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We study the concept of the continuous mean distance of a weighted graph. For connected unweighted graphs, the mean distance can be defined as the arithmetic mean of the distances between all pairs of vertices. This parameter provides a natural measure of the compactness of the graph, and has been intensively studied, together with several variants, including its version for weighted graphs. The continuous analog of the (discrete) mean distance is the mean of the distances between all pairs of points on the edges of the graph. Despite being a very natural generalization, to the best of our knowledge this concept has been barely studied, since the jump from discrete to continuous implies having to deal with an infinite number of distances, something that increases the difficulty of the parameter. In this paper we show that the continuous mean distance of a weighted graph can be computed in time quadratic in the number of edges, by two different methods that apply fundamental concepts in discrete algorithms and computational geometry. We also present structural results that allow a faster computation of this continuous parameter for several classes of weighted graphs. Finally, we study the relation between the (discrete) mean distance and its continuous counterpart, mainly focusing on the relevant question of the convergence when iteratively subdividing the edges of the weighted graph.

We extend the methodology in [Yang et al., 2021] to learn autonomous continuous-time dynamical systems from invariant measures. We assume that our data accurately describes the dynamics' asymptotic statistics but that the available time history of observations is insufficient for approximating the Lagrangian velocity. Therefore, invariant measures are treated as the inference data and velocity learning is reformulated as a data-fitting, PDE-constrained optimization problem in which the stationary distributional solution to the Fokker--Planck equation is used as a differentiable surrogate forward model. We consider velocity parameterizations based upon global polynomials, piecewise polynomials, and fully connected neural networks, as well as various objective functions to compare synthetic and reference invariant measures. We utilize the adjoint-state method together with the backpropagation technique to efficiently perform gradient-based parameter identification. Numerical results for the Van der Pol oscillator and Lorenz-63 system, together with real-world applications to Hall-effect thruster dynamics and temperature prediction, are presented to demonstrate the effectiveness of the proposed approach.

Structured pruning is an effective approach for compressing large pre-trained neural networks without significantly affecting their performance. However, most current structured pruning methods do not provide any performance guarantees, and often require fine-tuning, which makes them inapplicable in the limited-data regime. We propose a principled data-efficient structured pruning method based on submodular optimization. In particular, for a given layer, we select neurons/channels to prune and corresponding new weights for the next layer, that minimize the change in the next layer's input induced by pruning. We show that this selection problem is a weakly submodular maximization problem, thus it can be provably approximated using an efficient greedy algorithm. Our method is guaranteed to have an exponentially decreasing error between the original model and the pruned model outputs w.r.t the pruned size, under reasonable assumptions. It is also one of the few methods in the literature that uses only a limited-number of training data and no labels. Our experimental results demonstrate that our method outperforms state-of-the-art methods in the limited-data regime.

In this work, we study how to build socially intelligent robots to assist people in their homes. In particular, we focus on assistance with online goal inference, where robots must simultaneously infer humans' goals and how to help them achieve those goals. Prior assistance methods either lack the adaptivity to adjust helping strategies (i.e., when and how to help) in response to uncertainty about goals or the scalability to conduct fast inference in a large goal space. Our NOPA (Neurally-guided Online Probabilistic Assistance) method addresses both of these challenges. NOPA consists of (1) an online goal inference module combining neural goal proposals with inverse planning and particle filtering for robust inference under uncertainty, and (2) a helping planner that discovers valuable subgoals to help with and is aware of the uncertainty in goal inference. We compare NOPA against multiple baselines in a new embodied AI assistance challenge: Online Watch-And-Help, in which a helper agent needs to simultaneously watch a main agent's action, infer its goal, and help perform a common household task faster in realistic virtual home environments. Experiments show that our helper agent robustly updates its goal inference and adapts its helping plans to the changing level of uncertainty.

We consider a class of learning problems in which an agent liquidates a risky asset while creating both transient price impact driven by an unknown convolution propagator and linear temporary price impact with an unknown parameter. We characterize the trader's performance as maximization of a revenue-risk functional, where the trader also exploits available information on a price predicting signal. We present a trading algorithm that alternates between exploration and exploitation phases and achieves sublinear regrets with high probability. For the exploration phase we propose a novel approach for non-parametric estimation of the price impact kernel by observing only the visible price process and derive sharp bounds on the convergence rate, which are characterised by the singularity of the propagator. These kernel estimation methods extend existing methods from the area of Tikhonov regularisation for inverse problems and are of independent interest. The bound on the regret in the exploitation phase is obtained by deriving stability results for the optimizer and value function of the associated class of infinite-dimensional stochastic control problems. As a complementary result we propose a regression-based algorithm to estimate the conditional expectation of non-Markovian signals and derive its convergence rate.

