Quadratic optimization problems appear in several interesting estimation, learning and control tasks. To solve these problems in peer-to-peer networks it is necessary to design distributed optimization algorithms supp...
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ISBN:
(纸本)9781467371605
Quadratic optimization problems appear in several interesting estimation, learning and control tasks. To solve these problems in peer-to-peer networks it is necessary to design distributed optimization algorithms supporting directed, asynchronous and unreliable communication. This paper addresses this requirement by extending a promising distributed convex optimization algorithm, known as Newton-Raphson consensus, and originally designed for static and undirected communication. Specifically, we modify this algorithm so that it can cope with asynchronous, broadcast and unreliable lossy links, and prove that the optimization strategy correctly converge to the global optimum when the local cost functions are quadratic. We then support the intuition that this robustified algorithm converges to the true optimum also for general convex problems with dedicated numerical simulations.
Statistical modeling of nuclear data provides a novel approach to nuclear systematics complementary to established theoretical and phenomenological approaches based on quantum theory. Continuing previous studies in wh...
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Statistical modeling of nuclear data provides a novel approach to nuclear systematics complementary to established theoretical and phenomenological approaches based on quantum theory. Continuing previous studies in which global statistical modeling is pursued within the general framework of machine learning theory, we implement advances in training algorithms designed to improve generalization, in application to the problem of reproducing and predicting the half-lives of nuclear ground states that decay 100% by the β− mode. More specifically, fully connected, multilayer feed-forward artificial neural network models are developed using the Levenberg-Marquardt optimization algorithm together with Bayesian regularization and cross-validation. The predictive performance of models emerging from extensive computer experiments is compared with that of traditional microscopic and phenomenological models as well as with the performance of other learning systems, including earlier neural network models as well as the support vector machines recently applied to the same problem. In discussing the results, emphasis is placed on predictions for nuclei that are far from the stability line, and especially those involved in r-process nucleosynthesis. It is found that the new statistical models can match or even surpass the predictive performance of conventional models for β-decay systematics and accordingly should provide a valuable additional tool for exploring the expanding nuclear landscape.
We address the challenge of optimizing meta-parameters (i.e., hyperparameters) in machine learning algorithms, a critical factor influencing training efficiency and model performance. Moving away from the computationa...
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Extremum seeking of nonlinear systems based on a sampled-data control law is revisited. It is established that under some generic assumptions, semi-global practical asymptotically stable convergence to an extremum can...
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ISBN:
(纸本)9781479901777
Extremum seeking of nonlinear systems based on a sampled-data control law is revisited. It is established that under some generic assumptions, semi-global practical asymptotically stable convergence to an extremum can be achieved. To this end, trajectory-based arguments are employed, by contrast with Lyapunov-function-type approaches in the existing literature. The proof is simpler and more straightforward;it is based on assumptions that are in general easier to verify. The proposed extremum seeking framework may encompass more general optimisation algorithms, such as those which do not admit a state-update realisation and/or Lyapunov functions. Multi-unit extremum seeking is also investigated within the context of accelerating the speed of convergence.
Partial monitoring is a general model for sequential learning with limited feedback formalized as a game between two players. In this game, the learner chooses an action and at the same time the opponent chooses an ou...
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ISBN:
(纸本)9781510825024
Partial monitoring is a general model for sequential learning with limited feedback formalized as a game between two players. In this game, the learner chooses an action and at the same time the opponent chooses an outcome, then the learner suffers a loss and receives a feedback signal. The goal of the learner is to minimize the total loss. In this paper, we study partial monitoring with finite actions and stochastic outcomes. We derive a logarithmic distribution-dependent regret lower bound that defines the hardness of the problem. Inspired by the DMED algorithm (Honda and Takemura, 2010) for the multi-armed bandit problem, we propose PM-DMED, an algorithm that minimizes the distribution-dependent regret. PM-DMED significantly outperforms state-of-the-art algorithms in numerical experiments. To show the optimality of PM-DMED with respect to the regret bound, we slightly modify the algorithm by introducing a hinge function (PM-DMED-Hinge). Then, we derive an asymptotically optimal regret upper bound of PM-DMED-Hinge that matches the lower bound.
This paper presents a new global optimization algorithm for mixed-integer-discrete-continuous variables. In the algorithm, an augmented objective function is constructed by introducing a penalty function to treat both...
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ISBN:
(纸本)9781424470594
This paper presents a new global optimization algorithm for mixed-integer-discrete-continuous variables. In the algorithm, an augmented objective function is constructed by introducing a penalty function to treat both the integer and discrete variables as continuous ones. Particles swarm optimization (PSO) is, then, applied to the augmented objective function to find a global optimal point.
The mutual information is a core statistical quantity that has applications in all areas of machine learning, whether this is in training of density models over multiple data modalities, in maximising the efficiency o...
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ISBN:
(纸本)9781510825024
The mutual information is a core statistical quantity that has applications in all areas of machine learning, whether this is in training of density models over multiple data modalities, in maximising the efficiency of noisy transmission channels, or when learning behaviour policies for exploration by artificial agents. Most learning algorithms that involve optimisation of the mutual information rely on the Blahut-Arimoto algorithm - an enumerative algorithm with exponential complexity that is not suitable for modern machine learning applications. This paper provides a new approach for scalable optimisation of the mutual information by merging techniques from variational inference and deep learning. We develop our approach by focusing on the problem of intrinsically-motivated learning, where the mutual information forms the definition of a well-known internal drive known as empowerment. Using a variational lower bound on the mutual information, combined with convolutional networks for handling visual input streams, we develop a stochastic optimisation algorithm that allows for scalable information maximisation and empowerment-based reasoning directly from pixels to actions.
We present a probabilistic model for stochastic iterative algorithms with the use case of optimization algorithms in mind. Based on this model, we present PAC-Bayesian generalization bounds for functions that are defi...
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This paper introduces EXAdam (EXtended Adam), a novel optimization algorithm that builds upon the widely-used Adam [1] optimizer. EXAdam incorporates three key enhancements: (1) new debiasing terms for improved moment...
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The broad range of neural network training techniques that invoke optimization but rely on ad hoc modification for validity [1? –4] suggests that optimization-based training is misguided. Shortcomings of optimization...
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