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Online 3-dimensional bin packing problem (O3D-BPP) is getting renewed prominence due to the industrial automation brought by Industry 4.0. However, due to limited attention in the past and its challenging nature, a good approximate algorithm is in scarcity as compared to 1D or 2D problems. This paper considers real-time O$3$D-BPP of cuboidal boxes with partial information (look-ahead) in an automated robotic sorting center. We present two rolling-horizon mixed-integer linear programming (MILP) cum-heuristic based algorithms: MPack (for bench-marking) and MPackLite (for real-time deployment). Additionally, we present a framework OPack that adapts and improves the performance of BP heuristics by utilizing information in an online setting with a look-ahead. We then perform a comparative analysis of BP heuristics (with and without OPack), MPack, and MPackLite on synthetic and industry provided data with increasing look-ahead. MPackLite and the baseline heuristics perform within bounds of robot operations and thus, can be used in real-time.

Estimating the volume of a convex body is a central problem in convex geometry and can be viewed as a continuous version of counting. We present a quantum algorithm that estimates the volume of an $n$-dimensional convex body within multiplicative error $\epsilon$ using $\tilde{O}(n^{3}+n^{2.5}/\epsilon)$ queries to a membership oracle and $\tilde{O}(n^{5}+n^{4.5}/\epsilon)$ additional arithmetic operations. For comparison, the best known classical algorithm uses $\tilde{O}(n^{4}+n^{3}/\epsilon^{2})$ queries and $\tilde{O}(n^{6}+n^{5}/\epsilon^{2})$ additional arithmetic operations. To the best of our knowledge, this is the first quantum speedup for volume estimation. Our algorithm is based on a refined framework for speeding up simulated annealing algorithms that might be of independent interest. This framework applies in the setting of "Chebyshev cooling", where the solution is expressed as a telescoping product of ratios, each having bounded variance. We develop several novel techniques when implementing our framework, including a theory of continuous-space quantum walks with rigorous bounds on discretization error. To complement our quantum algorithms, we also prove that volume estimation requires $\Omega(\sqrt n+1/\epsilon)$ quantum membership queries, which rules out the possibility of exponential quantum speedup in $n$ and shows optimality of our algorithm in $1/\epsilon$ up to poly-logarithmic factors.

GenEO ('Generalised Eigenvalue problems on the Overlap') is a method for computing an operator-dependent spectral coarse space to be combined with local solves on subdomains to form a robust parallel domain decomposition preconditioner for elliptic PDEs. It has previously been proved, in the self-adjoint and positive-definite case, that this method, when used as a preconditioner for conjugate gradients, yields iteration numbers which are completely independent of the heterogeneity of the coefficient field of the partial differential operator. We extend this theory to the case of convection-diffusion-reaction problems, which may be non-self-adjoint and indefinite, and whose discretisations are solved with preconditioned GMRES. The GenEO coarse space is defined here using a generalised eigenvalue problem based on a self-adjoint and positive-definite subproblem. We obtain GMRES iteration counts which are independent of the variation of the coefficient of the diffusion term in the operator and depend only very mildly on the variation of the other coefficients. While the iteration number estimates do grow as the non-self-adjointness and indefiniteness of the operator increases, practical tests indicate the deterioration is much milder. Thus we obtain an iterative solver which is efficient in parallel and very effective for a wide range of convection-diffusion-reaction problems.

We overcome two major bottlenecks in the study of low rank approximation by assuming the low rank factors themselves are sparse. Specifically, (1) for low rank approximation with spectral norm error, we show how to improve the best known $\mathsf{nnz}(\mathbf A) k / \sqrt{\varepsilon}$ running time to $\mathsf{nnz}(\mathbf A)/\sqrt{\varepsilon}$ running time plus low order terms depending on the sparsity of the low rank factors, and (2) for streaming algorithms for Frobenius norm error, we show how to bypass the known $\Omega(nk/\varepsilon)$ memory lower bound and obtain an $s k (\log n)/ \mathrm{poly}(\varepsilon)$ memory bound, where $s$ is the number of non-zeros of each low rank factor. Although this algorithm is inefficient, as it must be under standard complexity theoretic assumptions, we also present polynomial time algorithms using $\mathrm{poly}(s,k,\log n,\varepsilon^{-1})$ memory that output rank $k$ approximations supported on a $O(sk/\varepsilon)\times O(sk/\varepsilon)$ submatrix. Both the prior $\mathsf{nnz}(\mathbf A) k / \sqrt{\varepsilon}$ running time and the $nk/\varepsilon$ memory for these problems were long-standing barriers; our results give a natural way of overcoming them assuming sparsity of the low rank factors.

