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While model selection is a well-studied topic in parametric and nonparametric regression or density estimation, selection of possibly high-dimensional nuisance parameters in semiparametric problems is far less developed. In this paper, we propose a selective machine learning framework for making inferences about a finite-dimensional functional defined on a semiparametric model, when the latter admits a doubly robust estimating function and several candidate machine learning algorithms are available for estimating the nuisance parameters. We introduce a new selection criterion aimed at bias reduction in estimating the functional of interest based on a novel definition of pseudo-risk inspired by the double robustness property. Intuitively, the proposed criterion selects a pair of learners with the smallest pseudo-risk, so that the estimated functional is least sensitive to perturbations of a nuisance parameter. We establish an oracle property for a multi-fold cross-validation version of the new selection criterion which states that our empirical criterion performs nearly as well as an oracle with a priori knowledge of the pseudo-risk for each pair of candidate learners. Finally, we apply the approach to model selection of a semiparametric estimator of average treatment effect given an ensemble of candidate machine learners to account for confounding in an observational study which we illustrate in simulations and a data application.

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Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such symmetry holding and ostensibly fail if symmetry is broken. This work considers under what conditions a sequence of probability measures asymptotically gains such symmetry or invariance to a collection of group actions. Considering the many symmetries of the Gaussian distribution, this work effectively proposes a non-parametric type of central limit theorem. That is, a Lipschitz function of a high dimensional random vector will be asymptotically invariant to the actions of certain compact topological groups. Applications of this include a partial law of the iterated logarithm for uniformly random points in an $\ell_p^n$-ball and an asymptotic equivalence between classical parametric statistical tests and their randomization counterparts even when invariance assumptions are violated.

Spiking neural network is a kind of neuromorphic computing that is believed to improve the level of intelligence and provide advantages for quantum computing. In this work, we address this issue by designing an optical spiking neural network and find that it can be used to accelerate the speed of computation, especially on combinatorial optimization problems. Here the spiking neural network is constructed by the antisymmetrically coupled degenerate optical parametric oscillator pulses and dissipative pulses. A nonlinear transfer function is chosen to mitigate amplitude inhomogeneities and destabilize the resulting local minima according to the dynamical behavior of spiking neurons. It is numerically shown that the spiking neural network-coherent Ising machines have excellent performance on combinatorial optimization problems, which is expected to offer new applications for neural computing and optical computing.

A numerical method is proposed for simulation of composite open quantum systems. It is based on Lindblad master equations and adiabatic elimination. Each subsystem is assumed to converge exponentially towards a stationary subspace, slightly impacted by some decoherence channels and weakly coupled to the other subsystems. This numerical method is based on a perturbation analysis with an asymptotic expansion. It exploits the formulation of the slow dynamics with reduced dimension. It relies on the invariant operators of the local and nominal dissipative dynamics attached to each subsystem. Second-order expansion can be computed only with local numerical calculations. It avoids computations on the tensor-product Hilbert space attached to the full system. This numerical method is particularly well suited for autonomous quantum error correction schemes. Simulations of such reduced models agree with complete full model simulations for typical gates acting on one and two cat-qubits (Z, ZZ and CNOT) when the mean photon number of each cat-qubit is less than 8. For larger mean photon numbers and gates with three cat-qubits (ZZZ and CCNOT), full model simulations are almost impossible whereas reduced model simulations remain accessible. In particular, they capture both the dominant phase-flip error-rate and the very small bit-flip error-rate with its exponential suppression versus the mean photon number.

Models of complex technological systems inherently contain interactions and dependencies among their input variables that affect their joint influence on the output. Such models are often computationally expensive and few sensitivity analysis methods can effectively process such complexities. Moreover, the sensitivity analysis field as a whole pays limited attention to the nature of interaction effects, whose understanding can prove to be critical for the design of safe and reliable systems. In this paper, we introduce and extensively test a simple binning approach for computing sensitivity indices and demonstrate how complementing it with the smart visualization method, simulation decomposition (SimDec), can permit important insights into the behavior of complex engineering models. The simple binning approach computes first-, second-order effects, and a combined sensitivity index, and is considerably more computationally efficient than Sobol' indices. The totality of the sensitivity analysis framework provides an efficient and intuitive way to analyze the behavior of complex systems containing interactions and dependencies.

