面向分层映射的梯度采样算法及其在拓扑数据分析中的应用

A gradient sampling algorithm for stratified maps with applications to topological data analysis

Mathematical Programming · 2023
被引 2
ABS 4

中文导读

提出一种改进的梯度采样算法,用于优化分层光滑函数,实现次线性收敛,并应用于基于持续同调的拓扑优化问题。

Abstract

Abstract We introduce a novel gradient descent algorithm refining the well-known Gradient Sampling algorithm on the class of stratifiably smooth objective functions, which are defined as locally Lipschitz functions that are smooth on some regular pieces—called the strata—of the ambient Euclidean space. On this class of functions, our algorithm achieves a sub-linear convergence rate. We then apply our method to objective functions based on the (extended) persistent homology map computed over lower-star filters, which is a central tool of Topological Data Analysis. For this, we propose an efficient exploration of the corresponding stratification by using the Cayley graph of the permutation group. Finally, we provide benchmarks and novel topological optimization problems that demonstrate the utility and applicability of our framework.

拓扑数据分析优化算法梯度下降分层光滑函数持续同调