4,191 research outputs found
Robust mean absolute deviation problems on networks with linear vertex weights
This article deals with incorporating the mean absolute
deviation objective function in several robust single facility
location models on networks with dynamic evolution
of node weights, which are modeled by means of linear
functions of a parameter. Specifically, we have considered
two robustness criteria applied to the mean absolute
deviation problem: the MinMax criterion, and the MinMax
regret criterion. For solving the corresponding optimization
problems, exact algorithms have been proposed and
their complexities have been also analyzed.Ministerio de Ciencia e Innovación MTM2007-67433-C02-(01,02)Ministerio de Ciencia e Innovación MTM2009-14243Ministerio de Ciencia e Innovación MTM2010-19576-C02-(01,02)Ministerio de Ciencia e Innovación DE2009-0057Junta de Andalucía P09-TEP-5022Junta de Andalucía FQM-584
Affine actions on non-archimedean trees
We initiate the study of affine actions of groups on -trees for a
general ordered abelian group ; these are actions by dilations rather
than isometries. This gives a common generalisation of isometric action on a
-tree, and affine action on an -tree as studied by I. Liousse. The
duality between based length functions and actions on -trees is
generalised to this setting. We are led to consider a new class of groups:
those that admit a free affine action on a -tree for some .
Examples of such groups are presented, including soluble Baumslag-Solitar
groups and the discrete Heisenberg group.Comment: 27 pages. Section 1.4 expanded, typos corrected from previous versio
Order-of-Magnitude Influence Diagrams
In this paper, we develop a qualitative theory of influence diagrams that can
be used to model and solve sequential decision making tasks when only
qualitative (or imprecise) information is available. Our approach is based on
an order-of-magnitude approximation of both probabilities and utilities and
allows for specifying partially ordered preferences via sets of utility values.
We also propose a dedicated variable elimination algorithm that can be applied
for solving order-of-magnitude influence diagrams
On the Consistency of Ordinal Regression Methods
Many of the ordinal regression models that have been proposed in the
literature can be seen as methods that minimize a convex surrogate of the
zero-one, absolute, or squared loss functions. A key property that allows to
study the statistical implications of such approximations is that of Fisher
consistency. Fisher consistency is a desirable property for surrogate loss
functions and implies that in the population setting, i.e., if the probability
distribution that generates the data were available, then optimization of the
surrogate would yield the best possible model. In this paper we will
characterize the Fisher consistency of a rich family of surrogate loss
functions used in the context of ordinal regression, including support vector
ordinal regression, ORBoosting and least absolute deviation. We will see that,
for a family of surrogate loss functions that subsumes support vector ordinal
regression and ORBoosting, consistency can be fully characterized by the
derivative of a real-valued function at zero, as happens for convex
margin-based surrogates in binary classification. We also derive excess risk
bounds for a surrogate of the absolute error that generalize existing risk
bounds for binary classification. Finally, our analysis suggests a novel
surrogate of the squared error loss. We compare this novel surrogate with
competing approaches on 9 different datasets. Our method shows to be highly
competitive in practice, outperforming the least squares loss on 7 out of 9
datasets.Comment: Journal of Machine Learning Research 18 (2017
On the Properties of Gromov Matrices and their Applications in Network Inference
The spanning tree heuristic is a commonly adopted procedure in network
inference and estimation. It allows one to generalize an inference method
developed for trees, which is usually based on a statistically rigorous
approach, to a heuristic procedure for general graphs by (usually randomly)
choosing a spanning tree in the graph to apply the approach developed for
trees. However, there are an intractable number of spanning trees in a dense
graph. In this paper, we represent a weighted tree with a matrix, which we call
a Gromov matrix. We propose a method that constructs a family of Gromov
matrices using convex combinations, which can be used for inference and
estimation instead of a randomly selected spanning tree. This procedure
increases the size of the candidate set and hence enhances the performance of
the classical spanning tree heuristic. On the other hand, our new scheme is
based on simple algebraic constructions using matrices, and hence is still
computationally tractable. We discuss some applications on network inference
and estimation to demonstrate the usefulness of the proposed method
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