6,280 research outputs found
Bid Optimization by Multivariable Control in Display Advertising
Real-Time Bidding (RTB) is an important paradigm in display advertising,
where advertisers utilize extended information and algorithms served by Demand
Side Platforms (DSPs) to improve advertising performance. A common problem for
DSPs is to help advertisers gain as much value as possible with budget
constraints. However, advertisers would routinely add certain key performance
indicator (KPI) constraints that the advertising campaign must meet due to
practical reasons. In this paper, we study the common case where advertisers
aim to maximize the quantity of conversions, and set cost-per-click (CPC) as a
KPI constraint. We convert such a problem into a linear programming problem and
leverage the primal-dual method to derive the optimal bidding strategy. To
address the applicability issue, we propose a feedback control-based solution
and devise the multivariable control system. The empirical study based on
real-word data from Taobao.com verifies the effectiveness and superiority of
our approach compared with the state of the art in the industry practices
Boltzmann samplers for random generation of lambda terms
Randomly generating structured objects is important in testing and optimizing
functional programs, whereas generating random -terms is more specifically
needed for testing and optimizing compilers. For that a tool called QuickCheck
has been proposed, but in this tool the control of the random generation is
left to the programmer. Ten years ago, a method called Boltzmann samplers has
been proposed to generate combinatorial structures. In this paper, we show how
Boltzmann samplers can be developed to generate lambda-terms, but also other
data structures like trees. These samplers rely on a critical value which
parameters the main random selector and which is exhibited here with
explanations on how it is computed. Haskell programs are proposed to show how
samplers are actually implemented
Challenges of Big Data Analysis
Big Data bring new opportunities to modern society and challenges to data
scientists. On one hand, Big Data hold great promises for discovering subtle
population patterns and heterogeneities that are not possible with small-scale
data. On the other hand, the massive sample size and high dimensionality of Big
Data introduce unique computational and statistical challenges, including
scalability and storage bottleneck, noise accumulation, spurious correlation,
incidental endogeneity, and measurement errors. These challenges are
distinguished and require new computational and statistical paradigm. This
article give overviews on the salient features of Big Data and how these
features impact on paradigm change on statistical and computational methods as
well as computing architectures. We also provide various new perspectives on
the Big Data analysis and computation. In particular, we emphasis on the
viability of the sparsest solution in high-confidence set and point out that
exogeneous assumptions in most statistical methods for Big Data can not be
validated due to incidental endogeneity. They can lead to wrong statistical
inferences and consequently wrong scientific conclusions
Bayesian Compression for Deep Learning
Compression and computational efficiency in deep learning have become a
problem of great significance. In this work, we argue that the most principled
and effective way to attack this problem is by adopting a Bayesian point of
view, where through sparsity inducing priors we prune large parts of the
network. We introduce two novelties in this paper: 1) we use hierarchical
priors to prune nodes instead of individual weights, and 2) we use the
posterior uncertainties to determine the optimal fixed point precision to
encode the weights. Both factors significantly contribute to achieving the
state of the art in terms of compression rates, while still staying competitive
with methods designed to optimize for speed or energy efficiency.Comment: Published as a conference paper at NIPS 201
Protein Docking by the Underestimation of Free Energy Funnels in the Space of Encounter Complexes
Similarly to protein folding, the association of two proteins is driven
by a free energy funnel, determined by favorable interactions in some neighborhood of the
native state. We describe a docking method based on stochastic global minimization of
funnel-shaped energy functions in the space of rigid body motions (SE(3)) while accounting
for flexibility of the interface side chains. The method, called semi-definite
programming-based underestimation (SDU), employs a general quadratic function to
underestimate a set of local energy minima and uses the resulting underestimator to bias
further sampling. While SDU effectively minimizes functions with funnel-shaped basins, its
application to docking in the rotational and translational space SE(3) is not
straightforward due to the geometry of that space. We introduce a strategy that uses
separate independent variables for side-chain optimization, center-to-center distance of the
two proteins, and five angular descriptors of the relative orientations of the molecules.
The removal of the center-to-center distance turns out to vastly improve the efficiency of
the search, because the five-dimensional space now exhibits a well-behaved energy surface
suitable for underestimation. This algorithm explores the free energy surface spanned by
encounter complexes that correspond to local free energy minima and shows similarity to the
model of macromolecular association that proceeds through a series of collisions. Results
for standard protein docking benchmarks establish that in this space the free energy
landscape is a funnel in a reasonably broad neighborhood of the native state and that the
SDU strategy can generate docking predictions with less than 5 ďż˝ ligand interface Ca
root-mean-square deviation while achieving an approximately 20-fold efficiency gain compared
to Monte Carlo methods
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