6,540 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
Scalable Semidefinite Relaxation for Maximum A Posterior Estimation
Maximum a posteriori (MAP) inference over discrete Markov random fields is a
fundamental task spanning a wide spectrum of real-world applications, which is
known to be NP-hard for general graphs. In this paper, we propose a novel
semidefinite relaxation formulation (referred to as SDR) to estimate the MAP
assignment. Algorithmically, we develop an accelerated variant of the
alternating direction method of multipliers (referred to as SDPAD-LR) that can
effectively exploit the special structure of the new relaxation. Encouragingly,
the proposed procedure allows solving SDR for large-scale problems, e.g.,
problems on a grid graph comprising hundreds of thousands of variables with
multiple states per node. Compared with prior SDP solvers, SDPAD-LR is capable
of attaining comparable accuracy while exhibiting remarkably improved
scalability, in contrast to the commonly held belief that semidefinite
relaxation can only been applied on small-scale MRF problems. We have evaluated
the performance of SDR on various benchmark datasets including OPENGM2 and PIC
in terms of both the quality of the solutions and computation time.
Experimental results demonstrate that for a broad class of problems, SDPAD-LR
outperforms state-of-the-art algorithms in producing better MAP assignment in
an efficient manner.Comment: accepted to International Conference on Machine Learning (ICML 2014
Some recent results in the analysis of greedy algorithms for assignment problems
We survey some recent developments in the analysis of greedy algorithms for assignment and transportation problems. We focus on the linear programming model for matroids and linear assignment problems with Monge property, on general linear programs, probabilistic analysis for linear assignment and makespan minimization, and on-line algorithms for linear and non-linear assignment problems
Probabilistic Clustering Using Maximal Matrix Norm Couplings
In this paper, we present a local information theoretic approach to
explicitly learn probabilistic clustering of a discrete random variable. Our
formulation yields a convex maximization problem for which it is NP-hard to
find the global optimum. In order to algorithmically solve this optimization
problem, we propose two relaxations that are solved via gradient ascent and
alternating maximization. Experiments on the MSR Sentence Completion Challenge,
MovieLens 100K, and Reuters21578 datasets demonstrate that our approach is
competitive with existing techniques and worthy of further investigation.Comment: Presented at 56th Annual Allerton Conference on Communication,
Control, and Computing, 201
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