A Randomized Algorithm to Reduce the Support of Discrete Measures
Francesco Cosentino, Harald Oberhauser, Alessandro Abate
Spotlight presentation: Orals & Spotlights Track 19: Probabilistic/Causality
on 2020-12-09T07:10:00-08:00 - 2020-12-09T07:20:00-08:00
on 2020-12-09T07:10:00-08:00 - 2020-12-09T07:20:00-08:00
Poster Session 4 (more posters)
on 2020-12-09T09:00:00-08:00 - 2020-12-09T11:00:00-08:00
GatherTown: Online Learning ( Town C3 - Spot A0 )
on 2020-12-09T09:00:00-08:00 - 2020-12-09T11:00:00-08:00
GatherTown: Online Learning ( Town C3 - Spot A0 )
Join GatherTown
Only iff poster is crowded, join Zoom . Authors have to start the Zoom call from their Profile page / Presentation History.
Only iff poster is crowded, join Zoom . Authors have to start the Zoom call from their Profile page / Presentation History.
Toggle Abstract Paper (in Proceedings / .pdf)
Abstract: Given a discrete probability measure supported on $N$ atoms and a set of $n$ real-valued functions, there exists a probability measure that is supported on a subset of $n+1$ of the original $N$ atoms and has the same mean when integrated against each of the $n$ functions. If $ N \gg n$ this results in a huge reduction of complexity. We give a simple geometric characterization of barycenters via negative cones and derive a randomized algorithm that computes this new measure by ``greedy geometric sampling''. We then study its properties, and benchmark it on synthetic and real-world data to show that it can be very beneficial in the $N\gg n$ regime. A Python implementation is available at \url{https://github.com/FraCose/Recombination_Random_Algos}.