The decision time of an infinite time algorithm is the supremum of its halting times over all real inputs. The decision time of a set of reals is the least decision time of an algorithm that decides the set; semidecision times of semidecidable sets are defined similary. It is not hard to see that $\omega_1$ is the maximal decision time of sets of reals. Our main results determine the supremum of countable decision times as $\sigma$ and that of countable semidecision times as $\tau$, where $\sigma$ and $\tau$ denote the suprema of $\Sigma_1$- and $\Sigma_2$-definable ordinals, respectively, over $L_{\omega_1}$. We further compute analogous suprema for singletons.
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By defining two important terms called basic perturbation vectors and obtaining their linear bounds, we obtain the linear componentwise perturbation bounds for unitary factors and upper triangular factors of the generalized Schur decomposition. The perturbation bounds for the diagonal elements of the upper triangular factors and the generalized invariant subspace are also derived. From the former, we present an upper bound and a condition number of the generalized eigenvalue. Furthermore, with numerical iterative method, the nonlinear componentwise perturbation bounds of the generalized Schur decomposition are also provided. Numerical examples are given to test the obtained bounds. Among them, we compare our upper bound and condition number of the generalized eigenvalue with their counterparts given in the literature. Numerical results show that they are very close to each other but our results don't contain the information on the left and right generalized eigenvectors.
The basic goal of survivable network design is to build cheap networks that guarantee the connectivity of certain pairs of nodes despite the failure of a few edges or nodes. A celebrated result by Jain [Combinatorica'01] provides a 2-approximation for a wide class of these problems. However nothing better is known even for very basic special cases, raising the natural question whether any improved approximation factor is possible at all. In this paper we address one of the most basic problems in this family for which 2 is still the best-known approximation factor, the Forest Augmentation Problem (FAP): given an undirected unweighted graph (that w.l.o.g. is a forest) and a collection of extra edges (links), compute a minimum cardinality subset of links whose addition to the graph makes it 2-edge-connected. Several better-than-2 approximation algorithms are known for the special case where the input graph is a tree, a.k.a. the Tree Augmentation Problem (TAP). Recently this was achieved also for the weighted version of TAP, and for the k-edge-connectivity generalization of TAP. These results heavily exploit the fact that the input graph is connected, a condition that does not hold in FAP. In this paper we breach the 2-approximation barrier for FAP. Our result is based on two main ingredients. First, we describe a reduction to the Path Augmentation Problem (PAP), the special case of FAP where the input graph is a collection of disjoint paths. Our reduction is not approximation preserving, however it is sufficiently accurate to improve on a factor 2 approximation. Second, we present a better-than-2 approximation algorithm for PAP, an open problem on its own. Here we exploit a novel notion of implicit credits which might turn out to be helpful in future related work.
We give a fast algorithm for sampling uniform solutions of general constraint satisfaction problems (CSPs) in a local lemma regime. The expected running time of our algorithm is near-linear in $n$ and a fixed polynomial in $\Delta$, where $n$ is the number of variables and $\Delta$ is the max degree of constraints. Previously, up to similar conditions, sampling algorithms with running time polynomial in both $n$ and $\Delta$, only existed for the almost atomic case, where each constraint is violated by a small number of forbidden local configurations. Our sampling approach departs from all previous fast algorithms for sampling LLL, which were based on Markov chains. A crucial step of our algorithm is a recursive marginal sampler that is of independent interests. Within a local lemma regime, this marginal sampler can draw a random value for a variable according to its marginal distribution, at a local cost independent of the size of the CSP.
In this paper we get error bounds for fully discrete approximations of infinite horizon problems via the dynamic programming approach. It is well known that considering a time discretization with a positive step size $h$ an error bound of size $h$ can be proved for the difference between the value function (viscosity solution of the Hamilton-Jacobi-Bellman equation corresponding to the infinite horizon) and the value function of the discrete time problem. However, including also a spatial discretization based on elements of size $k$ an error bound of size $O(k/h)$ can be found in the literature for the error between the value functions of the continuous problem and the fully discrete problem. In this paper we revise the error bound of the fully discrete method and prove, under similar assumptions to those of the time discrete case, that the error of the fully discrete case is in fact $O(h+k)$ which gives first order in time and space for the method. This error bound matches the numerical experiments of many papers in the literature in which the behaviour $1/h$ from the bound $O(k/h)$ have not been observed.
SVD (singular value decomposition) is one of the basic tools of machine learning, allowing to optimize basis for a given matrix. However, sometimes we have a set of matrices $\{A_k\}_k$ instead, and would like to optimize a single common basis for them: find orthogonal matrices $U$, $V$, such that $\{U^T A_k V\}$ set of matrices is somehow simpler. For example DCT-II is orthonormal basis of functions commonly used in image/video compression - as discussed here, this kind of basis can be quickly automatically optimized for a given dataset. While also discussed gradient descent optimization might be computationally costly, there is proposed CSVD (common SVD): fast general approach based on SVD. Specifically, we choose $U$ as built of eigenvectors of $\sum_i (w_k)^q (A_k A_k^T)^p$ and $V$ of $\sum_k (w_k)^q (A_k^T A_k)^p$, where $w_k$ are their weights, $p,q>0$ are some chosen powers e.g. 1/2, optionally with normalization e.g. $A \to A - rc^T$ where $r_i=\sum_j A_{ij}, c_j =\sum_i A_{ij}$.
