The max-relative entropy and the conditional min-entropy it induces have become central to one-shot information theory. Both may be expressed in terms of a conic program over the positive semidefinite cone. Recently, it was shown that the same conic program altered to be over the separable cone admits an operational interpretation in terms of communicating classical information over a quantum channel. In this work, we generalize this framework of replacing the cone to determine which results in quantum information theory rely upon the positive semidefinite cone and which can be generalized. We show the fully quantum Stein's lemma and asymptotic equipartition property break down if the cone exponentially increases in resourcefulness but never approximates the positive semidefinite cone. However, we show for CQ states, the separable cone is sufficient to recover the asymptotic theory, thereby drawing a strong distinction between the fully and partial quantum settings. We present parallel results for the extended conditional min-entropy. In doing so, we extend the notion of k-superpositive channels to superchannels. We also present operational uses of this framework. We first show the cone restricted min-entropy of a Choi operator captures a measure of entanglement-assisted noiseless classical communication using restricted measurements. We show that quantum majorization results naturally generalize to other cones. As a novel example, we introduce a new min-entropy-like quantity that captures the quantum majorization of quantum channels in terms of bistochastic pre-processing. Lastly, we relate this framework to general conic norms and their non-additivity. Throughout this work we emphasize the introduced measures' relationship to general convex resource theories. In particular, we look at both resource theories that capture locality and resource theories of coherence/Abelian symmetries.
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We consider an analysis of variance type problem, where the sample observations are random elements in an infinite dimensional space. This scenario covers the case, where the observations are random functions. For such a problem, we propose a test based on spatial signs. We develop an asymptotic implementation as well as a bootstrap implementation and a permutation implementation of this test and investigate their size and power properties. We compare the performance of our test with that of several mean based tests of analysis of variance for functional data studied in the literature. Interestingly, our test not only outperforms the mean based tests in several non-Gaussian models with heavy tails or skewed distributions, but in some Gaussian models also. Further, we also compare the performance of our test with the mean based tests in several models involving contaminated probability distributions. Finally, we demonstrate the performance of these tests in three real datasets: a Canadian weather dataset, a spectrometric dataset on chemical analysis of meat samples and a dataset on orthotic measurements on volunteers.
We consider stochastic gradient descent and its averaging variant for binary classification problems in a reproducing kernel Hilbert space. In the traditional analysis using a consistency property of loss functions, it is known that the expected classification error converges more slowly than the expected risk even when assuming a low-noise condition on the conditional label probabilities. Consequently, the resulting rate is sublinear. Therefore, it is important to consider whether much faster convergence of the expected classification error can be achieved. In recent research, an exponential convergence rate for stochastic gradient descent was shown under a strong low-noise condition but provided theoretical analysis was limited to the squared loss function, which is somewhat inadequate for binary classification tasks. In this paper, we show an exponential convergence of the expected classification error in the final phase of the stochastic gradient descent for a wide class of differentiable convex loss functions under similar assumptions. As for the averaged stochastic gradient descent, we show that the same convergence rate holds from the early phase of training. In experiments, we verify our analyses on the $L_2$-regularized logistic regression.
US Wind power generation has grown significantly over the last decades, both in number and average size of operating turbines. A lower specific power, i.e. larger rotor blades relative to wind turbine capacities, allows to increase capacity factors and to reduce cost. However, this development also reduces system efficiency, i.e. the share of power in the wind flowing through rotor swept areas which is converted to electricity. At the same time, also output power density, the amount of electric energy generated per unit of rotor swept area, may decrease due to the decline of specific power. The precise outcome depends, however, on the interplay of wind resources and wind turbine models. In this study, we present a decomposition of historical US wind power generation data for the period 2001-2021 to study to which extent the decrease in specific power affected system efficiency and output power density. We show that as a result of a decrease in specific power, system efficiency fell and therefore, output power density was reduced during the last decade. Furthermore, we show that the wind available to turbines has increased substantially due to increases in the average hub height of turbines since 2001. However, site quality has slightly decreased during the last 20 years.