A major challenge in current optimization research for deep learning is to automatically find optimal step sizes for each update step. The optimal step size is closely related to the shape of the loss in the update step direction. However, this shape has not yet been examined in detail. This work shows empirically that the batch loss over lines in negative gradient direction is mostly convex locally and well suited for one-dimensional parabolic approximations. By exploiting this parabolic property we introduce a simple and robust line search approach, which performs loss-shape dependent update steps. Our approach combines well-known methods such as parabolic approximation, line search and conjugate gradient, to perform efficiently. It surpasses other step size estimating methods and competes with common optimization methods on a large variety of experiments without the need of hand-designed step size schedules. Thus, it is of interest for objectives where step-size schedules are unknown or do not perform well. Our extensive evaluation includes multiple comprehensive hyperparameter grid searches on several datasets and architectures. Finally, we provide a general investigation of exact line searches in the context of batch losses and exact losses, including their relation to our line search approach.

We consider neural network approximation spaces that classify functions according to the rate at which they can be approximated (with error measured in $L^p$) by ReLU neural networks with an increasing number of coefficients, subject to bounds on the magnitude of the coefficients and the number of hidden layers. We prove embedding theorems between these spaces for different values of $p$. Furthermore, we derive sharp embeddings of these approximation spaces into H\"older spaces. We find that, analogous to the case of classical function spaces (such as Sobolev spaces, or Besov spaces) it is possible to trade "smoothness" (i.e., approximation rate) for increased integrability. Combined with our earlier results in [arXiv:2104.02746], our embedding theorems imply a somewhat surprising fact related to "learning" functions from a given neural network space based on point samples: if accuracy is measured with respect to the uniform norm, then an optimal "learning" algorithm for reconstructing functions that are well approximable by ReLU neural networks is simply given by piecewise constant interpolation on a tensor product grid.

We consider the problem of approximating the arboricity of a graph $G= (V,E)$, which we denote by $\mathsf{arb}(G)$, in sublinear time, where the arboricity of a graph is the minimal number of forests required to cover its edges. An algorithm for this problem may perform degree and neighbor queries, and is allowed a small error probability. We design an algorithm that outputs an estimate $\hat{\alpha}$, such that with probability $1-1/\textrm{poly}(n)$, $\mathsf{arb}(G)/c\log^2 n \leq \hat{\alpha} \leq \mathsf{arb}(G)$, where $n=|V|$ and $c$ is a constant. The expected query complexity and running time of the algorithm are $O(n/\mathsf{arb}(G))\cdot \textrm{poly}(\log n)$, and this upper bound also holds with high probability. %($\widetilde{O}(\cdot)$ is used to suppress $\textrm{poly}(\log n)$ dependencies). This bound is optimal for such an approximation up to a $\textrm{poly}(\log n)$ factor.

In the negative perceptron problem we are given $n$ data points $({\boldsymbol x}_i,y_i)$, where ${\boldsymbol x}_i$ is a $d$-dimensional vector and $y_i\in\{+1,-1\}$ is a binary label. The data are not linearly separable and hence we content ourselves to find a linear classifier with the largest possible \emph{negative} margin. In other words, we want to find a unit norm vector ${\boldsymbol \theta}$ that maximizes $\min_{i\le n}y_i\langle {\boldsymbol \theta},{\boldsymbol x}_i\rangle$. This is a non-convex optimization problem (it is equivalent to finding a maximum norm vector in a polytope), and we study its typical properties under two random models for the data. We consider the proportional asymptotics in which $n,d\to \infty$ with $n/d\to\delta$, and prove upper and lower bounds on the maximum margin $\kappa_{\text{s}}(\delta)$ or -- equivalently -- on its inverse function $\delta_{\text{s}}(\kappa)$. In other words, $\delta_{\text{s}}(\kappa)$ is the overparametrization threshold: for $n/d\le \delta_{\text{s}}(\kappa)-\varepsilon$ a classifier achieving vanishing training error exists with high probability, while for $n/d\ge \delta_{\text{s}}(\kappa)+\varepsilon$ it does not. Our bounds on $\delta_{\text{s}}(\kappa)$ match to the leading order as $\kappa\to -\infty$. We then analyze a linear programming algorithm to find a solution, and characterize the corresponding threshold $\delta_{\text{lin}}(\kappa)$. We observe a gap between the interpolation threshold $\delta_{\text{s}}(\kappa)$ and the linear programming threshold $\delta_{\text{lin}}(\kappa)$, raising the question of the behavior of other algorithms.

We extend the theory of distance (Brownian) covariance from Euclidean spaces, where it was introduced by Sz\'{e}kely, Rizzo and Bakirov, to general metric spaces. We show that for testing independence, it is necessary and sufficient that the metric space be of strong negative type. In particular, we show that this holds for separable Hilbert spaces, which answers a question of Kosorok. Instead of the manipulations of Fourier transforms used in the original work, we use elementary inequalities for metric spaces and embeddings in Hilbert spaces.

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.