164,387 research outputs found
Second-Order Stochastic Optimization for Machine Learning in Linear Time
First-order stochastic methods are the state-of-the-art in large-scale
machine learning optimization owing to efficient per-iteration complexity.
Second-order methods, while able to provide faster convergence, have been much
less explored due to the high cost of computing the second-order information.
In this paper we develop second-order stochastic methods for optimization
problems in machine learning that match the per-iteration cost of gradient
based methods, and in certain settings improve upon the overall running time
over popular first-order methods. Furthermore, our algorithm has the desirable
property of being implementable in time linear in the sparsity of the input
data
Tractable Pathfinding for the Stochastic On-Time Arrival Problem
We present a new and more efficient technique for computing the route that
maximizes the probability of on-time arrival in stochastic networks, also known
as the path-based stochastic on-time arrival (SOTA) problem. Our primary
contribution is a pathfinding algorithm that uses the solution to the
policy-based SOTA problem---which is of pseudo-polynomial-time complexity in
the time budget of the journey---as a search heuristic for the optimal path. In
particular, we show that this heuristic can be exceptionally efficient in
practice, effectively making it possible to solve the path-based SOTA problem
as quickly as the policy-based SOTA problem. Our secondary contribution is the
extension of policy-based preprocessing to path-based preprocessing for the
SOTA problem. In the process, we also introduce Arc-Potentials, a more
efficient generalization of Stochastic Arc-Flags that can be used for both
policy- and path-based SOTA. After developing the pathfinding and preprocessing
algorithms, we evaluate their performance on two different real-world networks.
To the best of our knowledge, these techniques provide the most efficient
computation strategy for the path-based SOTA problem for general probability
distributions, both with and without preprocessing.Comment: Submission accepted by the International Symposium on Experimental
Algorithms 2016 and published by Springer in the Lecture Notes in Computer
Science series on June 1, 2016. Includes typographical corrections and
modifications to pre-processing made after the initial submission to SODA'15
(July 7, 2014
GPU-powered Simulation Methodologies for Biological Systems
The study of biological systems witnessed a pervasive cross-fertilization
between experimental investigation and computational methods. This gave rise to
the development of new methodologies, able to tackle the complexity of
biological systems in a quantitative manner. Computer algorithms allow to
faithfully reproduce the dynamics of the corresponding biological system, and,
at the price of a large number of simulations, it is possible to extensively
investigate the system functioning across a wide spectrum of natural
conditions. To enable multiple analysis in parallel, using cheap, diffused and
highly efficient multi-core devices we developed GPU-powered simulation
algorithms for stochastic, deterministic and hybrid modeling approaches, so
that also users with no knowledge of GPUs hardware and programming can easily
access the computing power of graphics engines.Comment: In Proceedings Wivace 2013, arXiv:1309.712
The thermodynamics of prediction
A system responding to a stochastic driving signal can be interpreted as
computing, by means of its dynamics, an implicit model of the environmental
variables. The system's state retains information about past environmental
fluctuations, and a fraction of this information is predictive of future ones.
The remaining nonpredictive information reflects model complexity that does not
improve predictive power, and thus represents the ineffectiveness of the model.
We expose the fundamental equivalence between this model inefficiency and
thermodynamic inefficiency, measured by dissipation. Our results hold
arbitrarily far from thermodynamic equilibrium and are applicable to a wide
range of systems, including biomolecular machines. They highlight a profound
connection between the effective use of information and efficient thermodynamic
operation: any system constructed to keep memory about its environment and to
operate with maximal energetic efficiency has to be predictive.Comment: 5 pages, 1 figur
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