亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

For defining the optimal machine learning algorithm, the decision was not easy for which we shall choose. To help future researchers, we describe in this paper the optimal among the best of the algorithms. We built a synthetic data set and performed the supervised machine learning runs for five different algorithms. For heterogeneity, we identified Random Forest, among others, to be the best algorithm.

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a set of the average rewards with respect to distributions centered at the policy induced stationary distribution. Given a pre-collected dataset of multiple trajectories generated by some behavior policy, our goal is to learn a robust policy in a pre-specified policy class that can maximize the smallest value of this set. Leveraging the theory of semi-parametric statistics, we develop a statistically efficient policy learning method for estimating the de ned robust optimal policy. A rate-optimal regret bound up to a logarithmic factor is established in terms of total decision points in the dataset.

The graph matching problem seeks to find an alignment between the nodes of two graphs that minimizes the number of adjacency disagreements. Solving the graph matching is increasingly important due to it's applications in operations research, computer vision, neuroscience, and more. However, current state-of-the-art algorithms are inefficient in matching very large graphs, though they produce good accuracy. The main computational bottleneck of these algorithms is the linear assignment problem, which must be solved at each iteration. In this paper, we leverage the recent advances in the field of optimal transport to replace the accepted use of linear assignment algorithms. We present GOAT, a modification to the state-of-the-art graph matching approximation algorithm "FAQ" (Vogelstein, 2015), replacing its linear sum assignment step with the "Lightspeed Optimal Transport" method of Cuturi (2013). The modification provides improvements to both speed and empirical matching accuracy. The effectiveness of the approach is demonstrated in matching graphs in simulated and real data examples.

We give a new algorithm for the estimation of the cross-covariance matrix $\mathbb{E} XY'$ of two large dimensional signals $X\in\mathbb{R}^n$, $Y\in \mathbb{R}^p$ in the context where the number $T$ of observations of the pair $(X,Y)$ is itself large, but with $T/n$ and $T/p$ not supposed to be small. In the asymptotic regime where $n,p,T$ are large, with high probability, this algorithm is optimal for the Frobenius norm among rotationally invariant estimators, i.e. estimators derived from the empirical estimator by cleaning the singular values, while letting singular vectors unchanged.

Understanding the generalization of deep neural networks is one of the most important tasks in deep learning. Although much progress has been made, theoretical error bounds still often behave disparately from empirical observations. In this work, we develop margin-based generalization bounds, where the margins are normalized with optimal transport costs between independent random subsets sampled from the training distribution. In particular, the optimal transport cost can be interpreted as a generalization of variance which captures the structural properties of the learned feature space. Our bounds robustly predict the generalization error, given training data and network parameters, on large scale datasets. Theoretically, we demonstrate that the concentration and separation of features play crucial roles in generalization, supporting empirical results in the literature. The code is available at \url{//github.com/chingyaoc/kV-Margin}.

We study Markov chain Monte Carlo (MCMC) algorithms for target distributions defined on matrix spaces. Such an important sampling problem has yet to be analytically explored. We carry out a major step in covering this gap by developing the proper theoretical framework that allows for the identification of ergodicity properties of typical MCMC algorithms, relevant in such a context. Beyond the standard Random-Walk Metropolis (RWM) and preconditioned Crank--Nicolson (pCN), a contribution of this paper in the development of a novel algorithm, termed the `Mixed' pCN (MpCN). RWM and pCN are shown not to be geometrically ergodic for an important class of matrix distributions with heavy tails. In contrast, MpCN is robust across targets with different tail behaviour and has very good empirical performance within the class of heavy-tailed distributions. Geometric ergodicity for MpCN is not fully proven in this work, as some remaining drift conditions are quite challenging to obtain owing to the complexity of the state space. We do, however, make a lot of progress towards a proof, and show in detail the last steps left for future work. We illustrate the computational performance of the various algorithms through numerical applications, including calibration on real data of a challenging model arising in financial statistics.

