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Aug 10

A Framework for Fast and Stable Representations of Multiparameter Persistent Homology Decompositions

Topological data analysis (TDA) is an area of data science that focuses on using invariants from algebraic topology to provide multiscale shape descriptors for geometric data sets such as point clouds. One of the most important such descriptors is {\em persistent homology}, which encodes the change in shape as a filtration parameter changes; a typical parameter is the feature scale. For many data sets, it is useful to simultaneously vary multiple filtration parameters, for example feature scale and density. While the theoretical properties of single parameter persistent homology are well understood, less is known about the multiparameter case. In particular, a central question is the problem of representing multiparameter persistent homology by elements of a vector space for integration with standard machine learning algorithms. Existing approaches to this problem either ignore most of the multiparameter information to reduce to the one-parameter case or are heuristic and potentially unstable in the face of noise. In this article, we introduce a new general representation framework that leverages recent results on {\em decompositions} of multiparameter persistent homology. This framework is rich in information, fast to compute, and encompasses previous approaches. Moreover, we establish theoretical stability guarantees under this framework as well as efficient algorithms for practical computation, making this framework an applicable and versatile tool for analyzing geometric and point cloud data. We validate our stability results and algorithms with numerical experiments that demonstrate statistical convergence, prediction accuracy, and fast running times on several real data sets.

Faster Rates of Convergence to Stationary Points in Differentially Private Optimization

We study the problem of approximating stationary points of Lipschitz and smooth functions under (varepsilon,delta)-differential privacy (DP) in both the finite-sum and stochastic settings. A point w is called an alpha-stationary point of a function F:R^drightarrowR if |nabla F(w)|leq alpha. We provide a new efficient algorithm that finds an Obig(big[sqrt{d}{nvarepsilon}big]^{2/3}big)-stationary point in the finite-sum setting, where n is the number of samples. This improves on the previous best rate of Obig(big[sqrt{d}{nvarepsilon}big]^{1/2}big). We also give a new construction that improves over the existing rates in the stochastic optimization setting, where the goal is to find approximate stationary points of the population risk. Our construction finds a Obig(1{n^{1/3}} + big[sqrt{d}{nvarepsilon}big]^{1/2}big)-stationary point of the population risk in time linear in n. Furthermore, under the additional assumption of convexity, we completely characterize the sample complexity of finding stationary points of the population risk (up to polylog factors) and show that the optimal rate on population stationarity is tilde Thetabig(1{n}+sqrt{d}{nvarepsilon}big). Finally, we show that our methods can be used to provide dimension-independent rates of Obig(1{n}+minbig(big[sqrt{rank}{nvarepsilon}big]^{2/3},1{(nvarepsilon)^{2/5}}big)big) on population stationarity for Generalized Linear Models (GLM), where rank is the rank of the design matrix, which improves upon the previous best known rate.

  • 6 authors
·
Jun 1, 2022

The Flood Complex: Large-Scale Persistent Homology on Millions of Points

We consider the problem of computing persistent homology (PH) for large-scale Euclidean point cloud data, aimed at downstream machine learning tasks, where the exponential growth of the most widely-used Vietoris-Rips complex imposes serious computational limitations. Although more scalable alternatives such as the Alpha complex or sparse Rips approximations exist, they often still result in a prohibitively large number of simplices. This poses challenges in the complex construction and in the subsequent PH computation, prohibiting their use on large-scale point clouds. To mitigate these issues, we introduce the Flood complex, inspired by the advantages of the Alpha and Witness complex constructions. Informally, at a given filtration value rgeq 0, the Flood complex contains all simplices from a Delaunay triangulation of a small subset of the point cloud X that are fully covered by balls of radius r emanating from X, a process we call flooding. Our construction allows for efficient PH computation, possesses several desirable theoretical properties, and is amenable to GPU parallelization. Scaling experiments on 3D point cloud data show that we can compute PH of up to dimension 2 on several millions of points. Importantly, when evaluating object classification performance on real-world and synthetic data, we provide evidence that this scaling capability is needed, especially if objects are geometrically or topologically complex, yielding performance superior to other PH-based methods and neural networks for point cloud data. Source code and datasets are available on https://github.com/plus-rkwitt/flooder.