Statistical performance analysis with dynamic workload using S-NET

Volkmar Wieser, Philip K. F. Hölzenspies, Michael Roßbory, and Raimund Kirner, 'Statistical performance analysis with dynamic workload using S-NET'. Paper presented at the Workshop on Feedback-Directed Compiler Optimization for Multi-Core Architectures. Paris, France 23-25 January 2012In this paper the ADVANCE approach for engineering con- current software systems with well-balanced hardware ef- ficiency is adressed using the stream processing language S-Net. To obtain the cost information in the concurrent system the metrics throughput, latency, and jitter are evalu- ated by analyzing generated synthetical data as well as using an industrial related application in the future. As fall-out an Eclipse plugin for S-Net has been developed to provide sup- port for syntax highlighting, content assistance, hover help, and more, for easier and faster development. The presented results of the current work are on the one hand an indicator for the status quo of the ADVANCE vision and on the other hand used to improve the applied statistical analysis tech- niques within ADVANCE. Like the ADVANCE project, this work is still under development, but further improvements and speedups are expected in the near future

A Global Optimisation Toolbox for Massively Parallel Engineering Optimisation

A software platform for global optimisation, called PaGMO, has been developed within the Advanced Concepts Team (ACT) at the European Space Agency, and was recently released as an open-source project. PaGMO is built to tackle high-dimensional global optimisation problems, and it has been successfully used to find solutions to real-life engineering problems among which the preliminary design of interplanetary spacecraft trajectories - both chemical (including multiple flybys and deep-space maneuvers) and low-thrust (limited, at the moment, to single phase trajectories), the inverse design of nano-structured radiators and the design of non-reactive controllers for planetary rovers. Featuring an arsenal of global and local optimisation algorithms (including genetic algorithms, differential evolution, simulated annealing, particle swarm optimisation, compass search, improved harmony search, and various interfaces to libraries for local optimisation such as SNOPT, IPOPT, GSL and NLopt), PaGMO is at its core a C++ library which employs an object-oriented architecture providing a clean and easily-extensible optimisation framework. Adoption of multi-threaded programming ensures the efficient exploitation of modern multi-core architectures and allows for a straightforward implementation of the island model paradigm, in which multiple populations of candidate solutions asynchronously exchange information in order to speed-up and improve the optimisation process. In addition to the C++ interface, PaGMO's capabilities are exposed to the high-level language Python, so that it is possible to easily use PaGMO in an interactive session and take advantage of the numerous scientific Python libraries available.Comment: To be presented at 'ICATT 2010: International Conference on Astrodynamics Tools and Techniques

Corporate payments networks and credit risk rating

Aggregate and systemic risk in complex systems are emergent phenomena depending on two properties: the idiosyncratic risks of the elements and the topology of the network of interactions among them. While a significant attention has been given to aggregate risk assessment and risk propagation once the above two properties are given, less is known about how the risk is distributed in the network and its relations with the topology. We study this problem by investigating a large proprietary dataset of payments among 2.4M Italian firms, whose credit risk rating is known. We document significant correlations between local topological properties of a node (firm) and its risk. Moreover we show the existence of an homophily of risk, i.e. the tendency of firms with similar risk profile to be statistically more connected among themselves. This effect is observed when considering both pairs of firms and communities or hierarchies identified in the network. We leverage this knowledge to show the predictability of the missing rating of a firm using only the network properties of the associated node

Random Neural Networks and Optimisation

In this thesis we introduce new models and learning algorithms for the Random Neural Network (RNN), and we develop RNN-based and other approaches for the solution of emergency management optimisation problems. With respect to RNN developments, two novel supervised learning algorithms are proposed. The first, is a gradient descent algorithm for an RNN extension model that we have introduced, the RNN with synchronised interactions (RNNSI), which was inspired from the synchronised firing activity observed in brain neural circuits. The second algorithm is based on modelling the signal-flow equations in RNN as a nonnegative least squares (NNLS) problem. NNLS is solved using a limited-memory quasi-Newton algorithm specifically designed for the RNN case. Regarding the investigation of emergency management optimisation problems, we examine combinatorial assignment problems that require fast, distributed and close to optimal solution, under information uncertainty. We consider three different problems with the above characteristics associated with the assignment of emergency units to incidents with injured civilians (AEUI), the assignment of assets to tasks under execution uncertainty (ATAU), and the deployment of a robotic network to establish communication with trapped civilians (DRNCTC). AEUI is solved by training an RNN tool with instances of the optimisation problem and then using the trained RNN for decision making; training is achieved using the developed learning algorithms. For the solution of ATAU problem, we introduce two different approaches. The first is based on mapping parameters of the optimisation problem to RNN parameters, and the second on solving a sequence of minimum cost flow problems on appropriately constructed networks with estimated arc costs. For the exact solution of DRNCTC problem, we develop a mixed-integer linear programming formulation, which is based on network flows. Finally, we design and implement distributed heuristic algorithms for the deployment of robots when the civilian locations are known or uncertain

Line Graphs of Weighted Networks for Overlapping Communities

In this paper, we develop the idea to partition the edges of a weighted graph in order to uncover overlapping communities of its nodes. Our approach is based on the construction of different types of weighted line graphs, i.e. graphs whose nodes are the links of the original graph, that encapsulate differently the relations between the edges. Weighted line graphs are argued to provide an alternative, valuable representation of the system's topology, and are shown to have important applications in community detection, as the usual node partition of a line graph naturally leads to an edge partition of the original graph. This identification allows us to use traditional partitioning methods in order to address the long-standing problem of the detection of overlapping communities. We apply it to the analysis of different social and geographical networks.Comment: 8 Pages. New title and text revisions to emphasise differences from earlier paper

Local Descriptors Optimized for Average Precision

Extraction of local feature descriptors is a vital stage in the solution pipelines for numerous computer vision tasks. Learning-based approaches improve performance in certain tasks, but still cannot replace handcrafted features in general. In this paper, we improve the learning of local feature descriptors by optimizing the performance of descriptor matching, which is a common stage that follows descriptor extraction in local feature based pipelines, and can be formulated as nearest neighbor retrieval. Specifically, we directly optimize a ranking-based retrieval performance metric, Average Precision, using deep neural networks. This general-purpose solution can also be viewed as a listwise learning to rank approach, which is advantageous compared to recent local ranking approaches. On standard benchmarks, descriptors learned with our formulation achieve state-of-the-art results in patch verification, patch retrieval, and image matching.Comment: 13 pages, 8 figures. IEEE Conference on Computer Vision and Pattern Recognition (CVPR), 201