26,030 research outputs found

    Linear Coupling: An Ultimate Unification of Gradient and Mirror Descent

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    First-order methods play a central role in large-scale machine learning. Even though many variations exist, each suited to a particular problem, almost all such methods fundamentally rely on two types of algorithmic steps: gradient descent, which yields primal progress, and mirror descent, which yields dual progress. We observe that the performances of gradient and mirror descent are complementary, so that faster algorithms can be designed by LINEARLY COUPLING the two. We show how to reconstruct Nesterov's accelerated gradient methods using linear coupling, which gives a cleaner interpretation than Nesterov's original proofs. We also discuss the power of linear coupling by extending it to many other settings that Nesterov's methods cannot apply to.Comment: A new section added; polished writin

    Orbifold quantum cohomology of weighted projective spaces

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    This article is a revised, short and english version of my PhD thesis. First, we show a mirror theorem : the Frobenius manifold associated to the orbifold quantum cohomology of weighted projective space is isomorphic to the one attached to a specific Laurent polynomial. Secondly, we show a reconstruction theorem, that is, we can reconstruct in an algorithmic way the full genus 0 Gromov-Witten potential from the 3-point invariants.Comment: 27 pages, revised and short version of my PhD thesis : math.AG/0510331. Accepted for publication in Journal of Algebraic Geometr

    Let's be Honest: An Optimal No-Regret Framework for Zero-Sum Games

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    We revisit the problem of solving two-player zero-sum games in the decentralized setting. We propose a simple algorithmic framework that simultaneously achieves the best rates for honest regret as well as adversarial regret, and in addition resolves the open problem of removing the logarithmic terms in convergence to the value of the game. We achieve this goal in three steps. First, we provide a novel analysis of the optimistic mirror descent (OMD), showing that it can be modified to guarantee fast convergence for both honest regret and value of the game, when the players are playing collaboratively. Second, we propose a new algorithm, dubbed as robust optimistic mirror descent (ROMD), which attains optimal adversarial regret without knowing the time horizon beforehand. Finally, we propose a simple signaling scheme, which enables us to bridge OMD and ROMD to achieve the best of both worlds. Numerical examples are presented to support our theoretical claims and show that our non-adaptive ROMD algorithm can be competitive to OMD with adaptive step-size selection.Comment: Proceedings of the 35th International Conference on Machine Learnin

    An ART1 microchip and its use in multi-ART1 systems

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    Recently, a real-time clustering microchip neural engine based on the ART1 architecture has been reported. Such chip is able to cluster 100-b patterns into up to 18 categories at a speed of 1.8 ÎĽs per pattern. However, that chip rendered an extremely high silicon area consumption of 1 cm2, and consequently an extremely low yield of 6%. Redundant circuit techniques can be introduced to improve yield performance at the cost of further increasing chip size. In this paper we present an improved ART1 chip prototype based on a different approach to implement the most area consuming circuit elements of the first prototype: an array of several thousand current sources which have to match within a precision of around 1%. Such achievement was possible after a careful transistor mismatch characterization of the fabrication process (ES2-1.0 ÎĽm CMOS). A new prototype chip has been fabricated which can cluster 50-b input patterns into up to ten categories. The chip has 15 times less area, shows a yield performance of 98%, and presents the same precision and speed than the previous prototype. Due to its higher robustness multichip systems are easily assembled. As a demonstration we show results of a two-chip ART1 system, and of an ARTMAP system made of two ART1 chips and an extra interfacing chip

    A Theory of Regularized Markov Decision Processes

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    Many recent successful (deep) reinforcement learning algorithms make use of regularization, generally based on entropy or Kullback-Leibler divergence. We propose a general theory of regularized Markov Decision Processes that generalizes these approaches in two directions: we consider a larger class of regularizers, and we consider the general modified policy iteration approach, encompassing both policy iteration and value iteration. The core building blocks of this theory are a notion of regularized Bellman operator and the Legendre-Fenchel transform, a classical tool of convex optimization. This approach allows for error propagation analyses of general algorithmic schemes of which (possibly variants of) classical algorithms such as Trust Region Policy Optimization, Soft Q-learning, Stochastic Actor Critic or Dynamic Policy Programming are special cases. This also draws connections to proximal convex optimization, especially to Mirror Descent.Comment: ICML 201

    Mirror-Descent Methods in Mixed-Integer Convex Optimization

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    In this paper, we address the problem of minimizing a convex function f over a convex set, with the extra constraint that some variables must be integer. This problem, even when f is a piecewise linear function, is NP-hard. We study an algorithmic approach to this problem, postponing its hardness to the realization of an oracle. If this oracle can be realized in polynomial time, then the problem can be solved in polynomial time as well. For problems with two integer variables, we show that the oracle can be implemented efficiently, that is, in O(ln(B)) approximate minimizations of f over the continuous variables, where B is a known bound on the absolute value of the integer variables.Our algorithm can be adapted to find the second best point of a purely integer convex optimization problem in two dimensions, and more generally its k-th best point. This observation allows us to formulate a finite-time algorithm for mixed-integer convex optimization

    Graph classes and forbidden patterns on three vertices

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    This paper deals with graph classes characterization and recognition. A popular way to characterize a graph class is to list a minimal set of forbidden induced subgraphs. Unfortunately this strategy usually does not lead to an efficient recognition algorithm. On the other hand, many graph classes can be efficiently recognized by techniques based on some interesting orderings of the nodes, such as the ones given by traversals. We study specifically graph classes that have an ordering avoiding some ordered structures. More precisely, we consider what we call patterns on three nodes, and the recognition complexity of the associated classes. In this domain, there are two key previous works. Damashke started the study of the classes defined by forbidden patterns, a set that contains interval, chordal and bipartite graphs among others. On the algorithmic side, Hell, Mohar and Rafiey proved that any class defined by a set of forbidden patterns can be recognized in polynomial time. We improve on these two works, by characterizing systematically all the classes defined sets of forbidden patterns (on three nodes), and proving that among the 23 different classes (up to complementation) that we find, 21 can actually be recognized in linear time. Beyond this result, we consider that this type of characterization is very useful, leads to a rich structure of classes, and generates a lot of open questions worth investigating.Comment: Third version version. 38 page
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