Sasanka Roy

Satyabrata Jana, Debabrata Pal, Bodhayan Roy et al.

We study the Witness Set problem, a natural dual to the classical Art Gallery problem. In the Witness Set problem, we are given a polygon $P$ and an integer $k$ as input, and the objective is to determine whether $P$ has a witness set of size at least $k$. A point set $X$ in $P$ is called a witness set if every point in $P$ is visible from at most one point in $X$. For simple polygons, we show that Witness Set lies in both $NP$ and $XP$. This stands in sharp contrast to its dual, the Art Gallery problem, which was recently shown to be $\exists \mathbb{R}$-complete by Abrahamsen et al. and is therefore neither in $NP$ nor admits a polynomial-size discretization unless $NP=\exists \mathbb{R}$. In contrast, we prove that Witness Set for simple polygons admits a finite discretization of size $n^{f(k)}$ for some function $f$. For comparison, even for simple polygons, Efrat and Har-Peled gave an algorithm for Art Gallery running in time $n^{O(k)}$ using tools from real algebraic geometry, and it appears difficult to obtain such algorithms without this machinery. On the other hand, our approach for Witness Set is purely combinatorial and relies on discretization, leading to an $n^{f(k)}$-time algorithm. Although Amit et al. claimed more than fifteen years ago that Witness Set is $NP$-hard, no proof or reference was provided. We show that the discrete version of the Witness Set problem - where the witness set must be chosen from a given finite point set $Q$ (instead of allowing witnesses to be chosen anywhere in the polygon), referred to as Discrete Witness Set - is $NP$-complete, even when the input is restricted to rectilinear polygons with holes. However, for simple polygons, Discrete Witness Set admits a polynomial-time algorithm by Das et al. Thus, it remains an open question whether the Witness Set problem is $NP$-hard.

Sourish Das, Sasanka Roy, Rajiv Sambasivan

Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also requires the storage of a large matrix in memory. These factors restrict the application of Gaussian Process regression to small and moderate size data sets. We present an algorithm that combines estimates from models developed using subsets of the data obtained in a manner similar to the bootstrap. The sample size is a critical parameter for this algorithm. Guidelines for reasonable choices of algorithm parameters, based on detailed experimental study, are provided. Various techniques have been proposed to scale Gaussian Processes to large scale regression tasks. The most appropriate choice depends on the problem context. The proposed method is most appropriate for problems where an additive model works well and the response depends on a small number of features. The minimax rate of convergence for such problems is attractive and we can build effective models with a small subset of the data. The Stochastic Variational Gaussian Process and the Sparse Gaussian Process are also appropriate choices for such problems. These methods pick a subset of data based on theoretical considerations. The proposed algorithm uses bagging and random sampling. Results from experiments conducted as part of this study indicate that the algorithm presented in this work can be as effective as these methods. Model stacking can be used to combine the model developed with the proposed method with models from other methods for large scale regression such as Gradient Boosted Trees. This can yield performance gains.