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Using techniques developed recently in the field of compressed sensing we prove new upper bounds for general (non-linear) sampling numbers of (quasi-)Banach smoothness spaces in $L^2$. In relevant cases such as mixed and isotropic weighted Wiener classes or Sobolev spaces with mixed smoothness, sampling numbers in $L^2$ can be upper bounded by best $n$-term trigonometric widths in $L^\infty$. We describe a recovery procedure based on $\ell^1$-minimization (basis pursuit denoising) using only $m$ function values. With this method, a significant gain in the rate of convergence compared to recently developed linear recovery methods is achieved. In this deterministic worst-case setting we see an additional speed-up of $n^{-1/2}$ compared to linear methods in case of weighted Wiener spaces. For their quasi-Banach counterparts even arbitrary polynomial speed-up is possible. Surprisingly, our approach allows to recover mixed smoothness Sobolev functions belonging to $S^r_pW(\mathbb{T}^d)$ on the $d$-torus with a logarithmically better rate of convergence than any linear method can achieve when $1 < p < 2$ and $d$ is large. This effect is not present for isotropic Sobolev spaces.

In this paper, we consider a general notion of convolution. Let $D$ be a finite domain and let $D^n$ be the set of $n$-length vectors (tuples) of $D$. Let $f : D \times D \to D$ be a function and let $\oplus_f$ be a coordinate-wise application of $f$. The $f$-Convolution of two functions $g,h : D^n \to \{-M,\ldots,M\}$ is $$(g \otimes_f h)(\textbf{v}) := \sum_{\substack{\textbf{v}_g,\textbf{v}_h \in D^n\\ \text{s.t. } \textbf{v}_g \oplus_f \textbf{v}_h}} g(\textbf{v}_g) \cdot h(\textbf{v}_h)$$ for every $\textbf{v} \in D^n$. This problem generalizes many fundamental convolutions such as Subset Convolution, XOR Product, Covering Product or Packing Product, etc. For arbitrary function $f$ and domain $D$ we can compute $f$-Convolution via brute-force enumeration in $\widetilde{O}(|D|^{2n}\mathrm{polylog}(M))$ time. Our main result is an improvement over this naive algorithm. We show that $f$-Convolution can be computed exactly in $\widetilde{O}((c \cdot |D|^2)^{n}\mathrm{polylog}(M))$ for constant $c := 3/4$ when $D$ has even cardinality. Our main observation is that a \emph{cyclic partition} of a function $f : D \times D \to D$ can be used to speed up the computation of $f$-Convolution, and we show that an appropriate cyclic partition exists for every $f$. Furthermore, we demonstrate that a single entry of the $f$-Convolution can be computed more efficiently. In this variant, we are given two functions $g,h : D^n \to \{-M,\ldots,M\}$ alongside with a vector $\textbf{v} \in D^n$ and the task of the $f$-Query problem is to compute integer $(g \otimes_f h)(\textbf{v})$. This is a generalization of the well-known Orthogonal Vectors problem. We show that $f$-Query can be computed in $\widetilde{O}(|D|^{\frac{\omega}{2} n}\mathrm{polylog}(M))$ time, where $\omega \in [2,2.372)$ is the exponent of currently fastest matrix multiplication algorithm.

In this paper, we study fast first-order algorithms that approximately solve linear programs (LPs). More specifically, we apply algorithms from online linear programming to offline LPs and derive algorithms that are free of any matrix multiplication. To further improve the applicability of the proposed methods, we propose a variable-duplication technique that achieves $\mathcal{O}(\sqrt{mn/K})$ optimality gap by copying each variable $K$ times. Moreover, we identify that online algorithms can be efficiently incorporated into a column generation framework for large-scale LPs. Finally, numerical experiments show that our proposed methods can be applied either as an approximate direct solver or as an initialization subroutine in frameworks of exact LP solving.

Hypergraph clustering is a basic algorithmic primitive for analyzing complex datasets and systems characterized by multiway interactions, such as group email conversations, groups of co-purchased retail products, and co-authorship data. This paper presents a practical $O(\log n)$-approximation algorithm for a broad class of hypergraph ratio cut clustering objectives. This includes objectives involving generalized hypergraph cut functions, which allow a user to penalize cut hyperedges differently depending on the number of nodes in each cluster. Our method is a generalization of the cut-matching framework for graph ratio cuts, and relies only on solving maximum s-t flow problems in a special reduced graph. It is significantly faster than existing hypergraph ratio cut algorithms, while also solving a more general problem. In numerical experiments on various types of hypergraphs, we show that it quickly finds ratio cut solutions within a small factor of optimality.

