Physical simulation-based optimization is a common task in science and engineering. Many such simulations produce image- or tensor-based outputs where the desired objective is a function of those outputs, and optimization is performed over a high-dimensional parameter space. We develop a Bayesian optimization method leveraging tensor-based Gaussian process surrogates and trust region Bayesian optimization to effectively model the image outputs and to efficiently optimize these types of simulations, including a radio-frequency tower configuration problem and an optical design problem.
相關內容
Massive sized survival datasets are becoming increasingly prevalent with the development of the healthcare industry. Such datasets pose computational challenges unprecedented in traditional survival analysis use-cases. A popular way for coping with massive datasets is downsampling them to a more manageable size, such that the computational resources can be afforded by the researcher. Cox proportional hazards regression has remained one of the most popular statistical models for the analysis of survival data to-date. This work addresses the settings of right censored and possibly left truncated data with rare events, such that the observed failure times constitute only a small portion of the overall sample. We propose Cox regression subsampling-based estimators that approximate their full-data partial-likelihood-based counterparts, by assigning optimal sampling probabilities to censored observations, and including all observed failures in the analysis. Asymptotic properties of the proposed estimators are established under suitable regularity conditions, and simulation studies are carried out to evaluate the finite sample performance of the estimators. We further apply our procedure on UK-biobank colorectal cancer genetic and environmental risk factors.
We present an algorithm for the maximum matching problem in dynamic (insertion-deletions) streams with *asymptotically optimal* space complexity: for any $n$-vertex graph, our algorithm with high probability outputs an $\alpha$-approximate matching in a single pass using $O(n^2/\alpha^3)$ bits of space. A long line of work on the dynamic streaming matching problem has reduced the gap between space upper and lower bounds first to $n^{o(1)}$ factors [Assadi-Khanna-Li-Yaroslavtsev; SODA 2016] and subsequently to $\text{polylog}{(n)}$ factors [Dark-Konrad; CCC 2020]. Our upper bound now matches the Dark-Konrad lower bound up to $O(1)$ factors, thus completing this research direction. Our approach consists of two main steps: we first (provably) identify a family of graphs, similar to the instances used in prior work to establish the lower bounds for this problem, as the only "hard" instances to focus on. These graphs include an induced subgraph which is both sparse and contains a large matching. We then design a dynamic streaming algorithm for this family of graphs which is more efficient than prior work. The key to this efficiency is a novel sketching method, which bypasses the typical loss of $\text{polylog}{(n)}$-factors in space compared to standard $L_0$-sampling primitives, and can be of independent interest in designing optimal algorithms for other streaming problems.
Bayesian nonlinear mixed effects models for data in the form of continuous, repeated measurements from a population, also known as Bayesian hierarchical nonlinear models, are a popular platform for analysis when interest focuses on individual specific characteristics and relevant uncertainty quantification. Due to the limitation of computational power, this framework was relatively dormant until the late 1980s, but in recent years, the statistical research community saw vigorous development of new methodological and computational techniques for these models, the emergence of software, and wide application of the models in numerous industrial and academic fields. This article presents an overview of the formulation, interpretation, and implementation of Bayesian nonlinear mixed effects models and surveys recent advances and applications.
This paper considers the problem of measure estimation under the barycentric coding model (BCM), in which an unknown measure is assumed to belong to the set of Wasserstein-2 barycenters of a finite set of known measures. Estimating a measure under this model is equivalent to estimating the unknown barycenteric coordinates. We provide novel geometrical, statistical, and computational insights for measure estimation under the BCM, consisting of three main results. Our first main result leverages the Riemannian geometry of Wasserstein-2 space to provide a procedure for recovering the barycentric coordinates as the solution to a quadratic optimization problem assuming access to the true reference measures. The essential geometric insight is that the parameters of this quadratic problem are determined by inner products between the optimal displacement maps from the given measure to the reference measures defining the BCM. Our second main result then establishes an algorithm for solving for the coordinates in the BCM when all the measures are observed empirically via i.i.d. samples. We prove precise rates of convergence for this algorithm -- determined by the smoothness of the underlying measures and their dimensionality -- thereby guaranteeing its statistical consistency. Finally, we demonstrate the utility of the BCM and associated estimation procedures in three application areas: (i) covariance estimation for Gaussian measures; (ii) image processing; and (iii) natural language processing.
Various fields of science face a reproducibility crisis. For quantum software engineering as an emerging field, it is therefore imminent to focus on proper reproducibility engineering from the start. Yet the provision of reproduction packages is almost universally lacking. Actionable advice on how to build such packages is rare, particularly unfortunate in a field with many contributions from researchers with backgrounds outside computer science. In this article, we argue how to rectify this deficiency by proposing a 1-2-3~approach to reproducibility engineering for quantum software experiments: Using a meta-generation mechanism, we generate DOI-safe, long-term functioning and dependency-free reproduction packages. They are designed to satisfy the requirements of professional and learned societies solely on the basis of project-specific research artefacts (source code, measurement and configuration data), and require little temporal investment by researchers. Our scheme ascertains long-term traceability even when the quantum processor itself is no longer accessible. By drastically lowering the technical bar, we foster the proliferation of reproduction packages in quantum software experiments and ease the inclusion of non-CS researchers entering the field.
