30,714 research outputs found
Lipschitz gradients for global optimization in a one-point-based partitioning scheme
A global optimization problem is studied where the objective function
is a multidimensional black-box function and its gradient satisfies the
Lipschitz condition over a hyperinterval with an unknown Lipschitz constant
. Different methods for solving this problem by using an a priori given
estimate of , its adaptive estimates, and adaptive estimates of local
Lipschitz constants are known in the literature. Recently, the authors have
proposed a one-dimensional algorithm working with multiple estimates of the
Lipschitz constant for (the existence of such an algorithm was a
challenge for 15 years). In this paper, a new multidimensional geometric method
evolving the ideas of this one-dimensional scheme and using an efficient
one-point-based partitioning strategy is proposed. Numerical experiments
executed on 800 multidimensional test functions demonstrate quite a promising
performance in comparison with popular DIRECT-based methods.Comment: 25 pages, 4 figures, 5 tables. arXiv admin note: text overlap with
arXiv:1103.205
Dynamic Metric Learning from Pairwise Comparisons
Recent work in distance metric learning has focused on learning
transformations of data that best align with specified pairwise similarity and
dissimilarity constraints, often supplied by a human observer. The learned
transformations lead to improved retrieval, classification, and clustering
algorithms due to the better adapted distance or similarity measures. Here, we
address the problem of learning these transformations when the underlying
constraint generation process is nonstationary. This nonstationarity can be due
to changes in either the ground-truth clustering used to generate constraints
or changes in the feature subspaces in which the class structure is apparent.
We propose Online Convex Ensemble StrongLy Adaptive Dynamic Learning (OCELAD),
a general adaptive, online approach for learning and tracking optimal metrics
as they change over time that is highly robust to a variety of nonstationary
behaviors in the changing metric. We apply the OCELAD framework to an ensemble
of online learners. Specifically, we create a retro-initialized composite
objective mirror descent (COMID) ensemble (RICE) consisting of a set of
parallel COMID learners with different learning rates, demonstrate RICE-OCELAD
on both real and synthetic data sets and show significant performance
improvements relative to previously proposed batch and online distance metric
learning algorithms.Comment: to appear Allerton 2016. arXiv admin note: substantial text overlap
with arXiv:1603.0367
Deterministic global optimization using space-filling curves and multiple estimates of Lipschitz and Holder constants
In this paper, the global optimization problem with
being a hyperinterval in and satisfying the Lipschitz condition
with an unknown Lipschitz constant is considered. It is supposed that the
function can be multiextremal, non-differentiable, and given as a
`black-box'. To attack the problem, a new global optimization algorithm based
on the following two ideas is proposed and studied both theoretically and
numerically. First, the new algorithm uses numerical approximations to
space-filling curves to reduce the original Lipschitz multi-dimensional problem
to a univariate one satisfying the H\"{o}lder condition. Second, the algorithm
at each iteration applies a new geometric technique working with a number of
possible H\"{o}lder constants chosen from a set of values varying from zero to
infinity showing so that ideas introduced in a popular DIRECT method can be
used in the H\"{o}lder global optimization. Convergence conditions of the
resulting deterministic global optimization method are established. Numerical
experiments carried out on several hundreds of test functions show quite a
promising performance of the new algorithm in comparison with its direct
competitors.Comment: 26 pages, 10 figures, 4 table
Structure-Aware Sampling: Flexible and Accurate Summarization
In processing large quantities of data, a fundamental problem is to obtain a
summary which supports approximate query answering. Random sampling yields
flexible summaries which naturally support subset-sum queries with unbiased
estimators and well-understood confidence bounds.
Classic sample-based summaries, however, are designed for arbitrary subset
queries and are oblivious to the structure in the set of keys. The particular
structure, such as hierarchy, order, or product space (multi-dimensional),
makes range queries much more relevant for most analysis of the data.
Dedicated summarization algorithms for range-sum queries have also been
extensively studied. They can outperform existing sampling schemes in terms of
accuracy on range queries per summary size. Their accuracy, however, rapidly
degrades when, as is often the case, the query spans multiple ranges. They are
also less flexible - being targeted for range sum queries alone - and are often
quite costly to build and use.
In this paper we propose and evaluate variance optimal sampling schemes that
are structure-aware. These summaries improve over the accuracy of existing
structure-oblivious sampling schemes on range queries while retaining the
benefits of sample-based summaries: flexible summaries, with high accuracy on
both range queries and arbitrary subset queries
Learning mixtures of structured distributions over discrete domains
Let be a class of probability distributions over the discrete
domain We show that if satisfies a rather
general condition -- essentially, that each distribution in can
be well-approximated by a variable-width histogram with few bins -- then there
is a highly efficient (both in terms of running time and sample complexity)
algorithm that can learn any mixture of unknown distributions from
We analyze several natural types of distributions over , including
log-concave, monotone hazard rate and unimodal distributions, and show that
they have the required structural property of being well-approximated by a
histogram with few bins. Applying our general algorithm, we obtain
near-optimally efficient algorithms for all these mixture learning problems.Comment: preliminary full version of soda'13 pape
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