8,666 research outputs found
Geometry Helps to Compare Persistence Diagrams
Exploiting geometric structure to improve the asymptotic complexity of
discrete assignment problems is a well-studied subject. In contrast, the
practical advantages of using geometry for such problems have not been
explored. We implement geometric variants of the Hopcroft--Karp algorithm for
bottleneck matching (based on previous work by Efrat el al.) and of the auction
algorithm by Bertsekas for Wasserstein distance computation. Both
implementations use k-d trees to replace a linear scan with a geometric
proximity query. Our interest in this problem stems from the desire to compute
distances between persistence diagrams, a problem that comes up frequently in
topological data analysis. We show that our geometric matching algorithms lead
to a substantial performance gain, both in running time and in memory
consumption, over their purely combinatorial counterparts. Moreover, our
implementation significantly outperforms the only other implementation
available for comparing persistence diagrams.Comment: 20 pages, 10 figures; extended version of paper published in ALENEX
201
Comparing persistence diagrams through complex vectors
The natural pseudo-distance of spaces endowed with filtering functions is
precious for shape classification and retrieval; its optimal estimate coming
from persistence diagrams is the bottleneck distance, which unfortunately
suffers from combinatorial explosion. A possible algebraic representation of
persistence diagrams is offered by complex polynomials; since far polynomials
represent far persistence diagrams, a fast comparison of the coefficient
vectors can reduce the size of the database to be classified by the bottleneck
distance. This article explores experimentally three transformations from
diagrams to polynomials and three distances between the complex vectors of
coefficients.Comment: 11 pages, 4 figures, 2 table
Topological characteristics of oil and gas reservoirs and their applications
We demonstrate applications of topological characteristics of oil and gas
reservoirs considered as three-dimensional bodies to geological modeling.Comment: 12 page
Multiscale Markov Decision Problems: Compression, Solution, and Transfer Learning
Many problems in sequential decision making and stochastic control often have
natural multiscale structure: sub-tasks are assembled together to accomplish
complex goals. Systematically inferring and leveraging hierarchical structure,
particularly beyond a single level of abstraction, has remained a longstanding
challenge. We describe a fast multiscale procedure for repeatedly compressing,
or homogenizing, Markov decision processes (MDPs), wherein a hierarchy of
sub-problems at different scales is automatically determined. Coarsened MDPs
are themselves independent, deterministic MDPs, and may be solved using
existing algorithms. The multiscale representation delivered by this procedure
decouples sub-tasks from each other and can lead to substantial improvements in
convergence rates both locally within sub-problems and globally across
sub-problems, yielding significant computational savings. A second fundamental
aspect of this work is that these multiscale decompositions yield new transfer
opportunities across different problems, where solutions of sub-tasks at
different levels of the hierarchy may be amenable to transfer to new problems.
Localized transfer of policies and potential operators at arbitrary scales is
emphasized. Finally, we demonstrate compression and transfer in a collection of
illustrative domains, including examples involving discrete and continuous
statespaces.Comment: 86 pages, 15 figure
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