In this paper, we investigate discrete-time decision-making problems in uncertain systems with partially observed states. We consider a non-stochastic model, where uncontrolled disturbances acting on the system take values in bounded sets with unknown distributions. We present a general framework for decision-making in such problems by developing the notions of information states and approximate information states. In our definition of an information state, we introduce conditions to identify for an uncertain variable sufficient to construct a dynamic program (DP) that computes an optimal strategy. We show that many information states from the literature on worst-case control actions, e.g., the conditional range, are examples of our more general definition. Next, we relax these conditions to define approximate information states using only output variables, which can be learned from output data without knowledge of system dynamics. We use this notion to formulate an approximate DP that yields a strategy with a bounded performance loss. Finally, we illustrate the application of our results in control and reinforcement learning using numerical examples.

Understanding causality helps to structure interventions to achieve specific goals and enables predictions under interventions. With the growing importance of learning causal relationships, causal discovery tasks have transitioned from using traditional methods to infer potential causal structures from observational data to the field of pattern recognition involved in deep learning. The rapid accumulation of massive data promotes the emergence of causal search methods with brilliant scalability. Existing summaries of causal discovery methods mainly focus on traditional methods based on constraints, scores and FCMs, there is a lack of perfect sorting and elaboration for deep learning-based methods, also lacking some considers and exploration of causal discovery methods from the perspective of variable paradigms. Therefore, we divide the possible causal discovery tasks into three types according to the variable paradigm and give the definitions of the three tasks respectively, define and instantiate the relevant datasets for each task and the final causal model constructed at the same time, then reviews the main existing causal discovery methods for different tasks. Finally, we propose some roadmaps from different perspectives for the current research gaps in the field of causal discovery and point out future research directions.

This PhD thesis contains several contributions to the field of statistical causal modeling. Statistical causal models are statistical models embedded with causal assumptions that allow for the inference and reasoning about the behavior of stochastic systems affected by external manipulation (interventions). This thesis contributes to the research areas concerning the estimation of causal effects, causal structure learning, and distributionally robust (out-of-distribution generalizing) prediction methods. We present novel and consistent linear and non-linear causal effects estimators in instrumental variable settings that employ data-dependent mean squared prediction error regularization. Our proposed estimators show, in certain settings, mean squared error improvements compared to both canonical and state-of-the-art estimators. We show that recent research on distributionally robust prediction methods has connections to well-studied estimators from econometrics. This connection leads us to prove that general K-class estimators possess distributional robustness properties. We, furthermore, propose a general framework for distributional robustness with respect to intervention-induced distributions. In this framework, we derive sufficient conditions for the identifiability of distributionally robust prediction methods and present impossibility results that show the necessity of several of these conditions. We present a new structure learning method applicable in additive noise models with directed trees as causal graphs. We prove consistency in a vanishing identifiability setup and provide a method for testing substructure hypotheses with asymptotic family-wise error control that remains valid post-selection. Finally, we present heuristic ideas for learning summary graphs of nonlinear time-series models.

This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.

With the rapid increase of large-scale, real-world datasets, it becomes critical to address the problem of long-tailed data distribution (i.e., a few classes account for most of the data, while most classes are under-represented). Existing solutions typically adopt class re-balancing strategies such as re-sampling and re-weighting based on the number of observations for each class. In this work, we argue that as the number of samples increases, the additional benefit of a newly added data point will diminish. We introduce a novel theoretical framework to measure data overlap by associating with each sample a small neighboring region rather than a single point. The effective number of samples is defined as the volume of samples and can be calculated by a simple formula $(1-\beta^{n})/(1-\beta)$, where $n$ is the number of samples and $\beta \in [0,1)$ is a hyperparameter. We design a re-weighting scheme that uses the effective number of samples for each class to re-balance the loss, thereby yielding a class-balanced loss. Comprehensive experiments are conducted on artificially induced long-tailed CIFAR datasets and large-scale datasets including ImageNet and iNaturalist. Our results show that when trained with the proposed class-balanced loss, the network is able to achieve significant performance gains on long-tailed datasets.