A Gradient Sampling Algorithm for Stratified Maps with Applications to Topological Data Analysis - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2021

A Gradient Sampling Algorithm for Stratified Maps with Applications to Topological Data Analysis

Résumé

We introduce a novel gradient descent algorithm extending the well-known Gradient Sampling methodology to 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. For 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 benchmark and novel topological optimization problems, in order to demonstrate the utility and applicability of our framework.
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Dates et versions

hal-03330940 , version 1 (01-09-2021)
hal-03330940 , version 2 (03-09-2021)

Identifiants

Citer

Jacob Leygonie, Mathieu Carrière, Théo Lacombe, Steve Oudot. A Gradient Sampling Algorithm for Stratified Maps with Applications to Topological Data Analysis. 2021. ⟨hal-03330940v1⟩
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