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Self-adjusting data structures are a classic approach to adapting the complexity of operations to the data access distribution. While several self-adjusting variants are known for both binary search trees and B-Trees, existing constructions come with limitations. For instance, existing works on self-adjusting B-Trees do not provide static-optimality and tend to be complex and inefficient to implement in practice. In this paper, we provide a new approach to build efficient self-adjusting search trees based on state-of-the-art non-adaptive structures. We illustrate our approach to obtain a new efficient self-adjusting Interpolation Search Tree (IST) and B-Tree, as well as a new self-adjusting tree called the Log Tree. Of note, our self-adjusting IST has expected complexity in $O(\log \frac{\log m}{\log ac(x)})$, where $m$ is the total number of requests and $ac(x)$ is the number of requests to key $x$. Our technique leads to simple constructions with a reduced number of pointer manipulations: this improves cache efficiency and even allows an efficient concurrent implementation.

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The optimization of expensive-to-evaluate black-box functions is prevalent in various scientific disciplines. Bayesian optimization is an automatic, general and sample-efficient method to solve these problems with minimal knowledge of the underlying function dynamics. However, the ability of Bayesian optimization to incorporate prior knowledge or beliefs about the function at hand in order to accelerate the optimization is limited, which reduces its appeal for knowledgeable practitioners with tight budgets. To allow domain experts to customize the optimization routine, we propose ColaBO, the first Bayesian-principled framework for incorporating prior beliefs beyond the typical kernel structure, such as the likely location of the optimizer or the optimal value. The generality of ColaBO makes it applicable across different Monte Carlo acquisition functions and types of user beliefs. We empirically demonstrate ColaBO's ability to substantially accelerate optimization when the prior information is accurate, and to retain approximately default performance when it is misleading.

Model-based clustering is a powerful tool that is often used to discover hidden structure in data by grouping observational units that exhibit similar response values. Recently, clustering methods have been developed that permit incorporating an ``initial'' partition informed by expert opinion. Then, using some similarity criteria, partitions different from the initial one are down weighted, i.e. they are assigned reduced probabilities. These methods represent an exciting new direction of method development in clustering techniques. We add to this literature a method that very flexibly permits assigning varying levels of uncertainty to any subset of the partition. This is particularly useful in practice as there is rarely clear prior information with regards to the entire partition. Our approach is not based on partition penalties but considers individual allocation probabilities for each unit (e.g., locally weighted prior information). We illustrate the gains in prior specification flexibility via simulation studies and an application to a dataset concerning spatio-temporal evolution of ${\rm PM}_{10}$ measurements in Germany.

Although current data augmentation methods are successful to alleviate the data insufficiency, conventional augmentation are primarily intra-domain while advanced generative adversarial networks (GANs) generate images remaining uncertain, particularly in small-scale datasets. In this paper, we propose a parameterized GAN (ParaGAN) that effectively controls the changes of synthetic samples among domains and highlights the attention regions for downstream classification. Specifically, ParaGAN incorporates projection distance parameters in cyclic projection and projects the source images to the decision boundary to obtain the class-difference maps. Our experiments show that ParaGAN can consistently outperform the existing augmentation methods with explainable classification on two small-scale medical datasets.

Cycles are fundamental elements in graph-structured data and have demonstrated their effectiveness in enhancing graph learning models. To encode such information into a graph learning framework, prior works often extract a summary quantity, ranging from the number of cycles to the more sophisticated persistence diagram summaries. However, more detailed information, such as which edges are encoded in a cycle, has not yet been used in graph neural networks. In this paper, we make one step towards addressing this gap, and propose a structure encoding module, called CycleNet, that encodes cycle information via edge structure encoding in a permutation invariant manner. To efficiently encode the space of all cycles, we start with a cycle basis (i.e., a minimal set of cycles generating the cycle space) which we compute via the kernel of the 1-dimensional Hodge Laplacian of the input graph. To guarantee the encoding is invariant w.r.t. the choice of cycle basis, we encode the cycle information via the orthogonal projector of the cycle basis, which is inspired by BasisNet proposed by Lim et al. We also develop a more efficient variant which however requires that the input graph has a unique shortest cycle basis. To demonstrate the effectiveness of the proposed module, we provide some theoretical understandings of its expressive power. Moreover, we show via a range of experiments that networks enhanced by our CycleNet module perform better in various benchmarks compared to several existing SOTA models.

Cross-domain sequential recommendation (CDSR) aims to address the data sparsity problems that exist in traditional sequential recommendation (SR) systems. The existing approaches aim to design a specific cross-domain unit that can transfer and propagate information across multiple domains by relying on overlapping users with abundant behaviors. However, in real-world recommender systems, CDSR scenarios usually consist of a majority of long-tailed users with sparse behaviors and cold-start users who only exist in one domain. This leads to a drop in the performance of existing CDSR methods in the real-world industry platform. Therefore, improving the consistency and effectiveness of models in open-world CDSR scenarios is crucial for constructing CDSR models (\textit{1st} CH). Recently, some SR approaches have utilized auxiliary behaviors to complement the information for long-tailed users. However, these multi-behavior SR methods cannot deliver promising performance in CDSR, as they overlook the semantic gap between target and auxiliary behaviors, as well as user interest deviation across domains (\textit{2nd} CH).