Differential geometric approaches are ubiquitous in several fields of mathematics, physics and engineering, and their discretizations enable the development of network-based mathematical and computational frameworks, which are essential for large-scale data science. The Forman-Ricci curvature (FRC) - a statistical measure based on Riemannian geometry and designed for networks - is known for its high capacity for extracting geometric information from complex networks. However, extracting information from dense networks is still challenging due to the combinatorial explosion of high-order network structures. Motivated by this challenge we sought a set-theoretic representation theory for high-order network cells and FRC, as well as their associated concepts and properties, which together provide an alternative and efficient formulation for computing high-order FRC in complex networks. We provide a pseudo-code, a software implementation coined FastForman, as well as a benchmark comparison with alternative implementations. Crucially, our representation theory reveals previous computational bottlenecks and also accelerates the computation of FRC. As a consequence, our findings open new research possibilities in complex systems where higher-order geometric computations are required.

Robust generalization is a major challenge in deep learning, particularly when the number of trainable parameters is very large. In general, it is very difficult to know if the network has memorized a particular set of examples or understood the underlying rule (or both). Motivated by this challenge, we study an interpretable model where generalizing representations are understood analytically, and are easily distinguishable from the memorizing ones. Namely, we consider two-layer neural networks trained on modular arithmetic tasks where ($\xi \cdot 100\%$) of labels are corrupted (\emph{i.e.} some results of the modular operations in the training set are incorrect). We show that (i) it is possible for the network to memorize the corrupted labels \emph{and} achieve $100\%$ generalization at the same time; (ii) the memorizing neurons can be identified and pruned, lowering the accuracy on corrupted data and improving the accuracy on uncorrupted data; (iii) regularization methods such as weight decay, dropout and BatchNorm force the network to ignore the corrupted data during optimization, and achieve $100\%$ accuracy on the uncorrupted dataset; and (iv) the effect of these regularization methods is (``mechanistically'') interpretable: weight decay and dropout force all the neurons to learn generalizing representations, while BatchNorm de-amplifies the output of memorizing neurons and amplifies the output of the generalizing ones. Finally, we show that in the presence of regularization, the training dynamics involves two consecutive stages: first, the network undergoes the \emph{grokking} dynamics reaching high train \emph{and} test accuracy; second, it unlearns the memorizing representations, where train accuracy suddenly jumps from $100\%$ to $100 (1-\xi)\%$.

Distributed quantum computing is a promising computational paradigm for performing computations that are beyond the reach of individual quantum devices. Privacy in distributed quantum computing is critical for maintaining confidentiality and protecting the data in the presence of untrusted computing nodes. In this work, we introduce novel blind quantum machine learning protocols based on the quantum bipartite correlator algorithm. Our protocols have reduced communication overhead while preserving the privacy of data from untrusted parties. We introduce robust algorithm-specific privacy-preserving mechanisms with low computational overhead that do not require complex cryptographic techniques. We then validate the effectiveness of the proposed protocols through complexity and privacy analysis. Our findings pave the way for advancements in distributed quantum computing, opening up new possibilities for privacy-aware machine learning applications in the era of quantum technologies.

