjects
FOS: Computer and information sciences ,Computer science ,Computer Vision and Pattern Recognition (cs.CV) ,Computer Science - Computer Vision and Pattern Recognition ,MathematicsofComputing_NUMERICALANALYSIS ,02 engineering and technology ,symbols.namesake ,Artificial Intelligence ,Singular value decomposition ,Convergence (routing) ,0202 electrical engineering, electronic engineering, information engineering ,Taylor series ,Symmetric matrix ,Applied mathematics ,Eigendecomposition of a matrix ,Eigenvalues and eigenvectors ,Iterative and incremental development ,I.2.6 ,business.industry ,Applied Mathematics ,Computational Theory and Mathematics ,Power iteration ,symbols ,020201 artificial intelligence & image processing ,Computer Vision and Pattern Recognition ,Artificial intelligence ,business ,Software - Abstract
Eigendecomposition of symmetric matrices is at the heart of many computer vision algorithms. However, the derivatives of the eigenvectors tend to be numerically unstable, whether using the SVD to compute them analytically or using the Power Iteration (PI) method to approximate them. This instability arises in the presence of eigenvalues that are close to each other. This makes integrating eigendecomposition into deep networks difficult and often results in poor convergence, particularly when dealing with large matrices. While this can be mitigated by partitioning the data into small arbitrary groups, doing so has no theoretical basis and makes it impossible to exploit the full power of eigendecomposition. In previous work, we mitigated this using SVD during the forward pass and PI to compute the gradients during the backward pass. However, the iterative deflation procedure required to compute multiple eigenvectors using PI tends to accumulate errors and yield inaccurate gradients. Here, we show that the Taylor expansion of the SVD gradient is theoretically equivalent to the gradient obtained using PI without relying in practice on an iterative process and thus yields more accurate gradients. We demonstrate the benefits of this increased accuracy for image classification and style transfer., Comment: IEEE Transactions on Pattern Analysis and Machine Intelligence (TPAMI) PREPRINT 2021
- Published
- 2022
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