9,996 research outputs found

    Geometry Helps to Compare Persistence Diagrams

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    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

    Multiscale Markov Decision Problems: Compression, Solution, and Transfer Learning

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    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

    A Stable Multi-Scale Kernel for Topological Machine Learning

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    Topological data analysis offers a rich source of valuable information to study vision problems. Yet, so far we lack a theoretically sound connection to popular kernel-based learning techniques, such as kernel SVMs or kernel PCA. In this work, we establish such a connection by designing a multi-scale kernel for persistence diagrams, a stable summary representation of topological features in data. We show that this kernel is positive definite and prove its stability with respect to the 1-Wasserstein distance. Experiments on two benchmark datasets for 3D shape classification/retrieval and texture recognition show considerable performance gains of the proposed method compared to an alternative approach that is based on the recently introduced persistence landscapes
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