Robust Vertex Enumeration for Convex Hulls in High Dimensions

TL;DR

The paper introduces AVTA, a robust and efficient algorithm for computing convex hull vertices in high dimensions, with applications in machine learning that outperform existing methods in accuracy and noise robustness.

Contribution

The paper presents AVTA, a novel algorithm for vertex enumeration in convex hulls, with proven complexity bounds and practical advantages in machine learning tasks.

Findings

AVTA computes convex hull vertices efficiently in high dimensions.

AVTA outperforms state-of-the-art methods in topic modeling accuracy.

AVTA demonstrates robustness to noise and large datasets.

Abstract

Computation of the vertices of the convex hull of a set $S$ of $n$ points in $\mathbb{R} ^m$ is a fundamental problem in computational geometry, optimization, machine learning and more. We present "All Vertex Triangle Algorithm" (AVTA), a robust and efficient algorithm for computing the subset $\overline S$ of all $K$ vertices of $conv(S)$, the convex hull of $S$. If $\Gamma_*$ is the minimum of the distances from each vertex to the convex hull of the remaining vertices, given any $\gamma \leq \gamma_* = \Gamma_*/R$, $R$ the diameter of $S$, $AVTA$ computes $\overline S$ in $O(nK(m+ \gamma^{-2}))$ operations. If $\gamma_*$ is unknown but $K$ is known, AVTA computes $\overline S$ in $O(nK(m+ \gamma_*^{-2})) \log(\gamma_*^{-1})$ operations. More generally, given $t \in (0,1)$, AVTA computes a subset $\overline S^t$ of $\overline S$ in $O(n |\overline S^t|(m+ t^{-2}))$ operations, where the distance between any $p \in conv(S)$ to $conv(\overline S^t)$ is at most $t R$. Next we consider AVTA where input is $S_\varepsilon$, an $\varepsilon$ perturbation of $S$. Assuming a bound on $\varepsilon$ in terms of the minimum of the distances of vertices of $conv(S)$ to the convex hull of the remaining point of $S$, we derive analogous complexity bounds for computing $\overline S_\varepsilon$. We also analyze AVTA under random projections of $S$ or $S_\varepsilon$. Finally, via AVTA we design new practical algorithms for two popular machine learning problems: topic modeling and non-negative matrix factorization. For topic models AVTA leads to significantly better reconstruction of the topic-word matrix than state of the art approaches~\cite{arora2013practical, bansal2014provable}. For non-negative matrix AVTA is competitive with existing methods~\cite{arora2012computing}. Empirically AVTA is robust and can handle larger amounts of noise than existing methods.