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

Gaussianization is a simple generative model that can be trained without backpropagation. It has shown compelling performance on low dimensional data. As the dimension increases, however, it has been observed that the convergence speed slows down. We show analytically that the number of required layers scales linearly with the dimension for Gaussian input. We argue that this is because the model is unable to capture dependencies between dimensions. Empirically, we find the same linear increase in cost for arbitrary input $p(x)$, but observe favorable scaling for some distributions. We explore potential speed-ups and formulate challenges for further research.

In this paper, we focus on non-conservative obstacle avoidance between robots with control affine dynamics with strictly convex and polytopic shapes. The core challenge for this obstacle avoidance problem is that the minimum distance between strictly convex regions or polytopes is generally implicit and non-smooth, such that distance constraints cannot be enforced directly in the optimization problem. To handle this challenge, we employ non-smooth control barrier functions to reformulate the avoidance problem in the dual space, with the positivity of the minimum distance between robots equivalently expressed using a quadratic program. Our approach is proven to guarantee system safety. We theoretically analyze the smoothness properties of the minimum distance quadratic program and its KKT conditions. We validate our approach by demonstrating computationally-efficient obstacle avoidance for multi-agent robotic systems with strictly convex and polytopic shapes. To our best knowledge, this is the first time a real-time QP problem can be formulated for general non-conservative avoidance between strictly convex shapes and polytopes.

Error-correcting codes have an important role in data storage and transmission and in cryptography, particularly in the post-quantum era. Hermitian matrices over finite fields and equipped with the rank metric have the potential to offer enhanced security with greater efficiency in encryption and decryption. One crucial tool for evaluating the error-correcting capabilities of a code is its weight distribution and the MacWilliams Theorem has long been used to identify this structure of new codes from their known duals. Earlier papers have developed the MacWilliams Theorem for certain classes of matrices in the form of a functional transformation, developed using $q$-algebra, character theory and Generalised Krawtchouk polynomials, which is easy to apply and also allows for moments of the weight distribution to be found. In this paper, recent work by Kai-Uwe Schmidt on the properties of codes based on Hermitian matrices such as bounds on their size and the eigenvalues of their association scheme is extended by introducing a negative-$q$ algebra to establish a MacWilliams Theorem in this form together with some of its associated moments. The similarities in this approach and in the paper for the Skew-Rank metric by Friedlander et al. have been emphasised to facilitate future generalisation to any translation scheme.

Reinforcement learning often needs to deal with the exponential growth of states and actions when exploring optimal control in high-dimensional spaces (often known as the curse of dimensionality). In this work, we address this issue by learning the inherent structure of action-wise similar MDP to appropriately balance the performance degradation versus sample/computational complexity. In particular, we partition the action spaces into multiple groups based on the similarity in transition distribution and reward function, and build a linear decomposition model to capture the difference between the intra-group transition kernel and the intra-group rewards. Both our theoretical analysis and experiments reveal a \emph{surprising and counter-intuitive result}: while a more refined grouping strategy can reduce the approximation error caused by treating actions in the same group as identical, it also leads to increased estimation error when the size of samples or the computation resources is limited. This finding highlights the grouping strategy as a new degree of freedom that can be optimized to minimize the overall performance loss. To address this issue, we formulate a general optimization problem for determining the optimal grouping strategy, which strikes a balance between performance loss and sample/computational complexity. We further propose a computationally efficient method for selecting a nearly-optimal grouping strategy, which maintains its computational complexity independent of the size of the action space.

In this paper, we present distributed fault-tolerant algorithms that approximate the centroid of a set of n data points in $\mathbb{R}^d$. Our work falls into the broader area of approximate multidimensional Byzantine agreement. The standard approach used in existing algorithms is to agree on a vector inside the convex hull of all correct vectors. This strategy dismisses many possibly correct data points. As a result, the algorithm does not necessarily agree on a representative value. In fact, this does not allow us to compute a better approximation than $2d$ of the centroid in the synchronous case. To find better approximation algorithms for the centroid, we investigate the trade-off between the quality of the approximation, the resilience of the algorithm, and the validity of the solution. For the synchronous case, we show that it is possible to achieve a $1$-approximation of the centroid with up to $t<n/(d+1)$ Byzantine data points. This approach however does not give any guarantee on the validity of the solution. Therefore, we develop a second approach that reaches a $2\sqrt{d}$-approximation of the centroid, while satisfying the standard validity condition for agreement protocols. We are even able to restrict the validity condition to agreement inside the box of correct data points, while achieving optimal resilience of $t< n/3$. For the asynchronous case, we can adapt all three algorithms to reach the same approximation results (up to a constant factor). Our results suggest that it is reasonable to study the trade-off between validity conditions and the quality of the solution.