The Wasserstein distance, rooted in optimal transport (OT) theory, is a popular discrepancy measure between probability distributions with various applications to statistics and machine learning. Despite their rich structure and demonstrated utility, Wasserstein distances are sensitive to outliers in the considered distributions, which hinders applicability in practice. Inspired by the Huber contamination model, we propose a new outlier-robust Wasserstein distance $\mathsf{W}_p^\varepsilon$ which allows for $\varepsilon$ outlier mass to be removed from each contaminated distribution. Our formulation amounts to a highly regular optimization problem that lends itself better for analysis compared to previously considered frameworks. Leveraging this, we conduct a thorough theoretical study of $\mathsf{W}_p^\varepsilon$, encompassing characterization of optimal perturbations, regularity, duality, and statistical estimation and robustness results. In particular, by decoupling the optimization variables, we arrive at a simple dual form for $\mathsf{W}_p^\varepsilon$ that can be implemented via an elementary modification to standard, duality-based OT solvers. We illustrate the benefits of our framework via applications to generative modeling with contaminated datasets.

A $(1+\epsilon)$-approximate distance oracle of an edge-weighted graph is a data structure that returns an approximate shortest path distance between any two query vertices up to a $(1+\epsilon)$ factor. Thorup (FOCS 2001, JACM 2004) and Klein (SODA 2002) independently constructed a $(1+\epsilon)$-approximate distance oracle with $O(n\log n)$ space, measured in number of words, and $O(1)$ query time when $G$ is an undirected planar graph with $n$ vertices and $\epsilon$ is a fixed constant. Many follow-up works gave $(1+\epsilon)$-approximate distance oracles with various trade-offs between space and query time. However, improving $O(n\log n)$ space bound without sacrificing query time remains an open problem for almost two decades. In this work, we resolve this problem affirmatively by constructing a $(1+\epsilon)$-approximate distance oracle with optimal $O(n)$ space and $O(1)$ query time for undirected planar graphs and fixed $\epsilon$. We also make substantial progress for planar digraphs with non-negative edge weights. For fixed $\epsilon > 0$, we give a $(1+\epsilon)$-approximate distance oracle with space $o(n\log(Nn))$ and $O(\log\log(Nn)$ query time; here $N$ is the ratio between the largest and smallest positive edge weight. This improves Thorup's (FOCS 2001, JACM 2004) $O(n\log(Nn)\log n)$ space bound by more than a logarithmic factor while matching the query time of his structure. This is the first improvement for planar digraphs in two decades, both in the weighted and unweighted setting.

In classical statistics, a statistical experiment consisting of $n$ i.i.d observations from d-dimensional multinomial distributions can be well approximated by a $d-1$ dimensional Gaussian distribution. In a quantum version of the result it has been shown that a collection of $n$ qudits of full rank can be well approximated by a quantum system containing a classical part, which is a $d-1$ dimensional Gaussian distribution, and a quantum part containing an ensemble of $d(d-1)/2$ shifted thermal states. In this paper, we obtain a generalization of this result when the qudits are not of full rank. We show that when the rank of the qudits is $r$, then the limiting experiment consists of an $r-1$ dimensional Gaussian distribution and an ensemble of both shifted pure and shifted thermal states. We also outline a two-stage procedure for the estimation of the low-rank qudit, where we obtain an estimator which is sharp minimax optimal. For the estimation of a linear functional of the quantum state, we construct an estimator, analyze the risk and use quantum LAN to show that our estimator is also optimal in the minimax sense.

We show that for the problem of testing if a matrix $A \in F^{n \times n}$ has rank at most $d$, or requires changing an $\epsilon$-fraction of entries to have rank at most $d$, there is a non-adaptive query algorithm making $\widetilde{O}(d^2/\epsilon)$ queries. Our algorithm works for any field $F$. This improves upon the previous $O(d^2/\epsilon^2)$ bound (SODA'03), and bypasses an $\Omega(d^2/\epsilon^2)$ lower bound of (KDD'14) which holds if the algorithm is required to read a submatrix. Our algorithm is the first such algorithm which does not read a submatrix, and instead reads a carefully selected non-adaptive pattern of entries in rows and columns of $A$. We complement our algorithm with a matching query complexity lower bound for non-adaptive testers over any field. We also give tight bounds of $\widetilde{\Theta}(d^2)$ queries in the sensing model for which query access comes in the form of $\langle X_i, A\rangle:=tr(X_i^\top A)$; perhaps surprisingly these bounds do not depend on $\epsilon$. We next develop a novel property testing framework for testing numerical properties of a real-valued matrix $A$ more generally, which includes the stable rank, Schatten-$p$ norms, and SVD entropy. Specifically, we propose a bounded entry model, where $A$ is required to have entries bounded by $1$ in absolute value. We give upper and lower bounds for a wide range of problems in this model, and discuss connections to the sensing model above.