Real data are often arbitrary, indirect observations of an unknown underlying process, and those observations can distort its geometry. Existing geometric methods equip data with the induced geometry of the ambient space, but this entangles the true geometry of the process with the distortion of the observation. To address this, we introduce Intrinsic Geometry Matching (IGM): a scalable approach to learn the intrinsic geometry of the underlying process. Specifically, we learn the carré du champ operator of the process, allowing us to recover its diffusion geometry. Our method uses the fact that data often come with natural perturbations, like steps in a time series, to recover the intrinsic carré du champ while transforming naturally with changes in observation: it is observation-equivariant. Furthermore, since this equivariance relates the geometry of different spaces, we can train a model using additional sources of data, even when that data lies in another space. We evaluate IGM on molecular dynamics, image, and video data and find better performance and scaling than existing neural and graph-based geometric tools.

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