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Théo Lacombe

Publications and source records attributed to Théo Lacombe.

17 recordsLinked to original sources

Gauss-Newton drifting extends natural gradient descent

Drifting methods have recently been introduced as a promising new paradigm for training generative models, and have attracted a lot of attention so far. In this work, we focus on how the optimization procedure shapes their convergence properties, shedding light on the underlying machinery that may explain their empirical success. More specifically, when the drift field is a Wasserstein gradient, optimizing the drifting loss via plain Euclidean gradient descent seems to forfeit any hope of exploiting convexity and therefore of obtaining any convergence guarantees. Changing either the drift field or the optimization procedure, however, may lead to different dynamics: we show that keeping the Wasserstein gradient as drift field but replacing gradient descent with a Gauss-Newton scheme amounts to performing a natural gradient descent in parameter space. This connection allows us to provide global convergence guarantees for the optimization procedure under suitable convexity assumptions.

math.OC↗

Learning Monge maps with constrained drifting models

We study the estimation of optimal transport (OT) maps between an arbitrary source probability measure and a log-concave target probability measure. Our contributions are twofold. First, we propose a new evolution equation in the set of transport maps. It can be seen as the gradient flow of a lift of some user-chosen divergence (e.g., the KL divergence, or relative entropy) to the space of transport maps, constrained to the convex set of optimal transport maps. We prove the existence of long-time solutions to this flow as well as its convergence toward the OT map as time goes to infinity, under standard convexity conditions on the divergence. Second, we study the practical implementation of this constrained gradient flow. We propose two time-discrete computational schemes-one explicit, one implicit-, and we prove the convergence of the latter to the OT map as time goes to infinity. We then parameterize the OT maps with convexity-constrained neural networks and train them with these discretizations of the constrained gradient flow. We show that this is equivalent to performing a natural gradient descent of the lift of the chosen divergence in the neural networks' parameter space, similarly to drifting generative models. Empirically, our scheme outperforms the standard Euclidean gradient descent methods used to train convexity-constrained neural networks in terms of approximation results for the OT map and convergence stability, and it still yields better results than the same approach combined with the widely used Adam optimizer.

math.OC↗

Persistence-based topological optimization: a survey

Computational topology provides a tool, persistent homology, to extract quantitative descriptors from structured objects (images, graphs, point clouds, etc). These descriptors can then be involved in optimization problems, typically as a way to incorporate topological priors or to regularize machine learning models. This is usually achieved by minimizing adequate, topologically-informed losses based on these descriptors, which, in turn, naturally raises theoretical and practical questions about the possibility of optimizing such loss functions using gradient-based algorithms. This has been an active research field in the topological data analysis community over the last decade, and various techniques have been developed to enable optimization of persistence-based loss functions with gradient descent schemes. This survey presents the current state of this field, covering its theoretical foundations, the algorithmic aspects, and showcasing practical uses in several applications. It includes a detailed introduction to persistence theory and, as such, aims at being accessible to mathematicians and data scientists newcomers to the field. It is accompanied by an open-source library which implements the different approaches covered in this survey, providing a convenient playground for researchers to get familiar with the field.

cs.CG↗

The Wasserstein gradient flow of the Sinkhorn divergence between Gaussian distributions

We study the Wasserstein gradient flow of the Sinkhorn divergence when both the source and the target are Gaussian distributions. We prove the existence of a flow that stays in the class of Gaussian distributions, and is unique in the larger class of measures with strongly-concave and smooth log-densities. We prove that the flow globally converges toward the target measure when the source's covariance matrix is not singular, and provide counter-examples to global convergence when it is, giving a first answer to an open question raised in [Carlier et al. 2024, \S4.2]. When the covariance matrix of the source distribution commutes with that of the target, we derive more quantitative results that showcase exponential convergence toward the target when the source and the target share their support, but dropping to linear rates (O(t^{-1})) if the target is concentrated on a strict subspace of the source's support.

math.AP↗

Revisiting the Sliced Wasserstein Kernel for persistence diagrams: a Figalli-Gigli approach

