The selection of Gaussian kernel parameters plays an important role in the applications of support vector classification (SVC). A commonly used method is the k-fold cross validation with grid search (CV), which is ext...
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The selection of Gaussian kernel parameters plays an important role in the applications of support vector classification (SVC). A commonly used method is the k-fold cross validation with grid search (CV), which is extremely time-consuming because it needs to train a large number of SVC models. In this paper, a new approach is proposed to train SVC and optimize the selection of Gaussian kernel parameters. We first formulate the training and the parameter selection of SVC as a minimax optimization problem named as MaxMin-L2-SVCNCH, in which the minimization problem is an optimization problem of finding the closest points between two normal convex hulls (L2-SVC-NCH) while the maximization problem is an optimization problem of finding the optimal Gaussian kernel parameters. A lower time complexity can be expected in MaxMin-L2-SVC-NCH because CV is not needed. We then propose a projected gradient algorithm (PGA) for the training of L2-SVC-NCH. It is revealed that the famous sequential minimal optimization (SMO) algorithm is a special case of the PGA. Thus, the PGA can provide more flexibility than the SMO. Furthermore, the solution of the maximization problem is done by a gradient ascent algorithm with dynamic learning rate. The comparative experiments between MaxMin-L2-SVC-NCH and the previous best approaches on public datasets show that MaxMin-L2-SVC-NCH greatly reduces the number of models to be trained while maintaining competitive test accuracy. These findings indicate that MaxMin-L2-SVC-NCH is a better choice for SVC tasks.
The channel estimation (CE) for millimeter wave (mmW) massive multiple input multiple output (mMIMO) is a challenging task because of the important number of transmit and receive antennas, which results in high pilot ...
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The channel estimation (CE) for millimeter wave (mmW) massive multiple input multiple output (mMIMO) is a challenging task because of the important number of transmit and receive antennas, which results in high pilot overhead. In conventional CE algorithms, the channel is modeled using pre-constructed dictionary. This often leads to a suboptimal solution which cannot guarantee CE accuracy. In this paper, an iterative two-stage CE algorithm is presented. In the first stage, training measurements under different conditions are collected and it is proposed to estimate the virtual sparse mmW mMIMO channel using a deep residual learning based orthogonal approximate message passing (DRL-OAMP) algorithm from these measurements. The estimated channel is used in the second stage to learn the dictionary via a projected gradient algorithm. Simulation results show that the proposal improves the CE accuracy with low pilot overhead.
We present a neural network model for estimation of multiple conditional quantiles that satisfies the noncrossing property. Motivated by linear noncrossing quantile regression, we propose a noncrossing quantile neural...
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We present a neural network model for estimation of multiple conditional quantiles that satisfies the noncrossing property. Motivated by linear noncrossing quantile regression, we propose a noncrossing quantile neural network model with inequality constraints. In particular, to use the first-order optimization method, we develop a new algorithm for fitting the proposed model. This algorithm gives a nearly optimal solution without the projectedgradient step that requires polynomial computation time. We compare the performance of our proposed model with that of existing neural network models on simulated and real precipitation data. for this article are available online.
Iterative soft thresholding algorithm (ISTA) has a simple formulation and it can easily be implemented. Nevertheless, ISTA is limited to well-conditioned problems, e.g. compressive sensing. In this paper, we present a...
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Iterative soft thresholding algorithm (ISTA) has a simple formulation and it can easily be implemented. Nevertheless, ISTA is limited to well-conditioned problems, e.g. compressive sensing. In this paper, we present an ISTA type algorithm based on the generalized conditional gradient method (GCGM) to solve elastic-net regularization which is commonly adopted in ill-conditioned problems. Furthermore, we propose a projectedgradient (PG) method to accelerate the ISTA type algorithm. In addition, we discuss the existence of the radius R and we give a strategy to determine the radius R of the l1-ball constraint in the PG method by Morozov's discrepancy principle (MDP). Numerical results are reported to illustrate the efficiency of the proposed approach. (C) 2021 Elsevier B.V. All rights reserved.
In this article, we compute the reduced-order stable approximation of a linear network system, preserving the topology and optimal w.r.t. the H-2-norm of the approximation error. Our approach is based on time-domain m...
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In this article, we compute the reduced-order stable approximation of a linear network system, preserving the topology and optimal w.r.t. the H-2-norm of the approximation error. Our approach is based on time-domain moment matching, where we optimize over families of parameterized reduced-order models, matching moments at arbitrary interpolation points. The low-order models are parametrized in the free parameters (i.e., the elements of the input matrix) and the interpolation matrix. We formulate an optimization-based problem with the H-2-norm of the error as the objective function and with structural and physical properties as the constraints. The problem is nonconvex and we write it in terms of the Gramians of the error system. We propose two solutions. The first solution assumes that the error system admits a block diagonal observability Gramian, allowing for a simple convex reformulation as semidefinite programming, but at the cost of some performance loss. We also derive the sufficient conditions to guarantee the block diagonalization of the Gramian. The second solution employs a gradient projection method for a smooth reformulation, yielding the (locally) optimal interpolation points and free parameters. The potential of the methods is illustrated on a positive network and a power network.
