We consider two simple asynchronous opinion dynamics on arbitrary graphs where each node $u$ of the graph has an initial value $\xi_u(0)$. In the first process, the $NodeModel$, at each time step $t\ge 0$, a random node $u$ and a random sample of $k$ of its neighbours $v_1,v_2,\cdots,v_k$ are selected. Then $u$ updates its current value $\xi_u(t)$ to $\xi_u(t+1)=\alpha\xi_u(t)+\frac{(1-\alpha)}{k}\sum_{i=1}^k\xi_{v_i}(t)$, where $\alpha\in(0,1)$ and $k\ge1$ are parameters of the process. In the second process, the $EdgeModel$, at each step a random edge $(u,v)$ is selected. Node $u$ updates its value equivalently to the $NodeModel$ with $k=1$ and $v$ as the selected neighbour. For both processes the values of all nodes converge to the same value $F$, which is a random variable depending on the random choices made in each step. For the $NodeModel$ and regular graphs, and for the $EdgeModel$ and arbitrary graphs, the expectation of $F$ is the average of the initial values $\frac{1}{n}\sum_{u\in V}\xi_u(0)$. For the $NodeModel$ and non-regular graphs, the expectation of $F$ is the degree-weighted average of the initial values. Our results are two-fold. We consider the concentration of $F$ and show tight bounds on the variance of $F$ for regular graphs. We show that when the initial load does not depend on the number of nodes, the variance is negligible and the nodes are able to estimate the initial average of the node values. Interestingly, this variance does not depend on the graph structure. For the proof we introduce a duality between our processes and a process of two correlated random walks. We also analyse the convergence time for both models and for arbitrary graphs, showing bounds on the time $T_\varepsilon$ needed to make all node values `$\varepsilon$-close' to each other. Our bounds are asymptotically tight under some assumptions on the distribution of the starting values.
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Processing 是一門開源編程語言和與之配套的集成開發環境（IDE）的名稱。Processing 在電子藝術和視覺設計社區被用來教授編程基礎，并運用于大量的新媒體和互動藝術作品中。
This work introduces a reduced order modeling (ROM) framework for the solution of parameterized second-order linear elliptic partial differential equations formulated on unfitted geometries. The goal is to construct efficient projection-based ROMs, which rely on techniques such as the reduced basis method and discrete empirical interpolation. The presence of geometrical parameters in unfitted domain discretizations entails challenges for the application of standard ROMs. Therefore, in this work we propose a methodology based on i) extension of snapshots on the background mesh and ii) localization strategies to decrease the number of reduced basis functions. The method we obtain is computationally efficient and accurate, while it is agnostic with respect to the underlying discretization choice. We test the applicability of the proposed framework with numerical experiments on two model problems, namely the Poisson and linear elasticity problems. In particular, we study several benchmarks formulated on two-dimensional, trimmed domains discretized with splines and we observe a significant reduction of the online computational cost compared to standard ROMs for the same level of accuracy. Moreover, we show the applicability of our methodology to a three-dimensional geometry of a linear elastic problem.
We further develop the paraconsistent G\"{o}del modal logic. In this paper, we consider its version endowed with Kripke semantics on $[0,1]$-valued frames with two fuzzy relations $R^+$ and $R^-$ (degrees of trust in assertions and denials) and two valuations $v_1$ and $v_2$ (support of truth and support of falsity) linked with a De Morgan negation $\neg$. We demonstrate that it \emph{does not} extend G\"{o}del modal logic and that $\Box$ and $\lozenge$ are not interdefinable. We also show that several important classes of frames are $\birelKGsquare$ definable (in particular, crisp, mono-relational, and finitely branching). For $\birelKGsquare$ over finitely branching frames, we create a sound and complete constraint tableaux calculus and a decision procedure based upon it. Using the decision procedure we show that $\birelKGsquare$ satisfiability and validity are in PSPACE.
It is important to quantify the uncertainty of input samples, especially in mission-critical domains such as autonomous driving and healthcare, where failure predictions on out-of-distribution (OOD) data are likely to cause big problems. OOD detection problem fundamentally begins in that the model cannot express what it is not aware of. Post-hoc OOD detection approaches are widely explored because they do not require an additional re-training process which might degrade the model's performance and increase the training cost. In this study, from the perspective of neurons in the deep layer of the model representing high-level features, we introduce a new aspect for analyzing the difference in model outputs between in-distribution data and OOD data. We propose a novel method, Leveraging Important Neurons (LINe), for post-hoc Out of distribution detection. Shapley value-based pruning reduces the effects of noisy outputs by selecting only high-contribution neurons for predicting specific classes of input data and masking the rest. Activation clipping fixes all values above a certain threshold into the same value, allowing LINe to treat all the class-specific features equally and just consider the difference between the number of activated feature differences between in-distribution and OOD data. Comprehensive experiments verify the effectiveness of the proposed method by outperforming state-of-the-art post-hoc OOD detection methods on CIFAR-10, CIFAR-100, and ImageNet datasets.
