We propose a framework for descriptively analyzing sets of partial orders based on the concept of depth functions. Despite intensive studies of depth functions in linear and metric spaces, there is very little discussion on depth functions for non-standard data types such as partial orders. We introduce an adaptation of the well-known simplicial depth to the set of all partial orders, the union-free generic (ufg) depth. Moreover, we utilize our ufg depth for a comparison of machine learning algorithms based on multidimensional performance measures. Concretely, we analyze the distribution of different classifier performances over a sample of standard benchmark data sets. Our results promisingly demonstrate that our approach differs substantially from existing benchmarking approaches and, therefore, adds a new perspective to the vivid debate on the comparison of classifiers.
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Models for the dynamics of congestion control generally involve systems of coupled differential equations. Universally, these models assume that traffic sources saturate the maximum transmissions allowed by the congestion control method. This is not suitable for studying congestion control of intermittent but bursty traffic sources. In this paper, we present a characterization of congestion control for arbitrary time-varying traffic that applies to rate-based as well as window-based congestion control. We leverage the capability of network calculus to precisely describe the input-output relationship at network elements for arbitrary source traffic. We show that our characterization can closely track the dynamics of even complex congestion control algorithms.
Successive interference cancellation (SIC) is used to approach the achievable information rates (AIRs) of joint detection and decoding for long-haul optical fiber links. The AIRs of memoryless ring constellations are compared to those of circularly symmetric complex Gaussian modulation for surrogate channel models with correlated phase noise. Simulations are performed for 1000 km of standard single-mode fiber with ideal Raman amplification. In this setup, 32 rings and 16 SIC-stages with Gaussian message-passing receivers achieve the AIR peaks of previous work. The computational complexity scales in proportion to the number of SIC-stages, where one stage has the complexity of separate detection and decoding.
(Economic) nonlinear model predictive control ((e)NMPC) requires dynamic models that are sufficiently accurate and computationally tractable. Data-driven surrogate models for mechanistic models can reduce the computational burden of (e)NMPC; however, such models are typically trained by system identification for maximum prediction accuracy on simulation samples and perform suboptimally in (e)NMPC. We present a method for end-to-end reinforcement learning of Koopman surrogate models for optimal performance as part of (e)NMPC. We apply our method to two applications derived from an established nonlinear continuous stirred-tank reactor model. The controller performance is compared to that of (e)NMPCs utilizing models trained using system identification, and model-free neural network controllers trained using reinforcement learning. We show that the end-to-end trained models outperform those trained using system identification in (e)NMPC, and that, in contrast to the neural network controllers, the (e)NMPC controllers can react to changes in the control setting without retraining.
In many applications, a combinatorial problem must be repeatedly solved with similar, but distinct parameters. Yet, the parameters $w$ are not directly observed; only contextual data $d$ that correlates with $w$ is available. It is tempting to use a neural network to predict $w$ given $d$. However, training such a model requires reconciling the discrete nature of combinatorial optimization with the gradient-based frameworks used to train neural networks. When the problem in question is an Integer Linear Program (ILP), one approach to overcome this training issue is to consider a continuous relaxation of the combinatorial problem. While existing methods utilizing this approach have shown to be highly effective on small problems, they do not always scale well to large problems. In this work, we draw on ideas from modern convex optimization to design a network and training scheme which scales effortlessly to problems with thousands of variables. Our experiments verify the computational advantage our proposed method enjoys on two representative problems, namely the shortest path problem and the knapsack problem.
We consider a nonparametric regression model with continuous endogenous independent variables when only discrete instruments are available that are independent of the error term. While this framework is very relevant for applied research, its implementation is cumbersome, as the regression function becomes the solution to a nonlinear integral equation. We propose a simple iterative procedure to estimate such models and showcase some of its asymptotic properties. In a simulation experiment, we discuss the details of its implementation in the case when the instrumental variable is binary. We conclude with an empirical application in which we examine the effect of pollution on house prices in a short panel of U.S. counties.