In this paper, we mainly investigate the fractional spectral collocation discretization of optimal control problem governed by a space-fractional diffusion equation. Existence and uniqueness of the solution to optimal...
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In this paper, we mainly investigate the fractional spectral collocation discretization of optimal control problem governed by a space-fractional diffusion equation. Existence and uniqueness of the solution to optimal control problem is proved. The continuous first order optimality condition is derived. The eigenfunctions of two classes of fractional Strum-Liouville problems are used as basis functions to approximate state variable and adjoint state variable, respectively. The fractional spectral collocation scheme for the control problem is constructed based on 'first optimize, then discretize' approach. Note that the solutions of fractional differential equations are usually singular near the boundary, a generalized fractional spectral collocation scheme for the control problem is proposed based on 'first optimize, then discretize' approach. A projected gradient algorithm is designed based on the discrete optimality condition. Numerical experiments are carried out to verify the effectiveness of the proposed numerical schemes and algorithm. (C) 2019 Elsevier Inc. All rights reserved.
With the popularity of electric vehicles, the charging load of electric vehicles has gradually become a challenge to the power grid's stability. Therefore, the load forecasting of the electric vehicle is the premi...
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ISBN:
(纸本)9781728101057
With the popularity of electric vehicles, the charging load of electric vehicles has gradually become a challenge to the power grid's stability. Therefore, the load forecasting of the electric vehicle is the premise of analyzing the influence of the electric vehicle to the power grid, and it is also the basis of the power grid operation and dispatch. Traditional prediction methods need the support of large data and the prediction results are weak in pertinence. Therefore, a method is proposed to further optimize the results by combining Bureau of Public Road path resistance function(BPR) and the extreme learning machine, so as to make the prediction results effective. Finally, the projected gradient algorithm is used to optimize the dispatch plan of the power grid containing wind power based on the predicted power demand of the electric vehicles, so as to achieve the most economical operation of the power grid.
This paper presents a numerical scheme for optimal control problem governed by a time-fractional diffusion equation based on a Legendre pseudo-spectral method for space discretization and a finite difference method fo...
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This paper presents a numerical scheme for optimal control problem governed by a time-fractional diffusion equation based on a Legendre pseudo-spectral method for space discretization and a finite difference method for time discretization. Lagrange interpolating basis polynomials are used to approximate the state, and the differentiation matrix is derived to discrete the spatial derivative. We also discuss the fully discrete scheme for the control problem. A finite difference method developed in Lin and Xu [Finite difference/spectral approximations for the time-fractional diffusion equation, J. Comput. Phys. 225 (2007), pp. 1533-1552] is used to discretize the time-fractional derivative. A fully discrete first-order optimality condition is developed based on the first discretize, then optimize' approach. Furthermore, we design the projected gradient algorithm based on the fully discrete optimality conditions. Numerical examples are given to illustrate the feasibility of the proposed method.
Due to the extensive applications of nonnegative matrix factorizations (NMFs) of nonnegative matrices, such as in image processing, text mining, spectral data analysis, speech processing, etc., algorithms for NMF have...
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Due to the extensive applications of nonnegative matrix factorizations (NMFs) of nonnegative matrices, such as in image processing, text mining, spectral data analysis, speech processing, etc., algorithms for NMF have been studied for years. In this paper, we propose a new algorithm for NMF, which is based on an alternating projectedgradient (APG) approach. In particular, no zero entries appear in denominators in our algorithm which implies no breakdown occurs, and even if some zero entries appear in numerators new updates can always be improved in our algorithm. It is shown that the effect of our algorithm is better than that of Lee and Seung's algorithm when we do numerical experiments on two known facial databases and one iris database. (C) 2011 Elsevier Inc. All rights reserved.
We study partitions of the two-dimensional flat torus into k domains, with b a real parameter in (0, 1] and k an integer. We look for partitions which minimize the energy, defined as the largest first eigenvalue of th...
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We study partitions of the two-dimensional flat torus into k domains, with b a real parameter in (0, 1] and k an integer. We look for partitions which minimize the energy, defined as the largest first eigenvalue of the Dirichlet Laplacian on the domains of the partition. We are in particular interested in the way these minimal partitions change when b is varied. We present here an improvement, when k is odd, of the results on transition values of b established by B. Helffer and T. Hoffmann-Ostenhof (2014) and state a conjecture on those transition values. We establish an improved upper bound of the minimal energy by explicitly constructing hexagonal tilings of the torus. These tilings are close to the partitions obtained from a systematic numerical study based on an optimization algorithm adapted from B. Bourdin, D. Bucur, and E. Oudet (2009). These numerical results also support our conjecture concerning the transition values and give better estimates near those transition values.
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