A new evolutionary search strategy for global optimization of high-dimensional problems

Global optimization of high-dimensional problems in practical applications remains a major challenge to the research community of evolutionary computation. The weakness of randomization-based evolutionary algorithms in searching high-dimensional spaces is demonstrated in this paper. A new strategy, SP-UCI is developed to treat complexity caused by high dimensionalities. This strategy features a slope-based searching kernel and a scheme of maintaining the particle population's capability of searching over the full search space. Examinations of this strategy on a suite of sophisticated composition benchmark functions demonstrate that SP-UCI surpasses two popular algorithms, particle swarm optimizer (PSO) and differential evolution (DE), on high-dimensional problems. Experimental results also corroborate the argument that, in high-dimensional optimization, only problems with well-formative fitness landscapes are solvable, and slope-based schemes are preferable to randomization-based ones. © 2011 Elsevier Inc. All rights reserved

Web-based multi-party computation with application to anonymous aggregate compensation analytics

We describe the definition, design, implementation, and deployment of a multi-party computation protocol and supporting web-based infrastructure. The protocol and infrastructure constitute a software application that allows groups of cooperating parties, such as companies or other organizations, to collect aggregate data for statistical analysis without revealing the data of individual participants. The application was developed specifically to support a Boston Women's Workforce Council (BWWC) study of the gender wage gap among employers within the Greater Boston Area. The application was deployed successfully to collect aggregate statistical data pertaining to compensation levels across genders and demographics at a number of participating organizations.We would like to acknowledge all the members of the Boston Women's Workforce Council (BWWC), and to thank in particular Christina M. Knowles and Katie A. Johnston, who led the effort to organize participants and deploy the protocol as part of the 100% Talent: The Boston Women's Compact effort [1, 2]. We would also like to acknowledge the Boston University Initiative on Cities, and in particular Executive Director Katherine Lusk, who brought this potential application of secure multi-party computation to our attention. Both the BWWC and the Initiative on Cities contributed funding to complete this work. We would also like to acknowledge the Hariri Institute at Boston University for contributing research and software development resources. Support was also provided in part by Smart-city Cloud-based Open Platform and Ecosystem (SCOPE), an NSF Division of Industrial Innovation and Partnerships PFI:BIC project under award #1430145, and by Modular Approach to Cloud Security (MACS), an NSF CISE CNS SaTC Frontier project under award #1414119

A QUDA-branch to compute disconnected diagrams in GPUs

Although QUDA allows for an efficient computation of many QCD quantities, it is surprinsingly lacking tools to evaluate disconnected diagrams, for which GPUs are specially well suited. We aim to fill this gap by creating our own branch of QUDA, which includes new kernels and functions required to calculate fermion loops using several methods and fermionic regularizations.Comment: 7 pages, 4 figures. Proceedings of the talk given during the code session of the 31st International Symposium on Lattice Field Theory, July 29 - August 3, 2013, Mainz, Germany. Added a missing reference (number [4]

Automatic differentiation in machine learning: a survey

Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in machine learning. Automatic differentiation (AD), also called algorithmic differentiation or simply "autodiff", is a family of techniques similar to but more general than backpropagation for efficiently and accurately evaluating derivatives of numeric functions expressed as computer programs. AD is a small but established field with applications in areas including computational fluid dynamics, atmospheric sciences, and engineering design optimization. Until very recently, the fields of machine learning and AD have largely been unaware of each other and, in some cases, have independently discovered each other's results. Despite its relevance, general-purpose AD has been missing from the machine learning toolbox, a situation slowly changing with its ongoing adoption under the names "dynamic computational graphs" and "differentiable programming". We survey the intersection of AD and machine learning, cover applications where AD has direct relevance, and address the main implementation techniques. By precisely defining the main differentiation techniques and their interrelationships, we aim to bring clarity to the usage of the terms "autodiff", "automatic differentiation", and "symbolic differentiation" as these are encountered more and more in machine learning settings.Comment: 43 pages, 5 figure