The maximum capacity path problem is to find a path from a source to a sink which has the maximum capacity among all paths. This paper addresses an extension of this problem which considers loss factors. It is called the generalized maximum capacity path problem. The problem is a network flow optimization problem whose network contains capacities as well as loss factors for arcs. The aim of the problem is to find a path from an origin to a destination so as to send a maximum flow along the path considering loss factors and respecting capacity constraints. The paper presents a zero-one formulation of the problem and moreover, it presents two efficient algorithms which solve the problem in polynomial time.
Using validated numerical methods, interval arithmetic and Taylor models, we propose a certified predictor-corrector loop for tracking zeros of polynomial systems with a parameter. We provide a Rust implementation which shows tremendous improvement over existing software for certified path tracking.
Among semiparametric regression models, partially linear additive models provide a useful tool to include additive nonparametric components as well as a parametric component, when explaining the relationship between the response and a set of explanatory variables. This paper concerns such models under sparsity assumptions for the covariates included in the linear component. Sparse covariates are frequent in regression problems where the task of variable selection is usually of interest. As in other settings, outliers either in the residuals or in the covariates involved in the linear component have a harmful effect. To simultaneously achieve model selection for the parametric component of the model and resistance to outliers, we combine preliminary robust estimators of the additive component, robust linear $MM-$regression estimators with a penalty such as SCAD on the coefficients in the parametric part. Under mild assumptions, consistency results and rates of convergence for the proposed estimators are derived. A Monte Carlo study is carried out to compare, under different models and contamination schemes, the performance of the robust proposal with its classical counterpart. The obtained results show the advantage of using the robust approach. Through the analysis of a real data set, we also illustrate the benefits of the proposed procedure.
We introduce a general abstract framework for database repairing in which the repair notions are defined using formal logic. We differentiate between integrity constraints and the so-called query constraints. The former are used to model consistency and desirable properties of the data (such as functional dependencies and independencies), while the latter relates two database instances according to their answers for the query constraints. The framework also admits a distinction between hard and soft queries, allowing to preserve the answers of a core set of queries as well as defining a distance between instances based on query answers. We exemplify how various notions of repairs from the literature can be modelled in our unifying framework. Furthermore, we initiate a complexity-theoretic analysis of the problems of consistent query answering, repair computation, and existence of repair within the new framework. We present both coNP- and NP-hard cases that illustrate the interplay between computationally hard problems and more flexible repair notions. We show general upper bounds in NP and the second level of the polynomial hierarchy. Finally, we relate the existence of a repair to model checking of existential second-order logic.
We introduce the higher-order refactoring problem, where the goal is to compress a logic program by discovering higher-order abstractions, such as map, filter, and fold. We implement our approach in Stevie, which formulates the refactoring problem as a constraint optimisation problem. Our experiments on multiple domains, including program synthesis and visual reasoning, show that refactoring can improve the learning performance of an inductive logic programming system, specifically improving predictive accuracies by 27% and reducing learning times by 47%. We also show that Stevie can discover abstractions that transfer to multiple domains.
A new approach to the local and global explanation is proposed. It is based on selecting a convex hull constructed for the finite number of points around an explained instance. The convex hull allows us to consider a dual representation of instances in the form of convex combinations of extreme points of a produced polytope. Instead of perturbing new instances in the Euclidean feature space, vectors of convex combination coefficients are uniformly generated from the unit simplex, and they form a new dual dataset. A dual linear surrogate model is trained on the dual dataset. The explanation feature importance values are computed by means of simple matrix calculations. The approach can be regarded as a modification of the well-known model LIME. The dual representation inherently allows us to get the example-based explanation. The neural additive model is also considered as a tool for implementing the example-based explanation approach. Many numerical experiments with real datasets are performed for studying the approach. The code of proposed algorithms is available.