Lightweight data compression is a key technique that allows column stores to exhibit superior performance for analytical queries. Despite a comprehensive study on dictionary-based encodings to approach Shannon's entropy, few prior works have systematically exploited the serial correlation in a column for compression. In this paper, we propose LeCo (i.e., Learned Compression), a framework that uses machine learning to remove the serial redundancy in a value sequence automatically to achieve an outstanding compression ratio and decompression performance simultaneously. LeCo presents a general approach to this end, making existing (ad-hoc) algorithms such as Frame-of-Reference (FOR), Delta Encoding, and Run-Length Encoding (RLE) special cases under our framework. Our microbenchmark with three synthetic and six real-world data sets shows that a prototype of LeCo achieves a Pareto improvement on both compression ratio and random access speed over the existing solutions. When integrating LeCo into widely-used applications, we observe up to 5.2x speed up in a data analytical query in the Arrow columnar execution engine and a 16% increase in RocksDB's throughput.

Linear real-valued computations over distributed datasets are common in many applications, most notably as part of machine learning inference. In particular, linear computations that are quantized, i.e., where the coefficients are restricted to a predetermined set of values (such as $\pm 1$), have gained increasing interest lately due to their role in efficient, robust, or private machine learning models. Given a dataset to store in a distributed system, we wish to encode it so that all such computations could be conducted by accessing a small number of servers, called the access parameter of the system. Doing so relieves the remaining servers to execute other tasks. Minimizing the access parameter gives rise to an access-redundancy tradeoff, where a smaller access parameter requires more redundancy in the system, and vice versa. In this paper, we study this tradeoff and provide several explicit low-access schemes for $\{\pm1\}$ quantized linear computations based on covering codes in a novel way. While the connection to covering codes has been observed in the past, our results strictly outperform the state-of-the-art for two-valued linear computations. We further show that the same storage scheme can be used to retrieve any linear combination with two distinct coefficients -- regardless of what those coefficients are -- with the same access parameter. This universality result is then extended to all possible quantizations with any number of values; while the storage remains identical, the access parameter increases according to a new additive-combinatorics property we call coefficient complexity. We then turn to study the coefficient complexity -- we characterize the complexity of small sets of coefficients, provide bounds, and identify coefficient sets having the highest and lowest complexity.

Modern datasets in biology and chemistry are often characterized by the presence of a large number of variables and outlying samples due to measurement errors or rare biological and chemical profiles. To handle the characteristics of such datasets we introduce a method to learn a robust ensemble comprised of a small number of sparse, diverse and robust models, the first of its kind in the literature. The degree to which the models are sparse, diverse and resistant to data contamination is driven directly by the data based on a cross-validation criterion. We establish the finite-sample breakdown of the ensembles and the models that comprise them, and we develop a tailored computing algorithm to learn the ensembles by leveraging recent developments in l0 optimization. Our extensive numerical experiments on synthetic and artificially contaminated real datasets from genomics and cheminformatics demonstrate the competitive advantage of our method over state-of-the-art sparse and robust methods. We also demonstrate the applicability of our proposal on a cardiac allograft vasculopathy dataset.

In dynamic submodular maximization, the goal is to maintain a high-value solution over a sequence of element insertions and deletions with a fast update time. Motivated by large-scale applications and the fact that dynamic data often exhibits patterns, we ask the following question: can predictions be used to accelerate the update time of dynamic submodular maximization algorithms? We consider the model for dynamic algorithms with predictions where predictions regarding the insertion and deletion times of elements can be used for preprocessing. Our main result is an algorithm with an $O(poly(\log \eta, \log w, \log k))$ amortized update time over the sequence of updates that achieves a $1/2 - \epsilon$ approximation in expectation for dynamic monotone submodular maximization under a cardinality constraint $k$, where the prediction error $\eta$ is the number of elements that are not inserted and deleted within $w$ time steps of their predicted insertion and deletion times. This amortized update time is independent of the length of the stream and instead depends on the prediction error.

Recent work in data-driven modeling has demonstrated that a weak formulation of model equations enhances the noise robustness of a wide range of computational methods. In this paper, we demonstrate the power of the weak form to enhance the LaSDI (Latent Space Dynamics Identification) algorithm, a recently developed data-driven reduced order modeling technique. We introduce a weak form-based version WLaSDI (Weak-form Latent Space Dynamics Identification). WLaSDI first compresses data, then projects onto the test functions and learns the local latent space models. Notably, WLaSDI demonstrates significantly enhanced robustness to noise. With WLaSDI, the local latent space is obtained using weak-form equation learning techniques. Compared to the standard sparse identification of nonlinear dynamics (SINDy) used in LaSDI, the variance reduction of the weak form guarantees a robust and precise latent space recovery, hence allowing for a fast, robust, and accurate simulation. We demonstrate the efficacy of WLaSDI vs. LaSDI on several common benchmark examples including viscid and inviscid Burgers', radial advection, and heat conduction. For instance, in the case of 1D inviscid Burgers' simulations with the addition of up to 100% Gaussian white noise, the relative error remains consistently below 6% for WLaSDI, while it can exceed 10,000% for LaSDI. Similarly, for radial advection simulations, the relative errors stay below 15% for WLaSDI, in stark contrast to the potential errors of up to 10,000% with LaSDI. Moreover, speedups of several orders of magnitude can be obtained with WLaSDI. For example applying WLaSDI to 1D Burgers' yields a 140X speedup compared to the corresponding full order model. Python code to reproduce the results in this work is available at (//github.com/MathBioCU/PyWSINDy_ODE) and (//github.com/MathBioCU/PyWLaSDI).

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