There are good arguments to support the claim that deep neural networks (DNNs) capture better feature representations than the previous hand-crafted feature engineering, which leads to a significant performance improvement. In this paper, we move a tiny step towards understanding the dynamics of feature representations over layers. Specifically, we model the process of class separation of intermediate representations in pre-trained DNNs as the evolution of communities in dynamic graphs. Then, we introduce modularity, a generic metric in graph theory, to quantify the evolution of communities. In the preliminary experiment, we find that modularity roughly tends to increase as the layer goes deeper and the degradation and plateau arise when the model complexity is great relative to the dataset. Through an asymptotic analysis, we prove that modularity can be broadly used for different applications. For example, modularity provides new insights to quantify the difference between feature representations. More crucially, we demonstrate that the degradation and plateau in modularity curves represent redundant layers in DNNs and can be pruned with minimal impact on performance, which provides theoretical guidance for layer pruning. Our code is available at //github.com/yaolu-zjut/Dynamic-Graphs-Construction.
In this paper, we present a numerical strategy to check the strong stability (or GKS-stability) of one-step explicit totally upwind scheme in 1D with numerical boundary conditions. The underlying approximated continuous problem is a hyperbolic partial differential equation. Our approach is based on the Uniform Kreiss-Lopatinskii Condition, using linear algebra and complex analysis to count the number of zeros of the associated determinant. The study is illustrated with the Beam-Warming scheme together with the simplified inverse Lax-Wendroff procedure at the boundary.
Implicit Processes (IPs) represent a flexible framework that can be used to describe a wide variety of models, from Bayesian neural networks, neural samplers and data generators to many others. IPs also allow for approximate inference in function-space. This change of formulation solves intrinsic degenerate problems of parameter-space approximate inference concerning the high number of parameters and their strong dependencies in large models. For this, previous works in the literature have attempted to employ IPs both to set up the prior and to approximate the resulting posterior. However, this has proven to be a challenging task. Existing methods that can tune the prior IP result in a Gaussian predictive distribution, which fails to capture important data patterns. By contrast, methods producing flexible predictive distributions by using another IP to approximate the posterior process cannot tune the prior IP to the observed data. We propose here the first method that can accomplish both goals. For this, we rely on an inducing-point representation of the prior IP, as often done in the context of sparse Gaussian processes. The result is a scalable method for approximate inference with IPs that can tune the prior IP parameters to the data, and that provides accurate non-Gaussian predictive distributions.
In this paper we present a new dynamical systems algorithm for clustering in hyperspectral images. The main idea of the algorithm is that data points are \`pushed\' in the direction of increasing density and groups of pixels that end up in the same dense regions belong to the same class. This is essentially a numerical solution of the differential equation defined by the gradient of the density of data points on the data manifold. The number of classes is automated and the resulting clustering can be extremely accurate. In addition to providing a accurate clustering, this algorithm presents a new tool for understanding hyperspectral data in high dimensions. We evaluate the algorithm on the Urban (Available at www.tec.ary.mil/Hypercube/) scene comparing performance against the k-means algorithm using pre-identified classes of materials as ground truth.
We investigate the fine-grained and the parameterized complexity of several generalizations of binary constraint satisfaction problems (BINARY-CSPs), that subsume variants of graph colouring problems. Our starting point is the observation that several algorithmic approaches that resulted in complexity upper bounds for these problems, share a common structure. We thus explore an algebraic approach relying on semirings that unifies different generalizations of BINARY-CSPs (such as the counting, the list, and the weighted versions), and that facilitates a general algorithmic approach to efficiently solving them. The latter is inspired by the (component) twin-width parameter introduced by Bonnet et al., which we generalize via edge-labelled graphs in order to formulate it to arbitrary binary constraints. We consider input instances with bounded component twin-width, as well as constraint templates of bounded component twin-width, and obtain an FPT algorithm as well as an improved, exponential-time algorithm, for broad classes of binary constraints. We illustrate the advantages of this framework by instantiating our general algorithmic approach on several classes of problems (e.g., the $H$-coloring problem and its variants), and showing that it improves the best complexity upper bounds in the literature for several well-known problems.
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.
Graph convolutional networks (GCNs) have been successfully applied in node classification tasks of network mining. However, most of these models based on neighborhood aggregation are usually shallow and lack the "graph pooling" mechanism, which prevents the model from obtaining adequate global information. In order to increase the receptive field, we propose a novel deep Hierarchical Graph Convolutional Network (H-GCN) for semi-supervised node classification. H-GCN first repeatedly aggregates structurally similar nodes to hyper-nodes and then refines the coarsened graph to the original to restore the representation for each node. Instead of merely aggregating one- or two-hop neighborhood information, the proposed coarsening procedure enlarges the receptive field for each node, hence more global information can be learned. Comprehensive experiments conducted on public datasets demonstrate the effectiveness of the proposed method over the state-of-art methods. Notably, our model gains substantial improvements when only a few labeled samples are provided.
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