The Moment-SOS hierarchy for classification based on volume computation

Người báo cáo: Mai Ngọc Hoàng Anh


Thời gian: 9h30 thứ Tư ngày 18/10/2023

Địa điểm: Phòng seminar tầng 5 nhà A6, Viện Toán học

Tóm tắt: We rely on the volume computation developed by Dabbene and Henrion to build up a probabilistic Moment-SOS hierarchy for classification. More precisely, we minimize the integral of an unknown polynomial q on a given semialgebraic set Ω, subject to a positivity certificate of q on Ω and the positivity of q1 on a set of uniformly random samples (X(j))j=1t in a subset AOmega. Under mild conditions, the sequence of values returned by this hierarchy converges to the volume of A. We also prove that with probability near one, the sequence of polynomials returned by our SOS hierarchy converges to the indicator function χA when the sample size t is sufficiently large. Consequently, with probability near one and a sufficiently large number of uniformly random samples in each class ArΩ, for almost all points a in Ω, we can determine which class Ar the point a belongs to under mild conditions. This result is proved using Friedrichs' mollifiers, Weierstrass' theorem, Putinar's Positivstellensatz, and Korda's ϵ net. This is based on joint work with Jean-Bernard Lasserre, Victor Magron, and Srecko Durasinovic.

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