In this paper, we consider feature screening for ultrahigh dimensional clustering analyses. Based on the observation that the marginal distribution of any given feature is a mixture of its conditional distributions in different clusters, we propose to screen clustering features by independently evaluating the homogeneity of each feature's mixture distribution. Important cluster-relevant features have heterogeneous components in their mixture distributions and unimportant features have homogeneous components. The well-known EM-test statistic is used to evaluate the homogeneity. Under general parametric settings, we establish the tail probability bounds of the EM-test statistic for the homogeneous and heterogeneous features, and further show that the proposed screening procedure can achieve the sure independent screening and even the consistency in selection properties. Limiting distribution of the EM-test statistic is also obtained for general parametric distributions. The proposed method is computationally efficient, can accurately screen for important cluster-relevant features and help to significantly improve clustering, as demonstrated in our extensive simulation and real data analyses.

Stochastic optimization has found wide applications in minimizing objective functions in machine learning, which motivates a lot of theoretical studies to understand its practical success. Most of existing studies focus on the convergence of optimization errors, while the generalization analysis of stochastic optimization is much lagging behind. This is especially the case for nonconvex and nonsmooth problems often encountered in practice. In this paper, we initialize a systematic stability and generalization analysis of stochastic optimization on nonconvex and nonsmooth problems. We introduce novel algorithmic stability measures and establish their quantitative connection on the gap between population gradients and empirical gradients, which is then further extended to study the gap between the Moreau envelope of the empirical risk and that of the population risk. To our knowledge, these quantitative connection between stability and generalization in terms of either gradients or Moreau envelopes have not been studied in the literature. We introduce a class of sampling-determined algorithms, for which we develop bounds for three stability measures. Finally, we apply these discussions to derive error bounds for stochastic gradient descent and its adaptive variant, where we show how to achieve an implicit regularization by tuning the step sizes and the number of iterations.

We revisit the problem of computing with noisy information considered in Feige et al. 1994, which includes computing the OR function from noisy queries, and computing the MAX, SEARCH and SORT functions from noisy pairwise comparisons. For $K$ given elements, the goal is to correctly recover the desired function with probability at least $1-\delta$ when the outcome of each query is flipped with probability $p$. We consider both the adaptive sampling setting where each query can be adaptively designed based on past outcomes, and the non-adaptive sampling setting where the query cannot depend on past outcomes. The prior work provides tight bounds on the worst-case query complexity in terms of the dependence on $K$. However, the upper and lower bounds do not match in terms of the dependence on $\delta$ and $p$. We improve the lower bounds for all the four functions under both adaptive and non-adaptive query models. Most of our lower bounds match the upper bounds up to constant factors when either $p$ or $\delta$ is bounded away from $0$, while the ratio between the best prior upper and lower bounds goes to infinity when $p\rightarrow 0$ or $p\rightarrow 1/2$. On the other hand, we also provide matching upper and lower bounds for the number of queries in expectation, improving both the upper and lower bounds for the variable-length query model.

Learning on big data brings success for artificial intelligence (AI), but the annotation and training costs are expensive. In future, learning on small data is one of the ultimate purposes of AI, which requires machines to recognize objectives and scenarios relying on small data as humans. A series of machine learning models is going on this way such as active learning, few-shot learning, deep clustering. However, there are few theoretical guarantees for their generalization performance. Moreover, most of their settings are passive, that is, the label distribution is explicitly controlled by one specified sampling scenario. This survey follows the agnostic active sampling under a PAC (Probably Approximately Correct) framework to analyze the generalization error and label complexity of learning on small data using a supervised and unsupervised fashion. With these theoretical analyses, we categorize the small data learning models from two geometric perspectives: the Euclidean and non-Euclidean (hyperbolic) mean representation, where their optimization solutions are also presented and discussed. Later, some potential learning scenarios that may benefit from small data learning are then summarized, and their potential learning scenarios are also analyzed. Finally, some challenging applications such as computer vision, natural language processing that may benefit from learning on small data are also surveyed.

This paper aims at revisiting Graph Convolutional Neural Networks by bridging the gap between spectral and spatial design of graph convolutions. We theoretically demonstrate some equivalence of the graph convolution process regardless it is designed in the spatial or the spectral domain. The obtained general framework allows to lead a spectral analysis of the most popular ConvGNNs, explaining their performance and showing their limits. Moreover, the proposed framework is used to design new convolutions in spectral domain with a custom frequency profile while applying them in the spatial domain. We also propose a generalization of the depthwise separable convolution framework for graph convolutional networks, what allows to decrease the total number of trainable parameters by keeping the capacity of the model. To the best of our knowledge, such a framework has never been used in the GNNs literature. Our proposals are evaluated on both transductive and inductive graph learning problems. Obtained results show the relevance of the proposed method and provide one of the first experimental evidence of transferability of spectral filter coefficients from one graph to another. Our source codes are publicly available at: //github.com/balcilar/Spectral-Designed-Graph-Convolutions