1,040 research outputs found
Graph matching: relax or not?
We consider the problem of exact and inexact matching of weighted undirected
graphs, in which a bijective correspondence is sought to minimize a quadratic
weight disagreement. This computationally challenging problem is often relaxed
as a convex quadratic program, in which the space of permutations is replaced
by the space of doubly-stochastic matrices. However, the applicability of such
a relaxation is poorly understood. We define a broad class of friendly graphs
characterized by an easily verifiable spectral property. We prove that for
friendly graphs, the convex relaxation is guaranteed to find the exact
isomorphism or certify its inexistence. This result is further extended to
approximately isomorphic graphs, for which we develop an explicit bound on the
amount of weight disagreement under which the relaxation is guaranteed to find
the globally optimal approximate isomorphism. We also show that in many cases,
the graph matching problem can be further harmlessly relaxed to a convex
quadratic program with only n separable linear equality constraints, which is
substantially more efficient than the standard relaxation involving 2n equality
and n^2 inequality constraints. Finally, we show that our results are still
valid for unfriendly graphs if additional information in the form of seeds or
attributes is allowed, with the latter satisfying an easy to verify spectral
characteristic
A Riemannian low-rank method for optimization over semidefinite matrices with block-diagonal constraints
We propose a new algorithm to solve optimization problems of the form for a smooth function under the constraints that is positive
semidefinite and the diagonal blocks of are small identity matrices. Such
problems often arise as the result of relaxing a rank constraint (lifting). In
particular, many estimation tasks involving phases, rotations, orthonormal
bases or permutations fit in this framework, and so do certain relaxations of
combinatorial problems such as Max-Cut. The proposed algorithm exploits the
facts that (1) such formulations admit low-rank solutions, and (2) their
rank-restricted versions are smooth optimization problems on a Riemannian
manifold. Combining insights from both the Riemannian and the convex geometries
of the problem, we characterize when second-order critical points of the smooth
problem reveal KKT points of the semidefinite problem. We compare against state
of the art, mature software and find that, on certain interesting problem
instances, what we call the staircase method is orders of magnitude faster, is
more accurate and scales better. Code is available.Comment: 37 pages, 3 figure
Extending the square root method to account for additive forecast noise in ensemble methods
A square root approach is considered for the problem of accounting for model noise in the forecast step of the ensemble Kalman filter (EnKF) and related algorithms. The primary aim is to replace the method of simulated, pseudo-random additive so as to eliminate the associated sampling errors. The core method is based on the analysis step of ensemble square root filters, and consists in the deterministic computation of a transform matrix. The theoretical advantages regarding dynamical consistency are surveyed, applying equally well to the square root method in the analysis step. A fundamental problem due to the limited size of the ensemble subspace is discussed, and novel solutions that complement the core method are suggested and studied. Benchmarks from twin experiments with simple, low-order dynamics indicate improved performance over standard approaches such as additive, simulated noise, and multiplicative inflation
Solving ill-posed inverse problems using iterative deep neural networks
We propose a partially learned approach for the solution of ill posed inverse
problems with not necessarily linear forward operators. The method builds on
ideas from classical regularization theory and recent advances in deep learning
to perform learning while making use of prior information about the inverse
problem encoded in the forward operator, noise model and a regularizing
functional. The method results in a gradient-like iterative scheme, where the
"gradient" component is learned using a convolutional network that includes the
gradients of the data discrepancy and regularizer as input in each iteration.
We present results of such a partially learned gradient scheme on a non-linear
tomographic inversion problem with simulated data from both the Sheep-Logan
phantom as well as a head CT. The outcome is compared against FBP and TV
reconstruction and the proposed method provides a 5.4 dB PSNR improvement over
the TV reconstruction while being significantly faster, giving reconstructions
of 512 x 512 volumes in about 0.4 seconds using a single GPU
Manifold Optimization Over the Set of Doubly Stochastic Matrices: A Second-Order Geometry
Convex optimization is a well-established research area with applications in
almost all fields. Over the decades, multiple approaches have been proposed to
solve convex programs. The development of interior-point methods allowed
solving a more general set of convex programs known as semi-definite programs
and second-order cone programs. However, it has been established that these
methods are excessively slow for high dimensions, i.e., they suffer from the
curse of dimensionality. On the other hand, optimization algorithms on manifold
have shown great ability in finding solutions to nonconvex problems in
reasonable time. This paper is interested in solving a subset of convex
optimization using a different approach. The main idea behind Riemannian
optimization is to view the constrained optimization problem as an
unconstrained one over a restricted search space. The paper introduces three
manifolds to solve convex programs under particular box constraints. The
manifolds, called the doubly stochastic, symmetric and the definite multinomial
manifolds, generalize the simplex also known as the multinomial manifold. The
proposed manifolds and algorithms are well-adapted to solving convex programs
in which the variable of interest is a multidimensional probability
distribution function. Theoretical analysis and simulation results testify the
efficiency of the proposed method over state of the art methods. In particular,
they reveal that the proposed framework outperforms conventional generic and
specialized solvers, especially in high dimensions
Phylogenetic toric varieties on graphs
We define phylogenetic projective toric model of a trivalent graph as a
generalization of a binary symmetric model of a trivalent phylogenetic tree.
Generators of the pro- jective coordinate ring of the models of graphs with one
cycle are explicitly described. The phylogenetic models of graphs with the same
topological invariants are deforma- tion equivalent and share the same Hilbert
function. We also provide an algorithm to compute the Hilbert function.Comment: 36 pages, improved expositio
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