Sensitivity-analysis method for inverse simulation application

An important criticism of traditional methods of inverse simulation that are based on the Newton–Raphson algorithm is that they suffer from numerical problems. In this paper these problems are discussed and a new method based on sensitivity-analysis theory is developed and evaluated. The Jacobian matrix may be calculated by solving a sensitivity equation and this has advantages over the approximation methods that are usually applied when the derivatives of output variables with respect to inputs cannot be found analytically. The methodology also overcomes problems of input-output redundancy that arise in the traditional approaches to inverse simulation. The sensitivity- analysis approach makes full use of information within the time interval over which key quantities are compared, such as the difference between calculated values and the given ideal maneuver after each integration step. Applications to nonlinear HS125 aircraft and Lynx helicopter models show that, for this sensitivity-analysis method, more stable and accurate results are obtained than from use of the traditional Newton–Raphson approach

Models for the optimization of promotion campaigns: exact and heuristic algorithms.

This paper presents an optimization model for the selection of sets of clients that will receive an offer for one or more products during a promotion campaign. The complexity of the problem makes it very difficult to produce optimal solutions using standard optimization methods. We propose an alternative set covering formulation and develop a branch-and-price algorithm to solve it. We also describe five heuristics to approximate an optimal solution. Two of these heuristics are algorithms based on restricted versions of the basic formulation, the third is a successive exact k-item knapsack procedure. A heuristic inspired by the Next-Product-To-Buy model and a depth-first branch-and-price heuristic are also presented. Finally, we perform extensive computational experiments for the two formulations as well as for the five heuristics.Promotion campaign; Minimum quantity commitment; Integer programming; Branch-and-price algorithm; Non-approximability; Heuristics; Business-to-business; Business-to-consumer;

Active Sensing as Bayes-Optimal Sequential Decision Making

Sensory inference under conditions of uncertainty is a major problem in both machine learning and computational neuroscience. An important but poorly understood aspect of sensory processing is the role of active sensing. Here, we present a Bayes-optimal inference and control framework for active sensing, C-DAC (Context-Dependent Active Controller). Unlike previously proposed algorithms that optimize abstract statistical objectives such as information maximization (Infomax) [Butko & Movellan, 2010] or one-step look-ahead accuracy [Najemnik & Geisler, 2005], our active sensing model directly minimizes a combination of behavioral costs, such as temporal delay, response error, and effort. We simulate these algorithms on a simple visual search task to illustrate scenarios in which context-sensitivity is particularly beneficial and optimization with respect to generic statistical objectives particularly inadequate. Motivated by the geometric properties of the C-DAC policy, we present both parametric and non-parametric approximations, which retain context-sensitivity while significantly reducing computational complexity. These approximations enable us to investigate the more complex problem involving peripheral vision, and we notice that the difference between C-DAC and statistical policies becomes even more evident in this scenario.Comment: Scheduled to appear in UAI 201