Stochastic approximation algorithms (for example SPSA) provide a way to solve optimization problems in the presence of arbitrary but bounded disturbances. In this paper a problem of position estimation for a moving po...
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ISBN:
(纸本)9781467360890
Stochastic approximation algorithms (for example SPSA) provide a way to solve optimization problems in the presence of arbitrary but bounded disturbances. In this paper a problem of position estimation for a moving point using monocular projective observations is considered. We add random perturbations to camera position to produce an algorithm which makes estimates of point position demanding only that the point's velocity is bounded in time. This is superior to the methods currently available in the computer vision field which all consider very restricted cases of point movement (constant, movement in plane). We prove theoretical convergence of estimates and provide numerical simulation for the algorithm.
If learning methods are to scale to the massive sizes of modern data sets, it is essential for the field of machine learning to embrace parallel and distributed computing. Inspired by the recent development of matrix ...
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If learning methods are to scale to the massive sizes of modern data sets, it is essential for the field of machine learning to embrace parallel and distributed computing. Inspired by the recent development of matrix factorization methods with rich theory but poor computational complexity and by the relative ease of mapping matrices onto distributed architectures, we introduce a scalable divide-and-conquer framework for noisy matrix factorization. We present a thorough theoretical analysis of this framework in which we characterize the statistical errors introduced by the "divide" step and control their magnitude in the "conquer" step, so that the overall algorithm enjoys high-probability estimation guarantees comparable to those of its base algorithm. We also present experiments in collaborative filtering and video background modeling that demonstrate the near-linear to superlinear speed-ups attainable with this approach.
As pressures, notably from energy consumption, start impeding the growth and scale of computing systems, inevitably, designers and users are increasingly considering the prospect of trading accuracy or exactness. This...
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As pressures, notably from energy consumption, start impeding the growth and scale of computing systems, inevitably, designers and users are increasingly considering the prospect of trading accuracy or exactness. This paper is a perspective on the progress in embracing this somewhat unusual philosophy of innovating computing systems that are designed to be inexact or approximate, in the interests of realizing extreme efficiencies. With our own experience in designing inexact physical systems including hardware as a backdrop, we speculate on the rich potential for considering inexactness as a broad emerging theme if not an entire domain for investigation for exciting research and innovation. If this emerging trend to pursuing inexactness persists and grows, then we anticipate an increasing need to consider system co-design where application domain characteristics and technology features interplay in an active manner. A noteworthy early example of this approach is our own excursion into tailoring and hence co-designing floating point arithmetic units guided by the needs of stochastic climate models. This approach requires a unified effort between software and hardware designers that does away with the normal clean abstraction layers between the two.
We present a randomized iterative algorithm that exponentially converges in the mean square to the minimum l(2)-norm least squares solution of a given linear system of equations. The expected number of arithmetic oper...
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We present a randomized iterative algorithm that exponentially converges in the mean square to the minimum l(2)-norm least squares solution of a given linear system of equations. The expected number of arithmetic operations required to obtain an estimate of given accuracy is proportional to the squared condition number of the system multiplied by the number of nonzero entries of the input matrix. The proposed algorithm is an extension of the randomized Kaczmarz method that was analyzed by Strohmer and Vershynin.
This article presents a real-time randomized streaming string-matching algorithm that uses O(log m) space. The algorithm only makes one-sided small probability false-positive errors, possibly reporting phantom occurre...
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This article presents a real-time randomized streaming string-matching algorithm that uses O(log m) space. The algorithm only makes one-sided small probability false-positive errors, possibly reporting phantom occurrences of the pattern, but never missing an actual occurrence.
We consider the root finding of a real-valued function f defined on the d-dimensional unit cube. We assume that f has r continuous partial derivatives, with all partial derivatives of order r being Holder functions wi...
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We consider the root finding of a real-valued function f defined on the d-dimensional unit cube. We assume that f has r continuous partial derivatives, with all partial derivatives of order r being Holder functions with the exponent rho. We study the epsilon-complexity of this problem in three settings: deterministic, randomized and quantum. It is known that with the root error criterion the deterministic epsilon-complexity is infinite, i.e., the problem is unsolvable. We show that the same holds in the randomized and quantum settings. Under the residual error criterion, we show that the deterministic and randomized epsilon-complexity is of order epsilon(-d/(r+rho)). In the quantum setting, the epsilon-complexity is shown to be of order epsilon(-d/(2(r+rho))). This means that a quadratic speed-up is achieved on a quantum computer. (C) 2013 Elsevier Inc. All rights reserved.
We study distributed load balancing in networks with selfish agents. In the simplest model considered here, there are n identical machines represented by vertices in a network and m >> n selfish agents that unil...