Loss functions serve as the foundation of supervised learning and are often chosen prior to model development. To avoid potentially ad hoc choices of losses, statistical decision theory describes a desirable property for losses known as \emph{properness}, which asserts that Bayes' rule is optimal. Recent works have sought to \emph{learn losses} and models jointly. Existing methods do this by fitting an inverse canonical link function which monotonically maps $\mathbb{R}$ to $[0,1]$ to estimate probabilities for binary problems. In this paper, we extend monotonicity to maps between $\mathbb{R}^{C-1}$ and the projected probability simplex $\tilde{\Delta}^{C-1}$ by using monotonicity of gradients of convex functions. We present {\sc LegendreTron} as a novel and practical method that jointly learns \emph{proper canonical losses} and probabilities for multiclass problems. Tested on a benchmark of domains with up to 1,000 classes, our experimental results show that our method consistently outperforms the natural multiclass baseline under a $t$-test at 99% significance on all datasets with greater than 10 classes.

Classic algorithms and machine learning systems like neural networks are both abundant in everyday life. While classic computer science algorithms are suitable for precise execution of exactly defined tasks such as finding the shortest path in a large graph, neural networks allow learning from data to predict the most likely answer in more complex tasks such as image classification, which cannot be reduced to an exact algorithm. To get the best of both worlds, this thesis explores combining both concepts leading to more robust, better performing, more interpretable, more computationally efficient, and more data efficient architectures. The thesis formalizes the idea of algorithmic supervision, which allows a neural network to learn from or in conjunction with an algorithm. When integrating an algorithm into a neural architecture, it is important that the algorithm is differentiable such that the architecture can be trained end-to-end and gradients can be propagated back through the algorithm in a meaningful way. To make algorithms differentiable, this thesis proposes a general method for continuously relaxing algorithms by perturbing variables and approximating the expectation value in closed form, i.e., without sampling. In addition, this thesis proposes differentiable algorithms, such as differentiable sorting networks, differentiable renderers, and differentiable logic gate networks. Finally, this thesis presents alternative training strategies for learning with algorithms.

Graph convolution networks (GCN) are increasingly popular in many applications, yet remain notoriously hard to train over large graph datasets. They need to compute node representations recursively from their neighbors. Current GCN training algorithms suffer from either high computational costs that grow exponentially with the number of layers, or high memory usage for loading the entire graph and node embeddings. In this paper, we propose a novel efficient layer-wise training framework for GCN (L-GCN), that disentangles feature aggregation and feature transformation during training, hence greatly reducing time and memory complexities. We present theoretical analysis for L-GCN under the graph isomorphism framework, that L-GCN leads to as powerful GCNs as the more costly conventional training algorithm does, under mild conditions. We further propose L^2-GCN, which learns a controller for each layer that can automatically adjust the training epochs per layer in L-GCN. Experiments show that L-GCN is faster than state-of-the-arts by at least an order of magnitude, with a consistent of memory usage not dependent on dataset size, while maintaining comparable prediction performance. With the learned controller, L^2-GCN can further cut the training time in half. Our codes are available at //github.com/Shen-Lab/L2-GCN.

The era of big data provides researchers with convenient access to copious data. However, people often have little knowledge about it. The increasing prevalence of big data is challenging the traditional methods of learning causality because they are developed for the cases with limited amount of data and solid prior causal knowledge. This survey aims to close the gap between big data and learning causality with a comprehensive and structured review of traditional and frontier methods and a discussion about some open problems of learning causality. We begin with preliminaries of learning causality. Then we categorize and revisit methods of learning causality for the typical problems and data types. After that, we discuss the connections between learning causality and machine learning. At the end, some open problems are presented to show the great potential of learning causality with data.

Dynamic programming (DP) solves a variety of structured combinatorial problems by iteratively breaking them down into smaller subproblems. In spite of their versatility, DP algorithms are usually non-differentiable, which hampers their use as a layer in neural networks trained by backpropagation. To address this issue, we propose to smooth the max operator in the dynamic programming recursion, using a strongly convex regularizer. This allows to relax both the optimal value and solution of the original combinatorial problem, and turns a broad class of DP algorithms into differentiable operators. Theoretically, we provide a new probabilistic perspective on backpropagating through these DP operators, and relate them to inference in graphical models. We derive two particular instantiations of our framework, a smoothed Viterbi algorithm for sequence prediction and a smoothed DTW algorithm for time-series alignment. We showcase these instantiations on two structured prediction tasks and on structured and sparse attention for neural machine translation.