FastGFDs: Efficient Validation of Graph Functional Dependencies with Desbordante

Graph functional dependencies (GFD) are a recently-developed concept aimed at capturing both topological structures in graphs and functional dependencies between attributes. The process of verifying whether a given GFD holds over a particular graph is referred to as GFD validation. In this very computationally expensive problem, locating suitable subgraphs accounts for about 99% of the total run time. The concept's authors originally proposed a parallel scheme (algorithm), targeting specifically clusters of high-performance servers. The goal of this study is to open GFD validation to a broader public by making it possible to run it on a consumer class PC. Our initial experiments demonstrated that the existing algorithm may not be optimal for these purposes. Therefore, we propose FastGFDs - a GFD validation algorithm that employs a recently developed graph matching technique. In contrast to the parallel scheme, it is sequential and operates on the entire graph. Its novelty lies in the use of Core-First Decomposition and the Compact Path Index (CPI). We compare it with the naive sequential algorithm and the parallel scheme, evaluating run times and memory consumption. The current study is the first step towards designing an efficient algorithm for GFD validation in low-end single-node environments. We also provide an open-source implementation of GFD validation over large data graphs. To the best of our knowledge, this is the only publicly available implementation of an algorithm for this problem. It is developed in Desbordante - an open-source high-performance data profiler aimed at science-intensive tasks. Finally, our experiments on a real-life graph demonstrated up to three times performance (2.6x on average) improvement over the parallel scheme. Employing the new subgraph matching algorithm also reduced memory consumption by five times.

Computing Monetary Risk Measures in Linear Time

Monetary risk measures have gained popularity for expressing decision-makers' risk aversion. Value-at-Risk (VaR) and Conditional-Value-at-Risk (CVaR), in particular, are used commonly for this purpose. This paper proposes new efficient algorithms to compute these risk measures for a discrete random variable in expected linear time with respect to the size of its domain. First, we propose a QuickVaR algorithm that computes the VaR of a discrete random variable. Then, we leverage QuickVaR to propose QuickDivergence, an algorithm for computing a class of $\varphi$-divergence risk measures, including the popular CVaR risk measure. The QuickVaR algorithm adapts the well-known Quickselect algorithm, while QuickDivergence builds on polymatroid optimization algorithms. Numerical results show that our new algorithms offer an order-of-magnitude speedup for large domains, and a library implementation of the algorithms is available at https://github.com/RiskAverseRL/RiskMeasures.jl.

Fast Cubical Persistent Homology on 2D and 3D Images via Union-Find, Pruning, and Lookup Tables

We present Flash Cubical, a highly efficient computation of cubical persistence on a V-filtration for 2D and 3D images over $\mathbb{F}_2$. The implementation is built around three core ideas. First, cubical complexes satisfy properties that allow for the computation of persistence of the highest dimension via union-find and duality. Second, pruning of certain edges allows for a fast and efficient implementation of union-find. Third, the use of a lookup table, which exploits the regularity of cubical complexes to pre-compute local information. This avoids the need to compute local information at run time. To the best of our knowledge, this is the most efficient implementation of cubical persistence with a V-filtration, both in terms of time and memory costs. Although the paper focuses on persistence for V-filtration cubical complexes, the underlying ideas generalise naturally to T-filtrations on cubical complexes and suggest promising directions for other complexes.