We propose a dimension reduction technique for Bayesian inverse problems with nonlinear forward operators, non-Gaussian priors, and non-Gaussian observation noise. The likelihood function is approximated by a ridge function, i.e., a map which depends non-trivially only on a few linear combinations of the parameters. We build this ridge approximation by minimizing an upper bound on the Kullback--Leibler divergence between the posterior distribution and its approximation. This bound, obtained via logarithmic Sobolev inequalities, allows one to certify the error of the posterior approximation. Computing the bound requires computing the second moment matrix of the gradient of the log-likelihood function. In practice, a sample-based approximation of the upper bound is then required. We provide an analysis that enables control of the posterior approximation error due to this sampling. Numerical and theoretical comparisons with existing methods illustrate the benefits of the proposed methodology.
Bayesian optimization over the latent spaces of deep autoencoder models (DAEs) has recently emerged as a promising new approach for optimizing challenging black-box functions over structured, discrete, hard-to-enumerate search spaces (e.g., molecules). Here the DAE dramatically simplifies the search space by mapping inputs into a continuous latent space where familiar Bayesian optimization tools can be more readily applied. Despite this simplification, the latent space typically remains high-dimensional. Thus, even with a well-suited latent space, these approaches do not necessarily provide a complete solution, but may rather shift the structured optimization problem to a high-dimensional one. In this paper, we propose LOL-BO, which adapts the notion of trust regions explored in recent work on high-dimensional Bayesian optimization to the structured setting. By reformulating the encoder to function as both an encoder for the DAE globally and as a deep kernel for the surrogate model within a trust region, we better align the notion of local optimization in the latent space with local optimization in the input space. LOL-BO achieves as much as 20 times improvement over state-of-the-art latent space Bayesian optimization methods across six real-world benchmarks, demonstrating that improvement in optimization strategies is as important as developing better DAE models.
Graph neural networks, a popular class of models effective in a wide range of graph-based learning tasks, have been shown to be vulnerable to adversarial attacks. While the majority of the literature focuses on such vulnerability in node-level classification tasks, little effort has been dedicated to analysing adversarial attacks on graph-level classification, an important problem with numerous real-life applications such as biochemistry and social network analysis. The few existing methods often require unrealistic setups, such as access to internal information of the victim models, or an impractically-large number of queries. We present a novel Bayesian optimisation-based attack method for graph classification models. Our method is black-box, query-efficient and parsimonious with respect to the perturbation applied. We empirically validate the effectiveness and flexibility of the proposed method on a wide range of graph classification tasks involving varying graph properties, constraints and modes of attack. Finally, we analyse common interpretable patterns behind the adversarial samples produced, which may shed further light on the adversarial robustness of graph classification models.
Proximal Policy Optimization (PPO) is a highly popular model-free reinforcement learning (RL) approach. However, in continuous state and actions spaces and a Gaussian policy -- common in computer animation and robotics -- PPO is prone to getting stuck in local optima. In this paper, we observe a tendency of PPO to prematurely shrink the exploration variance, which naturally leads to slow progress. Motivated by this, we borrow ideas from CMA-ES, a black-box optimization method designed for intelligent adaptive Gaussian exploration, to derive PPO-CMA, a novel proximal policy optimization approach that can expand the exploration variance on objective function slopes and shrink the variance when close to the optimum. This is implemented by using separate neural networks for policy mean and variance and training the mean and variance in separate passes. Our experiments demonstrate a clear improvement over vanilla PPO in many difficult OpenAI Gym MuJoCo tasks.
We consider the task of learning the parameters of a {\em single} component of a mixture model, for the case when we are given {\em side information} about that component, we call this the "search problem" in mixture models. We would like to solve this with computational and sample complexity lower than solving the overall original problem, where one learns parameters of all components. Our main contributions are the development of a simple but general model for the notion of side information, and a corresponding simple matrix-based algorithm for solving the search problem in this general setting. We then specialize this model and algorithm to four common scenarios: Gaussian mixture models, LDA topic models, subspace clustering, and mixed linear regression. For each one of these we show that if (and only if) the side information is informative, we obtain parameter estimates with greater accuracy, and also improved computation complexity than existing moment based mixture model algorithms (e.g. tensor methods). We also illustrate several natural ways one can obtain such side information, for specific problem instances. Our experiments on real data sets (NY Times, Yelp, BSDS500) further demonstrate the practicality of our algorithms showing significant improvement in runtime and accuracy.
小貼士
登錄享
相關主題
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191