In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only assumed to satisfy a one-sided Lipschitz condition and the diffusion term is assumed to be globally Lipschitz continuous. Our new strategy for time discretization is based on the Milstein method from stochastic differential equations. We use the energy method for its error analysis and show a strong convergence order of nearly $1$ for the approximate solution. The proof is based on new H\"older continuity estimates of the SPDE solution and the nonlinear term. For the general polynomial-type drift term, there are difficulties in deriving even the stability of the numerical solutions. We propose an interpolation-based finite element method for spatial discretization to overcome the difficulties. Then we obtain $H^1$ stability, higher moment $H^1$ stability, $L^2$ stability, and higher moment $L^2$ stability results using numerical and stochastic techniques. The nearly optimal convergence orders in time and space are hence obtained by coupling all previous results. Numerical experiments are presented to implement the proposed numerical scheme and to validate the theoretical results.
Growth curves are commonly used in modeling aimed at crop yield prediction. Fitting such curves often depends on availability of detailed observations, such as individual grape bunch weight or individual apple weight. However, in practice, aggregated weights (such as a bucket of grape bunches or apples) are available instead. While treating such bucket averages as if they were individual observations is tempting, it may introduce bias particularly with respect to population variance. In this paper we provide an elegant solution which enables estimation of individual weights using Dirichlet priors within Bayesian inferential framework.
In this paper we discuss how to evaluate the differences between fitted logistic regression models across sub-populations. Our motivating example is in studying computerized diagnosis for learning disabilities, where sub-populations based on gender may or may not require separate models. In this context, significance tests for hypotheses of no difference between populations may provide perverse incentives, as larger variances and smaller samples increase the probability of not-rejecting the null. We argue that equivalence testing for a prespecified tolerance level on population differences incentivizes accuracy in the inference. We develop a cascading set of equivalence tests, in which each test addresses a different aspect of the model: the way the phenomenon is coded in the regression coefficients, the individual predictions in the per example log odds ratio and the overall accuracy in the mean square prediction error. For each equivalence test, we propose a strategy for setting the equivalence thresholds. The large-sample approximations are validated using simulations. For diagnosis data, we show examples for equivalent and non-equivalent models.
In this paper, we consider distributed optimization problems where $n$ agents, each possessing a local cost function, collaboratively minimize the average of the local cost functions over a connected network. To solve the problem, we propose a distributed random reshuffling (D-RR) algorithm that invokes the random reshuffling (RR) update in each agent. We show that D-RR inherits favorable characteristics of RR for both smooth strongly convex and smooth nonconvex objective functions. In particular, for smooth strongly convex objective functions, D-RR achieves $\mathcal{O}(1/T^2)$ rate of convergence (where $T$ counts epoch number) in terms of the squared distance between the iterate and the global minimizer. When the objective function is assumed to be smooth nonconvex, we show that D-RR drives the squared norm of gradient to $0$ at a rate of $\mathcal{O}(1/T^{2/3})$. These convergence results match those of centralized RR (up to constant factors) and outperform the distributed stochastic gradient descent (DSGD) algorithm if we run a relatively large number of epochs. Finally, we conduct a set of numerical experiments to illustrate the efficiency of the proposed D-RR method on both strongly convex and nonconvex distributed optimization problems.
We present a simple method to approximate Rao's distance between multivariate normal distributions based on discretizing curves joining normal distributions and approximating Rao's distances between successive nearby normal distributions on the curves by the square root of Jeffreys divergence, the symmetrized Kullback-Leibler divergence. We consider experimentally the linear interpolation curves in the ordinary, natural and expectation parameterizations of the normal distributions, and compare these curves with a curve derived from the Calvo and Oller's isometric embedding of the Fisher-Rao $d$-variate normal manifold into the cone of $(d+1)\times (d+1)$ symmetric positive-definite matrices [Journal of multivariate analysis 35.2 (1990): 223-242]. We report on our experiments and assess the quality of our approximation technique by comparing the numerical approximations with both lower and upper bounds. Finally, we present several information-geometric properties of the Calvo and Oller's isometric embedding.
The aim of this work is to develop a fully-distributed algorithmic framework for training graph convolutional networks (GCNs). The proposed method is able to exploit the meaningful relational structure of the input data, which are collected by a set of agents that communicate over a sparse network topology. After formulating the centralized GCN training problem, we first show how to make inference in a distributed scenario where the underlying data graph is split among different agents. Then, we propose a distributed gradient descent procedure to solve the GCN training problem. The resulting model distributes computation along three lines: during inference, during back-propagation, and during optimization. Convergence to stationary solutions of the GCN training problem is also established under mild conditions. Finally, we propose an optimization criterion to design the communication topology between agents in order to match with the graph describing data relationships. A wide set of numerical results validate our proposal. To the best of our knowledge, this is the first work combining graph convolutional neural networks with distributed optimization.
Federated learning is a new distributed machine learning framework, where a bunch of heterogeneous clients collaboratively train a model without sharing training data. In this work, we consider a practical and ubiquitous issue in federated learning: intermittent client availability, where the set of eligible clients may change during the training process. Such an intermittent client availability model would significantly deteriorate the performance of the classical Federated Averaging algorithm (FedAvg for short). We propose a simple distributed non-convex optimization algorithm, called Federated Latest Averaging (FedLaAvg for short), which leverages the latest gradients of all clients, even when the clients are not available, to jointly update the global model in each iteration. Our theoretical analysis shows that FedLaAvg attains the convergence rate of $O(1/(N^{1/4} T^{1/2}))$, achieving a sublinear speedup with respect to the total number of clients. We implement and evaluate FedLaAvg with the CIFAR-10 dataset. The evaluation results demonstrate that FedLaAvg indeed reaches a sublinear speedup and achieves 4.23% higher test accuracy than FedAvg.
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