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Heat flow and a faster Algorithm to Compute the Surface Area of a Convex Body
Hariharan Narayanan, University of Chicago Joint work with Mikhail Belkin, Ohio state University Partha Niyogi, University of Chicago
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Computing the Surface Area of a Convex Body
Result: An O*(n4) randomized algorithm to approximate the surface area of a convex body in n dimensions given by a membership oracle. Previous best: O*(n8.5)
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Given: The Model Membership oracle for convex body K.
The radius r and centre O of a ball contained in K. Radius R of a ball with centre O containing K. dimension n
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Computing the Volume of Convex bodies
Basic question: how to estimate volume? Volume cannot be approximated in deterministic poly time within (n/log n)n (Bárány, Fϋredi [BF88] ) Volume can be approximated in randomized poly time (Dyer, Freize, Kannan [DFK89].) Numerous improvements in complexity -- most recent O*(n4) ( Lovász, Vempala [LV04].)
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What about surface area?
Surface area is hard. Volume reduces to surface area. 2 volume K ≈ surface area of thin cylinder C(K) Surface area cannot be computed faster than volume.
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Computing the Surface Area of a Convex Body
Open problem (Grötschel, Lovász, Schrijver [GLS90].) In randomized polynomial time (Dyer, Gritzmann, Hufnagel [DGH98].)
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Computing the Surface Area of a convex body: previous approach
(Dyer, Gritzmann, Hufnagel [DGH98].) V Vδ Vδ - V Vδ – V = Sδ + … + anδn (Brunn-Minkowski) S surface area.
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Computing the Surface Area of a convex body: previous approach
(Dyer, Gritzmann, Hufnagel [DGH98].) Construct an oracle for the “inflated” body Each call costs O*(n4.5). ( Lovász, Vempala [LV06]). Estimate surface area as (Vδ – V)/δ. Need O*(n4) oracle calls to estimate Vδ. ( Lovász, Vempala [LV04]). Bound |(Vδ – V)/δ – S| using Alexandrov-Fenchel inequalities. The cost with best present technology is O*(n8.5).
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Present approach: Heat Flow
Intuition: Heat flows out of a body through its boundary. In a short interval of time, the amount of heat flowing out of the body is proportional to its surface area.
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How to compute heat flow
u0(x) = 1, for x in K, initial heat distribution. Heat at time t is given by Heat kernel
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Heat equation Let Then, u satisfies the heat equation
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Approximating surface area
Lemma: For sufficiently small ,
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Algorithm to approximate
Choose random points in
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Algorithm to approximate
Choose random points in Perturb each point independently by a random vector from a spherical Gaussian G(0, 2nt) Count number of perturbed points landing outside Obtain Volume estimate Output
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Choice of t: Strike a balance :
Small t high accuracy but many oracle calls Large t few oracle calls but low accuracy Strike a balance : desired accuracy; radius of a “large” ball in K
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Algorithm’s Complexity
Complexity of finding t - Complexity of estimating volume – Complexity of generating random points - Final complexity: for a precision . Same dependence on n as best volume Algorithm.
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Main Theorem: The output of the given algorithm is an
approximation of the surface area with probability
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Main Theorem: The output of the given algorithm is an
approximation of the surface area with probability (The probability of obtaining precision can be boosted to by repeating the algorithm times and taking the median of the outputs.)
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Clustering and Surface Area of Cuts
Semi-supervised Classification - Labelled and unlabelled data Low Density Separation (Chapelle, Zien ‘05.) Quality of cut (N, Belkin,Niyogi ‘06)
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Other Connections Manifold Learning: Learning invariants of Manifolds from data (Zomorodian-Carlsson ’04, Nadler et al ’06, Belkin-Niyogi ’05)
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Other Connections Manifold Learning: Learning invariants of Manifolds from data (Zomorodian-Carlsson ’04, Nadler et al ’06, Belkin-Niyogi ’05) Numerical Integration: Example of integration on a manifold
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Thank you !
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Computing Cheeger ratio for smooth non-convex bodies
Given membership oracle and sufficiently many random samples from the body, fraction of perturbed points landing outside for the same algorithm
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Analysis: Upper bound on
Terminology: Heat flow : Let Then, You may want to add a slide on the formal definition of heat flow after or before the slide with 4 pictures.
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Analysis: Upper bound on
Terminology: Heat flow You may want to add a slide on the formal definition of heat flow after or before the slide with 4 pictures.
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Analysis: Upper bound on
Terminology: Heat flow : Plot of for t = 1/4 You may want to add a slide on the formal definition of heat flow after or before the slide with 4 pictures.
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Analysis: Upper bound on
Terminology: S = Surface Area, V = Volume Heat flow : The “Alexandrov-Fenchel inequalities”imply that which leads to , You may want to add a slide on the formal definition of heat flow after or before the slide with 4 pictures.
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Analysis: Lower bound on
Terminology: Heat flow You may want to add a slide on the formal definition of heat flow after or before the slide with 4 pictures.
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Analysis: Lower bound on
Terminology: Heat flow : Let Then, You may want to add a slide on the formal definition of heat flow after or before the slide with 4 pictures.
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Analysis: Lower bound on
Terminology: Heat flow : Plot of for t = 1/4 You may want to add a slide on the formal definition of heat flow after or before the slide with 4 pictures.
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Analysis: Lower bound on
Terminology: Heat flow : For the upper bound we had ? You may want to add a slide on the formal definition of heat flow after or before the slide with 4 pictures.
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Analysis: Lower bound on
Lemma: Proof: Surface Area is monotonic, that is, You may want to add a slide on the formal definition of heat flow after or before the slide with 4 pictures.
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Analysis: Lower bound on
Terminology: Heat flow : implies that You may want to add a slide on the formal definition of heat flow after or before the slide with 4 pictures.
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Other Considerations:
We have the upper bound ; Need to upper bound by The fraction of perturbed points that fall outside has Expectation ; Need to lower bound by to ensure that is close to its expectation (since we are using random samples.)
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Other Considerations:
Need to upper bound by We show Need to lower bound by
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Upper bound for : We show Infinitesimally ,
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Lower bound for : We show Prove that Method : Consider
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Thank you !
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Computing the Surface Area of a Convex Body
Previous approach involves computing the Volume of ; cost = given membership oracle for (with present Technology) : Answering each oracle query to takes time . Computing volume takes time.
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Thank you !
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