An Efficient Exact-PGA Algorithm for Constant Curvature Manifolds

Manifold-valued datasets are widely encountered in many computer vision tasks. A non-linear analog of the PCA algorithm, called the Principal Geodesic Analysis (PGA) algorithm suited for data lying on Riemannian manifolds was reported in literature a decade ago. Since the objective function in the PGA algorithm is highly non-linear and hard to solve efficiently in general, researchers have proposed a linear approximation. Though this linear approximation is easy to compute, it lacks accuracy especially when the data exhibits a large variance. Recently, an alternative called the exact PGA was proposed which tries to solve the optimization without any linearization. For general Riemannian manifolds, though it yields a better accuracy than the original (linearized) PGA, for data that exhibit large variance, the optimization is not computationally efficient. In this paper, we propose an efficient exact PGA algorithm for constant curvature Riemannian manifolds (CCM-EPGA). The CCM-EPGA algorithm differs significantly from existing PGA algorithms in two aspects, (i) the distance between a given manifold-valued data point and the principal submanifold is computed analytically and thus no optimization is required as in the existing methods. (ii) Unlike the existing PGA algorithms, the descent into codimension-1 submanifolds does not require any optimization but is accomplished through the use of the Rimeannian inverse Exponential map and the parallel transport operations. We present theoretical and experimental results for constant curvature Riemannian manifolds depicting favorable performance of the CCM-EPGA algorithm compared to existing PGA algorithms. We also present data reconstruction from the principal components which has not been reported in literature in this setting.