284 research outputs found
Compactly supported radial basis functions: How and why?
Compactly supported basis functions are widely required and used in many applications. We explain why radial basis functions are preferred to multi-variate polynomials for scattered data approximation in high-dimensional space and give a brief description on how to construct the most commonly used compactly supported radial basis functions - the Wendland functions and the new found missing Wendland functions. One can construct a compactly supported radial basis function with required smoothness according to the procedure described here without sophisticated mathematics. Very short programs and extended tables for compactly supported radial basis functions are supplied
An Entropy Search Portfolio for Bayesian Optimization
Bayesian optimization is a sample-efficient method for black-box global
optimization. How- ever, the performance of a Bayesian optimization method very
much depends on its exploration strategy, i.e. the choice of acquisition
function, and it is not clear a priori which choice will result in superior
performance. While portfolio methods provide an effective, principled way of
combining a collection of acquisition functions, they are often based on
measures of past performance which can be misleading. To address this issue, we
introduce the Entropy Search Portfolio (ESP): a novel approach to portfolio
construction which is motivated by information theoretic considerations. We
show that ESP outperforms existing portfolio methods on several real and
synthetic problems, including geostatistical datasets and simulated control
tasks. We not only show that ESP is able to offer performance as good as the
best, but unknown, acquisition function, but surprisingly it often gives better
performance. Finally, over a wide range of conditions we find that ESP is
robust to the inclusion of poor acquisition functions.Comment: 10 pages, 5 figure
Group Invariance, Stability to Deformations, and Complexity of Deep Convolutional Representations
The success of deep convolutional architectures is often attributed in part
to their ability to learn multiscale and invariant representations of natural
signals. However, a precise study of these properties and how they affect
learning guarantees is still missing. In this paper, we consider deep
convolutional representations of signals; we study their invariance to
translations and to more general groups of transformations, their stability to
the action of diffeomorphisms, and their ability to preserve signal
information. This analysis is carried by introducing a multilayer kernel based
on convolutional kernel networks and by studying the geometry induced by the
kernel mapping. We then characterize the corresponding reproducing kernel
Hilbert space (RKHS), showing that it contains a large class of convolutional
neural networks with homogeneous activation functions. This analysis allows us
to separate data representation from learning, and to provide a canonical
measure of model complexity, the RKHS norm, which controls both stability and
generalization of any learned model. In addition to models in the constructed
RKHS, our stability analysis also applies to convolutional networks with
generic activations such as rectified linear units, and we discuss its
relationship with recent generalization bounds based on spectral norms
Convergence Rates of Approximation by Translates
In this paper we consider the problem of approximating a function belonging to some funtion space Φ by a linear comination of n translates of a given function G. Ussing a lemma by Jones (1990) and Barron (1991) we show that it is possible to define function spaces and functions G for which the rate of convergence to zero of the erro is 0(1/n) in any number of dimensions. The apparent avoidance of the "curse of dimensionality" is due to the fact that these function spaces are more and more constrained as the dimension increases. Examples include spaces of the Sobolev tpe, in which the number of weak derivatives is required to be larger than the number of dimensions. We give results both for approximation in the L2 norm and in the Lc norm. The interesting feature of these results is that, thanks to the constructive nature of Jones" and Barron"s lemma, an iterative procedure is defined that can achieve this rate
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