Weighted automata are a generalization of nondeterministic automata that associate a weight drawn from a semiring $K$ with every transition and every state. Their behaviours can be formalized either as weighted language equivalence or weighted bisimulation. In this paper we explore the properties of weighted automata in the framework of coalgebras over (i) the category $\mathsf{SMod}$ of semimodules over a semiring $K$ and $K$-linear maps, and (ii) the category $\mathsf{Set}$ of sets and maps. We show that the behavioural equivalences defined by the corresponding final coalgebras in these two cases characterize weighted language equivalence and weighted bisimulation, respectively. These results extend earlier work by Bonchi et al. using the category $\mathsf{Vect}$ of vector spaces and linear maps as the underlying model for weighted automata with weights drawn from a field $K$. The key step in our work is generalizing the notions of linear relation and linear bisimulation of Boreale from vector spaces to semimodules using the concept of the kernel of a $K$-linear map in the sense of universal algebra. We also provide an abstract procedure for forward partition refinement for computing weighted language equivalence. Since for weighted automata defined over semirings the problem is undecidable in general, it is guaranteed to halt only in special cases. We provide sufficient conditions for the termination of our procedure. Although the results are similar to those of Bonchi et al., many of our proofs are new, especially those about the coalgebra in $\mathsf{SMod}$ characterizing weighted language equivalence.
We provide a decision theoretic analysis of bandit experiments. The setting corresponds to a dynamic programming problem, but solving this directly is typically infeasible. Working within the framework of diffusion asymptotics, we define suitable notions of asymptotic Bayes and minimax risk for bandit experiments. For normally distributed rewards, the minimal Bayes risk can be characterized as the solution to a nonlinear second-order partial differential equation (PDE). Using a limit of experiments approach, we show that this PDE characterization also holds asymptotically under both parametric and non-parametric distribution of the rewards. The approach further describes the state variables it is asymptotically sufficient to restrict attention to, and therefore suggests a practical strategy for dimension reduction. The upshot is that we can approximate the dynamic programming problem defining the bandit experiment with a PDE which can be efficiently solved using sparse matrix routines. We derive the optimal Bayes and minimax policies from the numerical solutions to these equations. The proposed policies substantially dominate existing methods such as Thompson sampling. The framework also allows for substantial generalizations to the bandit problem such as time discounting and pure exploration motives.
In this paper we study the finite sample and asymptotic properties of various weighting estimators of the local average treatment effect (LATE), several of which are based on Abadie (2003)'s kappa theorem. Our framework presumes a binary endogenous explanatory variable ("treatment") and a binary instrumental variable, which may only be valid after conditioning on additional covariates. We argue that one of the Abadie estimators, which we show is weight normalized, is likely to dominate the others in many contexts. A notable exception is in settings with one-sided noncompliance, where certain unnormalized estimators have the advantage of being based on a denominator that is bounded away from zero. We use a simulation study and three empirical applications to illustrate our findings. In applications to causal effects of college education using the college proximity instrument (Card, 1995) and causal effects of childbearing using the sibling sex composition instrument (Angrist and Evans, 1998), the unnormalized estimates are clearly unreasonable, with "incorrect" signs, magnitudes, or both. Overall, our results suggest that (i) the relative performance of different kappa weighting estimators varies with features of the data-generating process; and that (ii) the normalized version of Tan (2006)'s estimator may be an attractive alternative in many contexts. Applied researchers with access to a binary instrumental variable should also consider covariate balancing or doubly robust estimators of the LATE.
We prove linear convergence of gradient descent to a global minimum for the training of deep residual networks with constant layer width and smooth activation function. We further show that the trained weights, as a function of the layer index, admits a scaling limit which is H\"older continuous as the depth of the network tends to infinity. The proofs are based on non-asymptotic estimates of the loss function and of norms of the network weights along the gradient descent path. We illustrate the relevance of our theoretical results to practical settings using detailed numerical experiments on supervised learning problems.
In this paper, we study the problem of exploring an unknown Region Of Interest (ROI) with a team of aerial robots. The size and shape of the ROI are unknown to the robots. The objective is to find a tour for each robot such that each point in the ROI must be visible from the field-of-view of some robot along its tour. In conventional exploration using ground robots, the ROI boundary is typically also as an obstacle and robots are naturally constrained to the interior of this ROI. Instead, we study the case where aerial robots are not restricted to flying inside the ROI (and can fly over the boundary of the ROI). We propose a recursive depth-first search-based algorithm that yields a constant competitive ratio for the exploration problem. Our analysis also extends to the case where the ROI is translating, \eg, in the case of marine plumes. In the simpler version of the problem where the ROI is modeled as a 2D grid, the competitive ratio is $\frac{2(S_r+S_p)(R+\lfloor\log{R}\rfloor)}{(S_r-S_p)(1+\lfloor\log{R}\rfloor)}$ where $R$ is the number of robots, and $S_r$ and $S_p$ are the robot speed and the ROI speed, respectively. We also consider a more realistic scenario where the ROI shape is not restricted to grid cells but an arbitrary shape. We show our algorithm has $\frac{2(S_r+S_p)(18R+\lfloor\log{R}\rfloor)}{(S_r-S_p)(1+\lfloor\log{R}\rfloor)}$ competitive ratio under some conditions. We empirically verify our algorithm using simulations as well as a proof-of-concept experiment mapping a 2D ROI using an aerial robot with a downwards-facing camera.
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