Rational function approximations provide a simple but flexible alternative to polynomial approximation, allowing one to capture complex non-linearities without oscillatory artifacts. However, there have been few attempts to use rational functions on noisy data due to the likelihood of creating spurious singularities. To avoid the creation of singularities, we use Bernstein polynomials and appropriate conditions on their coefficients to force the denominator to be strictly positive. While this reduces the range of rational polynomials that can be expressed, it keeps all the benefits of rational functions while maintaining the robustness of polynomial approximation in noisy data scenarios. Our numerical experiments on noisy data show that existing rational approximation methods continually produce spurious poles inside the approximation domain. This contrasts our method, which cannot create poles in the approximation domain and provides better fits than a polynomial approximation and even penalized splines on functions with multiple variables. Moreover, guaranteeing pole-free in an interval is critical for estimating non-constant coefficients when numerically solving differential equations using spectral methods. This provides a compact representation of the original differential equation, allowing numeric solvers to achieve high accuracy quickly, as seen in our experiments.

The equioscillation theorem interleaves the Haar condition, the existence and uniqueness and strong uniqueness of the optimal Chebyshev approximation and its characterization by the equioscillation condition in a way that cannot extend to multivariate approximation: Rice~[\emph{Transaction of the AMS}, 1963] says ''A form of alternation is still present for functions of several variables. However, there is apparently no simple method of distinguishing between the alternation of a best approximation and the alternation of other approximating functions. This is due to the fact that there is no natural ordering of the critical points.'' In addition, in the context of multivariate approximation the Haar condition is typically not satisfied and strong uniqueness may hold or not. The present paper proposes an multivariate equioscillation theorem, which includes such a simple alternation condition on error extrema, existence and a sufficient condition for strong uniqueness. To this end, the relationship between the properties interleaved in the univariate equioscillation theorem is clarified: first, a weak Haar condition is proposed, which simply implies existence. Second, the equioscillation condition is shown to be equivalent to the optimality condition of convex optimization, hence characterizing optimality independently from uniqueness. It is reformulated as the synchronized oscillations between the error extrema and the components of a related Haar matrix kernel vector, in a way that applies to multivariate approximation. Third, an additional requirement on the involved Haar matrix and its kernel vector, called strong equioscillation, is proved to be sufficient for the strong uniqueness of the solution. These three disconnected conditions give rise to a multivariate equioscillation theorem, where existence, characterization by equioscillation and strong uniqueness are separated, without involving the too restrictive Haar condition. Remarkably, relying on optimality condition of convex optimization gives rise to a quite simple proof. Instances of multivariate problems with strongly unique, non-strong but unique and non-unique solutions are presented to illustrate the scope of the theorem.

Heteroskedasticity testing in nonparametric regression is a classic statistical problem with important practical applications, yet fundamental limits are unknown. Adopting a minimax perspective, this article considers the testing problem in the context of an $\alpha$-H\"{o}lder mean and a $\beta$-H\"{o}lder variance function. For $\alpha > 0$ and $\beta \in (0, \frac{1}{2})$, the sharp minimax separation rate $n^{-4\alpha} + n^{-\frac{4\beta}{4\beta+1}} + n^{-2\beta}$ is established. To achieve the minimax separation rate, a kernel-based statistic using first-order squared differences is developed. Notably, the statistic estimates a proxy rather than a natural quadratic functional (the squared distance between the variance function and its best $L^2$ approximation by a constant) suggested in previous work. The setting where no smoothness is assumed on the variance function is also studied; the variance profile across the design points can be arbitrary. Despite the lack of structure, consistent testing turns out to still be possible by using the Gaussian character of the noise, and the minimax rate is shown to be $n^{-4\alpha} + n^{-1/2}$. Exploiting noise information happens to be a fundamental necessity as consistent testing is impossible if nothing more than zero mean and unit variance is known about the noise distribution. Furthermore, in the setting where $V$ is $\beta$-H\"{o}lder but heteroskedasticity is measured only with respect to the design points, the minimax separation rate is shown to be $n^{-4\alpha} + n^{-\left(\frac{1}{2} \vee \frac{4\beta}{4\beta+1}\right)}$ when the noise is Gaussian and $n^{-4\alpha} + n^{-\frac{4\beta}{4\beta+1}} + n^{-2\beta}$ when the noise distribution is unknown.

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