619 research outputs found
Escaping the Local Minima via Simulated Annealing: Optimization of Approximately Convex Functions
We consider the problem of optimizing an approximately convex function over a
bounded convex set in using only function evaluations. The
problem is reduced to sampling from an \emph{approximately} log-concave
distribution using the Hit-and-Run method, which is shown to have the same
complexity as sampling from log-concave distributions. In
addition to extend the analysis for log-concave distributions to approximate
log-concave distributions, the implementation of the 1-dimensional sampler of
the Hit-and-Run walk requires new methods and analysis. The algorithm then is
based on simulated annealing which does not relies on first order conditions
which makes it essentially immune to local minima.
We then apply the method to different motivating problems. In the context of
zeroth order stochastic convex optimization, the proposed method produces an
-minimizer after noisy function
evaluations by inducing a -approximately log concave
distribution. We also consider in detail the case when the "amount of
non-convexity" decays towards the optimum of the function. Other applications
of the method discussed in this work include private computation of empirical
risk minimizers, two-stage stochastic programming, and approximate dynamic
programming for online learning.Comment: 27 page
A Shared Task on Bandit Learning for Machine Translation
We introduce and describe the results of a novel shared task on bandit
learning for machine translation. The task was organized jointly by Amazon and
Heidelberg University for the first time at the Second Conference on Machine
Translation (WMT 2017). The goal of the task is to encourage research on
learning machine translation from weak user feedback instead of human
references or post-edits. On each of a sequence of rounds, a machine
translation system is required to propose a translation for an input, and
receives a real-valued estimate of the quality of the proposed translation for
learning. This paper describes the shared task's learning and evaluation setup,
using services hosted on Amazon Web Services (AWS), the data and evaluation
metrics, and the results of various machine translation architectures and
learning protocols.Comment: Conference on Machine Translation (WMT) 201
- …