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Pré-Publication, Document De Travail Année : 2020

A note on stochastic subgradient descent for persistence-based functionals: convergence and practical aspects

Mathieu Carriere
Frédéric Chazal
Marc Glisse

Résumé

Solving optimization tasks based on functions and losses with a topological flavor is a very active and growing field of research in Topological Data Analysis, with plenty of applications in non-convex optimization, statistics and machine learning. All of these methods rely on the fact that most of the topological constructions are actually stratifiable and differentiable almost everywhere. However, the corresponding gradient and associated code is always anchored to a specific application and/or topological construction, and do not come with theoretical guarantees. In this article, we study the differentiability of a general functional associated with the most common topological construction, that is, the persistence map, and we prove a convergence result of stochastic subgradient descent for such a functional. This result encompasses all the constructions and applications for topological optimization in the literature, and comes with code that is easy to handle and mix with other non-topological constraints, and that can be used to reproduce the experiments described in the literature.
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Dates et versions

hal-02969305 , version 1 (19-10-2020)
hal-02969305 , version 2 (18-02-2021)

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Mathieu Carriere, Frédéric Chazal, Marc Glisse, Yuichi Ike, Hariprasad Kannan. A note on stochastic subgradient descent for persistence-based functionals: convergence and practical aspects. 2020. ⟨hal-02969305v1⟩
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