Topological Regularization via Persistence-Sensitive Optimization (2011.05290v1)

Abstract: Optimization, a key tool in machine learning and statistics, relies on regularization to reduce overfitting. Traditional regularization methods control a norm of the solution to ensure its smoothness. Recently, topological methods have emerged as a way to provide a more precise and expressive control over the solution, relying on persistent homology to quantify and reduce its roughness. All such existing techniques back-propagate gradients through the persistence diagram, which is a summary of the topological features of a function. Their downside is that they provide information only at the critical points of the function. We propose a method that instead builds on persistence-sensitive simplification and translates the required changes to the persistence diagram into changes on large subsets of the domain, including both critical and regular points. This approach enables a faster and more precise topological regularization, the benefits of which we illustrate with experimental evidence.