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We study distributed load balancing in networks with selfish agents. In the simplest model considered here, there are n identical machines represented by vertices in a network and m >> n selfish agents that unilaterally decide to move from one vertex to another if this improves their experienced load. We present several protocols for concurrent migration that satisfy desirable properties such as being based only on local information and computation and the absence of global coordination or cooperation of agents. Our main contribution is to show rapid convergence of the resulting migration process to states that satisfy different stability or balance criteria. In particular, the convergence time to a Nash equilibrium is only logarithmic in m and polynomial in n, where the polynomial depends on the graph structure. In addition, we show reduced convergence times to approximate Nash equilibria. Finally, we extend our results to networks of machines with different speeds or to agents that have different weights and show similar results for convergence to approximate and exact Nash equilibria.
Models incorporating more realistic models of customer behavior, as customers choosing from an offer set, have recently become popular in assortment optimization and revenue management. The dynamic program for these m...
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Models incorporating more realistic models of customer behavior, as customers choosing from an offer set, have recently become popular in assortment optimization and revenue management. The dynamic program for these models is intractable and approximated by a deterministic linear program called the choice deterministic linear program (CDLP), which has an exponential number of columns. Column generation has been proposed but finding an entering column is NP-hard when segment consideration sets overlap. In this paper we propose a new approach called segment-based deterministic concave program (SDCP) based on segments and their consideration sets. SDCP is a relaxation of CDLP and hence forms a looser upper bound on the dynamic program, but coincides with CDLP for the case of nonoverlapping segments. If the number of elements in a consideration set for a segment is not very large, SDCP can be applied to any discrete-choice model of consumer behavior. We tighten the SDCP bound by (i) simulations, called the randomized concave programming method, and (ii) by adding cuts to a recent compact formulation (SBLP) of the problem for a latent multinomial-choice model (MNL) of demand. This latter approach turns out to be very effective, essentially obtaining CDLP value, even for overlapping segments. By formulating the problem as a separation problem, we give insight into why CDLP is easy for the MNL with nonoverlapping consideration sets and why generalizations of MNL pose difficulties. Numerical conclusions that we derive from the present paper are the following: (a) The randomized linear programming approach that obtains significant tightening of the linear program upper bound under an older independent-class model seems to have relatively little effect for the choice case;(b) for the MNL choice model, the SBLP+ formulation we give here for overlapping segments is very fast and is potentially scalable to industrial-size problems.
RNA splicing is a cellular process driven by the interaction between numerous regulatory sequences and binding sites, however, such interactions have been primarily explored by laboratory methods since computational t...
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RNA splicing is a cellular process driven by the interaction between numerous regulatory sequences and binding sites, however, such interactions have been primarily explored by laboratory methods since computational tools largely ignore the relationship between different splicing elements. Current computational methods identify either splice sites or other regulatory sequences, such as enhancers and silencers. We present a novel approach for characterizing co-occurring relationships between splice site motifs and splicing enhancers. Our approach relies on an efficient algorithm for approximately solving Consensus Sequence with Outliers, an NP-complete string clustering problem. In particular, we give an algorithm for this problem that outputs near-optimal solutions in polynomial time. To our knowledge, this is the first formulation and computational attempt for detecting co-occurring sequence elements in RNA sequence data. Further, we demonstrate that SeeSite is capable of showing that certain ESEs are preferentially associated with weaker splice sites, and that there exists a co-occurrence relationship with splice site motifs.
The scenario-based optimization approach ("scenario approach") provides an intuitive way of approximating the solution to chance-constrained optimization programs, based on finding the optimal solution under...
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The scenario-based optimization approach ("scenario approach") provides an intuitive way of approximating the solution to chance-constrained optimization programs, based on finding the optimal solution under a finite number of sampled outcomes of the uncertainty ("scenarios"). A key merit of this approach is that it neither requires explicit knowledge of the uncertainty set, as in robust optimization, nor of its probability distribution, as in stochastic optimization. The scenario approach is also computationally efficient because it only requires the solution to a convex optimization program, even if the original chance-constrained problem is nonconvex. Recent research has obtained a rigorous foundation for the scenario approach, by establishing a direct link between the number of scenarios and bounds on the constraint violation probability. These bounds are tight in the general case of an uncertain optimization problem with a single chance constraint. This paper shows that the bounds can be improved in situations where the chance constraints have a limited "support rank," meaning that they leave a linear subspace unconstrained. Moreover, it shows that also a combination of multiple chance constraints, each with individual probability level, is admissible. As a consequence of these results, the number of scenarios can be reduced from that prescribed by the existing theory for problems with the indicated structural property. This leads to an improvement in the objective value and a reduction in the computational complexity of the scenario approach. The proposed extensions have many practical applications, in particular, high-dimensional problems such as multistage uncertain decision problems or design problems of large-scale systems.
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