The Sliced Wasserstein Kernel (SWK) for persistence diagrams was introduced in (Carri{è}re et al. 2017) as a powerful tool to implicitly embed persistence diagrams in a Hilbert space with reasonable distortion. This kernel is built on the intuition that the Figalli-Gigli distance-that is the partial matching distance routinely used to compare persistence diagrams-resembles the Wasserstein distance used in the optimal transport literature, and that the later could be sliced to define a positive definite kernel on the space of persistence diagrams. This efficient construction nonetheless relies on ad-hoc tweaks on the Wasserstein distance to account for the peculiar geometry of the space of persistence diagrams. In this work, we propose to revisit this idea by directly using the Figalli-Gigli distance instead of the Wasserstein one as the building block of our kernel. On the theoretical side, our sliced Figalli-Gigli kernel (SFGK) shares most of the important properties of the SWK of Carri{è}re et al., including distortion results on the induced embedding and its ease of computation, while being more faithful to the natural geometry of persistence diagrams. In particular, it can be directly used to handle infinite persistence diagrams and persistence measures. On the numerical side, we show that the SFGK performs as well as the SWK on benchmark applications.

stat.ML↗

On the existence of Monge maps for the Gromov-Wasserstein problem

The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between points. Akin to the standard optimal transportation problem, it is natural to ask for conditions guaranteeing some structure on the optimizers, for instance if these are induced by a (Monge) map. We study this question in Euclidean spaces when the cost functions are either given by (i) inner products or (ii) squared distances, two standard choices in the literature. We establish the existence of an optimal map in case (i) and of an optimal 2-map (the union of the graphs of two maps) in case (ii), both under an absolute continuity condition on the source measure. Additionally, in case (ii) and in dimension one, we numerically design situations where optimizers of the Gromov--Wasserstein problem are 2-maps but are not maps. This suggests that our result cannot be improved in general for this cost. Still in dimension one, we additionally establish the optimality of monotone maps under some conditions on the measures, thereby giving insight on why such maps often appear to be optimal in numerical experiments.

math.OC↗

Diffeomorphic interpolation for efficient persistence-based topological optimization

Topological Data Analysis (TDA) provides a pipeline to extract quantitative topological descriptors from structured objects. This enables the definition of topological loss functions, which assert to what extent a given object exhibits some topological properties. These losses can then be used to perform topological optimizationvia gradient descent routines. While theoretically sounded, topological optimization faces an important challenge: gradients tend to be extremely sparse, in the sense that the loss function typically depends on only very few coordinates of the input object, yielding dramatically slow optimization schemes in practice.Focusing on the central case of topological optimization for point clouds, we propose in this work to overcome this limitation using diffeomorphic interpolation, turning sparse gradients into smooth vector fields defined on the whole space, with quantifiable Lipschitz constants. In particular, we show that our approach combines efficiently with subsampling techniques routinely used in TDA, as the diffeomorphism derived from the gradient computed on a subsample can be used to update the coordinates of the full input object, allowing us to perform topological optimization on point clouds at an unprecedented scale. Finally, we also showcase the relevance of our approach for black-box autoencoder (AE) regularization, where we aim at enforcing topological priors on the latent spaces associated to fixed, pre-trained, black-box AE models, and where we show thatlearning a diffeomorphic flow can be done once and then re-applied to new data in linear time (while vanilla topological optimization has to be re-run from scratch). Moreover, reverting the flow allows us to generate data by sampling the topologically-optimized latent space directly, yielding better interpretability of the model.

cs.AI↗

Understanding the Topology and the Geometry of the Space of Persistence Diagrams via Optimal Partial Transport

Despite the obvious similarities between the metrics used in topological data analysis and those of optimal transport, an optimal-transport based formalism to study persistence diagrams and similar topological descriptors has yet to come. In this article, by considering the space of persistence diagrams as a space of discrete measures, and by observing that its metrics can be expressed as optimal partial transport problems, we introduce a generalization of persistence diagrams, namely Radon measures supported on the upper half plane. Such measures naturally appear in topological data analysis when considering continuous representations of persistence diagrams (e.g.\ persistence surfaces) but also as limits for laws of large numbers on persistence diagrams or as expectations of probability distributions on the persistence diagrams space. We explore topological properties of this new space, which will also hold for the closed subspace of persistence diagrams. New results include a characterization of convergence with respect to Wasserstein metrics, a geometric description of barycenters (Fréchet means) for any distribution of diagrams, and an exhaustive description of continuous linear representations of persistence diagrams. We also showcase the strength of this framework to study random persistence diagrams by providing several statistical results made meaningful thanks to this new formalism.

