A Unified Analysis of Multi-task Functional Linear Regression Models with Manifold Constraint and Composite Quadratic Penalty

This work studies the multi-task functional linear regression models where both the covariates and the unknown regression coefficients (called slope functions) are curves. For slope function estimation, we employ penalized splines to balance bias, variance, and computational complexity. The power of multi-task learning is brought in by imposing additional structures over the slope functions. We propose a general model with double regularization over the spline coefficient matrix: i) a matrix manifold constraint, and ii) a composite penalty as a summation of quadratic terms. Many multi-task learning approaches can be treated as special cases of this proposed model, such as a reduced-rank model and a graph Laplacian regularized model. We show the composite penalty induces a specific norm, which helps to quantify the manifold curvature and determine the corresponding proper subset in the manifold tangent space. The complexity of tangent space subset is then bridged to the complexity of geodesic neighbor via generic chaining. A unified convergence upper bound is obtained and specifically applied to the reduced-rank model and the graph Laplacian regularized model. The phase transition behaviors for the estimators are examined as we vary the configurations of model parameters

Neural Graphical Models

Probabilistic Graphical Models are often used to understand dynamics of a system. They can model relationships between features (nodes) and the underlying distribution. Theoretically these models can represent very complex dependency functions, but in practice often simplifying assumptions are made due to computational limitations associated with graph operations. In this work we introduce Neural Graphical Models (NGMs) which attempt to represent complex feature dependencies with reasonable computational costs. Given a graph of feature relationships and corresponding samples, we capture the dependency structure between the features along with their complex function representations by using a neural network as a multi-task learning framework. We provide efficient learning, inference and sampling algorithms. NGMs can fit generic graph structures including directed, undirected and mixed-edge graphs as well as support mixed input data types. We present empirical studies that show NGMs' capability to represent Gaussian graphical models, perform inference analysis of a lung cancer data and extract insights from a real world infant mortality data provided by Centers for Disease Control and Prevention

Probing the arrangement of hyperplanes

AbstractIn this paper we investigate the combinatorial complexity of an algorithm to determine the geometry and the topology related to an arrangement of hyperplanes in multi-dimensional Euclidean space from the “probing” on the arrangement. The “probing” by a flat means the operation from which we can obtain the intersection of the flat and the arrangement. For a finite set H of hyperplanes in Ed, we obtain the worst-case number of fixed direction line probes and that of flat probes to determine a generic line of H and H itself. We also mention the bound for the computational complexity of these algorithms based on the efficient line probing algorithm which uses the dual transform to compute a generic line of H.We also consider the problem to approximate arrangements by extending the point probing model, which have connections with computational learning theory such as learning a network of threshold functions, and introduce the vertical probing model and the level probing model. It is shown that the former is closely related to the finger probing for a polyhedron and that the latter depends on the dual graph of the arrangement.The probing for an arrangement can be used to obtain the solution for a given system of algebraic equations by decomposing the μ-resultant into linear factors. It also has interesting applications in robotics such as a motion planning using an ultrasonic device that can detect the distances to obstacles along a specified direction

Software Engineering and Complexity in Effective Algebraic Geometry

We introduce the notion of a robust parameterized arithmetic circuit for the evaluation of algebraic families of multivariate polynomials. Based on this notion, we present a computation model, adapted to Scientific Computing, which captures all known branching parsimonious symbolic algorithms in effective Algebraic Geometry. We justify this model by arguments from Software Engineering. Finally we exhibit a class of simple elimination problems of effective Algebraic Geometry which require exponential time to be solved by branching parsimonious algorithms of our computation model.Comment: 70 pages. arXiv admin note: substantial text overlap with arXiv:1201.434

Automating embedded analysis capabilities and managing software complexity in multiphysics simulation part I: template-based generic programming

An approach for incorporating embedded simulation and analysis capabilities in complex simulation codes through template-based generic programming is presented. This approach relies on templating and operator overloading within the C++ language to transform a given calculation into one that can compute a variety of additional quantities that are necessary for many state-of-the-art simulation and analysis algorithms. An approach for incorporating these ideas into complex simulation codes through general graph-based assembly is also presented. These ideas have been implemented within a set of packages in the Trilinos framework and are demonstrated on a simple problem from chemical engineering