A discrete spatial lattice can be cast as a network structure over which spatially-correlated outcomes are observed. A second network structure may also capture similarities among measured features, when such information is available. Incorporating the network structures when analyzing such doubly-structured data can improve predictive power, and lead to better identification of important features in the data-generating process. Motivated by applications in spatial disease mapping, we develop a new doubly regularized regression framework to incorporate these network structures for analyzing high-dimensional datasets. Our estimators can easily be implemented with standard convex optimization algorithms. In addition, we describe a procedure to obtain asymptotically valid confidence intervals and hypothesis tests for our model parameters. We show empirically that our framework provides improved predictive accuracy and inferential power compared to existing high-dimensional spatial methods. These advantages hold given fully accurate network information, and also with networks which are partially misspecified or uninformative. The application of the proposed method to modeling COVID-19 mortality data suggests that it can improve prediction of deaths beyond standard spatial models, and that it selects relevant covariates more often.
We derive bounds on the moduli of the eigenvalues of special type of matrix rational functions using the following techniques/methods: (1) the Bauer-Fike theorem on an associated block matrix of the given matrix rational function, (2) by associating a real rational function, along with Rouch$\text{\'e}$ theorem for the matrix rational function and (3) by a numerical radius inequality for a block matrix for the matrix rational function. These bounds are compared when the coefficients are unitary matrices. Numerical examples are given to illustrate the results obtained.
Any interactive protocol between a pair of parties can be reliably simulated in the presence of noise with a multiplicative overhead on the number of rounds (Schulman 1996). The reciprocal of the best (least) overhead is called the interactive capacity of the noisy channel. In this work, we present lower bounds on the interactive capacity of the binary erasure channel. Our lower bound improves the best known bound due to Ben-Yishai et al. 2021 by roughly a factor of 1.75. The improvement is due to a tighter analysis of the correctness of the simulation protocol using error pattern analysis. More precisely, instead of using the well-known technique of bounding the least number of erasures needed to make the simulation fail, we identify and bound the probability of specific erasure patterns causing simulation failure. We remark that error pattern analysis can be useful in solving other problems involving stochastic noise, such as bounding the interactive capacity of different channels.
Most existing neural network-based approaches for solving stochastic optimal control problems using the associated backward dynamic programming principle rely on the ability to simulate the underlying state variables. However, in some problems, this simulation is infeasible, leading to the discretization of state variable space and the need to train one neural network for each data point. This approach becomes computationally inefficient when dealing with large state variable spaces. In this paper, we consider a class of this type of stochastic optimal control problems and introduce an effective solution employing multitask neural networks. To train our multitask neural network, we introduce a novel scheme that dynamically balances the learning across tasks. Through numerical experiments on real-world derivatives pricing problems, we prove that our method outperforms state-of-the-art approaches.
The remarkable practical success of deep learning has revealed some major surprises from a theoretical perspective. In particular, simple gradient methods easily find near-optimal solutions to non-convex optimization problems, and despite giving a near-perfect fit to training data without any explicit effort to control model complexity, these methods exhibit excellent predictive accuracy. We conjecture that specific principles underlie these phenomena: that overparametrization allows gradient methods to find interpolating solutions, that these methods implicitly impose regularization, and that overparametrization leads to benign overfitting. We survey recent theoretical progress that provides examples illustrating these principles in simpler settings. We first review classical uniform convergence results and why they fall short of explaining aspects of the behavior of deep learning methods. We give examples of implicit regularization in simple settings, where gradient methods lead to minimal norm functions that perfectly fit the training data. Then we review prediction methods that exhibit benign overfitting, focusing on regression problems with quadratic loss. For these methods, we can decompose the prediction rule into a simple component that is useful for prediction and a spiky component that is useful for overfitting but, in a favorable setting, does not harm prediction accuracy. We focus specifically on the linear regime for neural networks, where the network can be approximated by a linear model. In this regime, we demonstrate the success of gradient flow, and we consider benign overfitting with two-layer networks, giving an exact asymptotic analysis that precisely demonstrates the impact of overparametrization. We conclude by highlighting the key challenges that arise in extending these insights to realistic deep learning settings.