cs.CG↗

MAGDiff: Covariate Data Set Shift Detection via Activation Graphs of Deep Neural Networks

Despite their successful application to a variety of tasks, neural networks remain limited, like other machine learning methods, by their sensitivity to shifts in the data: their performance can be severely impacted by differences in distribution between the data on which they were trained and that on which they are deployed. In this article, we propose a new family of representations, called MAGDiff, that we extract from any given neural network classifier and that allows for efficient covariate data shift detection without the need to train a new model dedicated to this task. These representations are computed by comparing the activation graphs of the neural network for samples belonging to the training distribution and to the target distribution, and yield powerful data- and task-adapted statistics for the two-sample tests commonly used for data set shift detection. We demonstrate this empirically by measuring the statistical powers of two-sample Kolmogorov-Smirnov (KS) tests on several different data sets and shift types, and showing that our novel representations induce significant improvements over a state-of-the-art baseline relying on the network output.

stat.ML↗

Topological Node2vec: Enhanced Graph Embedding via Persistent Homology

Node2vec is a graph embedding method that learns a vector representation for each node of a weighted graph while seeking to preserve relative proximity and global structure. Numerical experiments suggest Node2vec struggles to recreate the topology of the input graph. To resolve this we introduce a topological loss term to be added to the training loss of Node2vec which tries to align the persistence diagram (PD) of the resulting embedding as closely as possible to that of the input graph. Following results in computational optimal transport, we carefully adapt entropic regularization to PD metrics, allowing us to measure the discrepancy between PDs in a differentiable way. Our modified loss function can then be minimized through gradient descent to reconstruct both the geometry and the topology of the input graph. We showcase the benefits of this approach using demonstrative synthetic examples.

stat.ML↗

RipsNet: a general architecture for fast and robust estimation of the persistent homology of point clouds

The use of topological descriptors in modern machine learning applications, such as Persistence Diagrams (PDs) arising from Topological Data Analysis (TDA), has shown great potential in various domains. However, their practical use in applications is often hindered by two major limitations: the computational complexity required to compute such descriptors exactly, and their sensitivity to even low-level proportions of outliers. In this work, we propose to bypass these two burdens in a data-driven setting by entrusting the estimation of (vectorization of) PDs built on top of point clouds to a neural network architecture that we call RipsNet. Once trained on a given data set, RipsNet can estimate topological descriptors on test data very efficiently with generalization capacity. Furthermore, we prove that RipsNet is robust to input perturbations in terms of the 1-Wasserstein distance, a major improvement over the standard computation of PDs that only enjoys Hausdorff stability, yielding RipsNet to substantially outperform exactly-computed PDs in noisy settings. We showcase the use of RipsNet on both synthetic and real-world data. Our open-source implementation is publicly available at https://github.com/hensel-f/ripsnet and will be included in the Gudhi library.

cs.CG↗

An Homogeneous Unbalanced Regularized Optimal Transport model with applications to Optimal Transport with Boundary

This work studies how the introduction of the entropic regularization term in unbalanced Optimal Transport (OT) models may alter their homogeneity with respect to the input measures. We observe that in common settings (including balanced OT and unbalanced OT with Kullback-Leibler divergence to the marginals), although the optimal transport cost itself is not homogeneous, optimal transport plans and the so-called Sinkhorn divergences are indeed homogeneous. However, homogeneity does not hold in more general Unbalanced Regularized Optimal Transport (UROT) models, for instance those using the Total Variation as divergence to the marginals. We propose to modify the entropic regularization term to retrieve an UROT model that is homogeneous while preserving most properties of the standard UROT model. We showcase the importance of using our Homogeneous UROT (HUROT) model when it comes to regularize Optimal Transport with Boundary, a transportation model involving a spatially varying divergence to the marginals for which the standard (inhomogeneous) UROT model would yield inappropriate behavior.