We propose a framework for probabilistic forecasting of dynamical systems based on generative modeling. Given observations of the system state over time, we formulate the forecasting problem as sampling from the conditional distribution of the future system state given its current state. To this end, we leverage the framework of stochastic interpolants, which facilitates the construction of a generative model between an arbitrary base distribution and the target. We design a fictitious, non-physical stochastic dynamics that takes as initial condition the current system state and produces as output a sample from the target conditional distribution in finite time and without bias. This process therefore maps a point mass centered at the current state onto a probabilistic ensemble of forecasts. We prove that the drift coefficient entering the stochastic differential equation (SDE) achieving this task is non-singular, and that it can be learned efficiently by square loss regression over the time-series data. We show that the drift and the diffusion coefficients of this SDE can be adjusted after training, and that a specific choice that minimizes the impact of the estimation error gives a F\"ollmer process. We highlight the utility of our approach on several complex, high-dimensional forecasting problems, including stochastically forced Navier-Stokes and video prediction on the KTH and CLEVRER datasets.
Modeling distributed computing in a way enabling the use of formal methods is a challenge that has been approached from different angles, among which two techniques emerged at the turn of the century: protocol complexes, and directed algebraic topology. In both cases, the considered computational model generally assumes communication via shared objects, typically a shared memory consisting of a collection of read-write registers. Our paper is concerned with network computing, where the processes are located at the nodes of a network, and communicate by exchanging messages along the edges of that network. Applying the topological approach for verification in network computing is a considerable challenge, mainly because the presence of identifiers assigned to the nodes yields protocol complexes whose size grows exponentially with the size of the underlying network. However, many of the problems studied in this context are of local nature, and their definitions do not depend on the identifiers or on the size of the network. We leverage this independence in order to meet the above challenge, and present $\textit{local}$ protocol complexes, whose sizes do not depend on the size of the network. As an application of the design of "compact" protocol complexes, we reformulate the celebrated lower bound of $\Omega(\log^*n)$ rounds for 3-coloring the $n$-node ring, in the algebraic topology framework.
Models with intractable normalizing functions have numerous applications. Because the normalizing constants are functions of the parameters of interest, standard Markov chain Monte Carlo cannot be used for Bayesian inference for these models. A number of algorithms have been developed for such models. Some have the posterior distribution as their asymptotic distribution. Other ``asymptotically inexact'' algorithms do not possess this property. There is limited guidance for evaluating approximations based on these algorithms. Hence it is very hard to tune them. We propose two new diagnostics that address these problems for intractable normalizing function models. Our first diagnostic, inspired by the second Bartlett identity, is in principle broadly applicable to Monte Carlo approximations beyond the normalizing function problem. We develop an approximate version of this diagnostic that is applicable to intractable normalizing function problems. Our second diagnostic is a Monte Carlo approximation to a kernel Stein discrepancy-based diagnostic introduced by Gorham and Mackey (2017). We provide theoretical justification for our methods and apply them to several algorithms in challenging simulated and real data examples including an Ising model, an exponential random graph model, and a Conway--Maxwell--Poisson regression model, obtaining interesting insights about the algorithms in these contexts.
Data consisting of a graph with a function mapping into $\R^d$ arise in many data applications, encompassing structures such as Reeb graphs, geometric graphs, and knot embeddings. As such, the ability to compare and cluster such objects is required in a data analysis pipeline, leading to a need for distances between them. In this work, we study the interleaving distance on discretization of these objects, $\R^d$-mapper graphs, where functor representations of the data can be compared by finding pairs of natural transformations between them. However, in many cases, computation of the interleaving distance is NP-hard. For this reason, we take inspiration from recent work by Robinson to find quality measures for families of maps that do not rise to the level of a natural transformation, called assignments. We then endow the functor images with the extra structure of a metric space and define a loss function which measures how far an assignment is from making the required diagrams of an interleaving commute. Finally we show that the computation of the loss function is polynomial with a given assignment. We believe this idea is both powerful and translatable, with the potential to provide approximations and bounds on interleavings in a broad array of contexts.
We introduce a generic framework that reduces the computational cost of object detection while retaining accuracy for scenarios where objects with varied sizes appear in high resolution images. Detection progresses in a coarse-to-fine manner, first on a down-sampled version of the image and then on a sequence of higher resolution regions identified as likely to improve the detection accuracy. Built upon reinforcement learning, our approach consists of a model (R-net) that uses coarse detection results to predict the potential accuracy gain for analyzing a region at a higher resolution and another model (Q-net) that sequentially selects regions to zoom in. Experiments on the Caltech Pedestrians dataset show that our approach reduces the number of processed pixels by over 50% without a drop in detection accuracy. The merits of our approach become more significant on a high resolution test set collected from YFCC100M dataset, where our approach maintains high detection performance while reducing the number of processed pixels by about 70% and the detection time by over 50%.
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