48,326 research outputs found
Data-efficient Neuroevolution with Kernel-Based Surrogate Models
Surrogate-assistance approaches have long been used in computationally
expensive domains to improve the data-efficiency of optimization algorithms.
Neuroevolution, however, has so far resisted the application of these
techniques because it requires the surrogate model to make fitness predictions
based on variable topologies, instead of a vector of parameters. Our main
insight is that we can sidestep this problem by using kernel-based surrogate
models, which require only the definition of a distance measure between
individuals. Our second insight is that the well-established Neuroevolution of
Augmenting Topologies (NEAT) algorithm provides a computationally efficient
distance measure between dissimilar networks in the form of "compatibility
distance", initially designed to maintain topological diversity. Combining
these two ideas, we introduce a surrogate-assisted neuroevolution algorithm
that combines NEAT and a surrogate model built using a compatibility distance
kernel. We demonstrate the data-efficiency of this new algorithm on the low
dimensional cart-pole swing-up problem, as well as the higher dimensional
half-cheetah running task. In both tasks the surrogate-assisted variant
achieves the same or better results with several times fewer function
evaluations as the original NEAT.Comment: In GECCO 201
New Insights into History Matching via Sequential Monte Carlo
The aim of the history matching method is to locate non-implausible regions
of the parameter space of complex deterministic or stochastic models by
matching model outputs with data. It does this via a series of waves where at
each wave an emulator is fitted to a small number of training samples. An
implausibility measure is defined which takes into account the closeness of
simulated and observed outputs as well as emulator uncertainty. As the waves
progress, the emulator becomes more accurate so that training samples are more
concentrated on promising regions of the space and poorer parts of the space
are rejected with more confidence. Whilst history matching has proved to be
useful, existing implementations are not fully automated and some ad-hoc
choices are made during the process, which involves user intervention and is
time consuming. This occurs especially when the non-implausible region becomes
small and it is difficult to sample this space uniformly to generate new
training points. In this article we develop a sequential Monte Carlo (SMC)
algorithm for implementation which is semi-automated. Our novel SMC approach
reveals that the history matching method yields a non-implausible distribution
that can be multi-modal, highly irregular and very difficult to sample
uniformly. Our SMC approach offers a much more reliable sampling of the
non-implausible space, which requires additional computation compared to other
approaches used in the literature
Gradient-free Hamiltonian Monte Carlo with Efficient Kernel Exponential Families
We propose Kernel Hamiltonian Monte Carlo (KMC), a gradient-free adaptive
MCMC algorithm based on Hamiltonian Monte Carlo (HMC). On target densities
where classical HMC is not an option due to intractable gradients, KMC
adaptively learns the target's gradient structure by fitting an exponential
family model in a Reproducing Kernel Hilbert Space. Computational costs are
reduced by two novel efficient approximations to this gradient. While being
asymptotically exact, KMC mimics HMC in terms of sampling efficiency, and
offers substantial mixing improvements over state-of-the-art gradient free
samplers. We support our claims with experimental studies on both toy and
real-world applications, including Approximate Bayesian Computation and
exact-approximate MCMC.Comment: 20 pages, 7 figure
Sampling-based speech parameter generation using moment-matching networks
This paper presents sampling-based speech parameter generation using
moment-matching networks for Deep Neural Network (DNN)-based speech synthesis.
Although people never produce exactly the same speech even if we try to express
the same linguistic and para-linguistic information, typical statistical speech
synthesis produces completely the same speech, i.e., there is no
inter-utterance variation in synthetic speech. To give synthetic speech natural
inter-utterance variation, this paper builds DNN acoustic models that make it
possible to randomly sample speech parameters. The DNNs are trained so that
they make the moments of generated speech parameters close to those of natural
speech parameters. Since the variation of speech parameters is compressed into
a low-dimensional simple prior noise vector, our algorithm has lower
computation cost than direct sampling of speech parameters. As the first step
towards generating synthetic speech that has natural inter-utterance variation,
this paper investigates whether or not the proposed sampling-based generation
deteriorates synthetic speech quality. In evaluation, we compare speech quality
of conventional maximum likelihood-based generation and proposed sampling-based
generation. The result demonstrates the proposed generation causes no
degradation in speech quality.Comment: Submitted to INTERSPEECH 201
Discriminative Density-ratio Estimation
The covariate shift is a challenging problem in supervised learning that
results from the discrepancy between the training and test distributions. An
effective approach which recently drew a considerable attention in the research
community is to reweight the training samples to minimize that discrepancy. In
specific, many methods are based on developing Density-ratio (DR) estimation
techniques that apply to both regression and classification problems. Although
these methods work well for regression problems, their performance on
classification problems is not satisfactory. This is due to a key observation
that these methods focus on matching the sample marginal distributions without
paying attention to preserving the separation between classes in the reweighted
space. In this paper, we propose a novel method for Discriminative
Density-ratio (DDR) estimation that addresses the aforementioned problem and
aims at estimating the density-ratio of joint distributions in a class-wise
manner. The proposed algorithm is an iterative procedure that alternates
between estimating the class information for the test data and estimating new
density ratio for each class. To incorporate the estimated class information of
the test data, a soft matching technique is proposed. In addition, we employ an
effective criterion which adopts mutual information as an indicator to stop the
iterative procedure while resulting in a decision boundary that lies in a
sparse region. Experiments on synthetic and benchmark datasets demonstrate the
superiority of the proposed method in terms of both accuracy and robustness
Run Time Approximation of Non-blocking Service Rates for Streaming Systems
Stream processing is a compute paradigm that promises safe and efficient
parallelism. Modern big-data problems are often well suited for stream
processing's throughput-oriented nature. Realization of efficient stream
processing requires monitoring and optimization of multiple communications
links. Most techniques to optimize these links use queueing network models or
network flow models, which require some idea of the actual execution rate of
each independent compute kernel within the system. What we want to know is how
fast can each kernel process data independent of other communicating kernels.
This is known as the "service rate" of the kernel within the queueing
literature. Current approaches to divining service rates are static. Modern
workloads, however, are often dynamic. Shared cloud systems also present
applications with highly dynamic execution environments (multiple users,
hardware migration, etc.). It is therefore desirable to continuously re-tune an
application during run time (online) in response to changing conditions. Our
approach enables online service rate monitoring under most conditions,
obviating the need for reliance on steady state predictions for what are
probably non-steady state phenomena. First, some of the difficulties associated
with online service rate determination are examined. Second, the algorithm to
approximate the online non-blocking service rate is described. Lastly, the
algorithm is implemented within the open source RaftLib framework for
validation using a simple microbenchmark as well as two full streaming
applications.Comment: technical repor
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