math.OC↗

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

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.

cs.CG↗

Estimation and Quantization of Expected Persistence Diagrams

Persistence diagrams (PDs) are the most common descriptors used to encode the topology of structured data appearing in challenging learning tasks; think e.g. of graphs, time series or point clouds sampled close to a manifold. Given random objects and the corresponding distribution of PDs, one may want to build a statistical summary-such as a mean-of these random PDs, which is however not a trivial task as the natural geometry of the space of PDs is not linear. In this article, we study two such summaries, the Expected Persistence Diagram (EPD), and its quantization. The EPD is a measure supported on R 2 , which may be approximated by its empirical counterpart. We prove that this estimator is optimal from a minimax standpoint on a large class of models with a parametric rate of convergence. The empirical EPD is simple and efficient to compute, but possibly has a very large support, hindering its use in practice. To overcome this issue, we propose an algorithm to compute a quantization of the empirical EPD, a measure with small support which is shown to approximate with near-optimal rates a quantization of the theoretical EPD.

math.ST↗

Topological Uncertainty: Monitoring trained neural networks through persistence of activation graphs

Although neural networks are capable of reaching astonishing performances on a wide variety of contexts, properly training networks on complicated tasks requires expertise and can be expensive from a computational perspective. In industrial applications, data coming from an open-world setting might widely differ from the benchmark datasets on which a network was trained. Being able to monitor the presence of such variations without retraining the network is of crucial importance. In this article, we develop a method to monitor trained neural networks based on the topological properties of their activation graphs. To each new observation, we assign a Topological Uncertainty, a score that aims to assess the reliability of the predictions by investigating the whole network instead of its final layer only, as typically done by practitioners. Our approach entirely works at a post-training level and does not require any assumption on the network architecture, optimization scheme, nor the use of data augmentation or auxiliary datasets; and can be faithfully applied on a large range of network architectures and data types. We showcase experimentally the potential of Topological Uncertainty in the context of trained network selection, Out-Of-Distribution detection, and shift-detection, both on synthetic and real datasets of images and graphs.

stat.ML↗

PersLay: A Neural Network Layer for Persistence Diagrams and New Graph Topological Signatures

Persistence diagrams, the most common descriptors of Topological Data Analysis, encode topological properties of data and have already proved pivotal in many different applications of data science. However, since the (metric) space of persistence diagrams is not Hilbert, they end up being difficult inputs for most Machine Learning techniques. To address this concern, several vectorization methods have been put forward that embed persistence diagrams into either finite-dimensional Euclidean space or (implicit) infinite dimensional Hilbert space with kernels. In this work, we focus on persistence diagrams built on top of graphs. Relying on extended persistence theory and the so-called heat kernel signature, we show how graphs can be encoded by (extended) persistence diagrams in a provably stable way. We then propose a general and versatile framework for learning vectorizations of persistence diagrams, which encompasses most of the vectorization techniques used in the literature. We finally showcase the experimental strength of our setup by achieving competitive scores on classification tasks on real-life graph datasets.

stat.ML↗

Large Scale computation of Means and Clusters for Persistence Diagrams using Optimal Transport

Persistence diagrams (PDs) are now routinely used to summarize the underlying topology of complex data. Despite several appealing properties, incorporating PDs in learning pipelines can be challenging because their natural geometry is not Hilbertian. Indeed, this was recently exemplified in a string of papers which show that the simple task of averaging a few PDs can be computationally prohibitive. We propose in this article a tractable framework to carry out standard tasks on PDs at scale, notably evaluating distances, estimating barycenters and performing clustering. This framework builds upon a reformulation of PD metrics as optimal transport (OT) problems. Doing so, we can exploit recent computational advances: the OT problem on a planar grid, when regularized with entropy, is convex can be solved in linear time using the Sinkhorn algorithm and convolutions. This results in scalable computations that can stream on GPUs. We demonstrate the efficiency of our approach by carrying out clustering with diagrams metrics on several thousands of PDs, a scale never seen before in the literature.

stat.ML↗