4,939 research outputs found
MATSuMoTo: The MATLAB Surrogate Model Toolbox For Computationally Expensive Black-Box Global Optimization Problems
MATSuMoTo is the MATLAB Surrogate Model Toolbox for computationally
expensive, black-box, global optimization problems that may have continuous,
mixed-integer, or pure integer variables. Due to the black-box nature of the
objective function, derivatives are not available. Hence, surrogate models are
used as computationally cheap approximations of the expensive objective
function in order to guide the search for improved solutions. Due to the
computational expense of doing a single function evaluation, the goal is to
find optimal solutions within very few expensive evaluations. The multimodality
of the expensive black-box function requires an algorithm that is able to
search locally as well as globally. MATSuMoTo is able to address these
challenges. MATSuMoTo offers various choices for surrogate models and surrogate
model mixtures, initial experimental design strategies, and sampling
strategies. MATSuMoTo is able to do several function evaluations in parallel by
exploiting MATLAB's Parallel Computing Toolbox.Comment: 13 pages, 7 figure
A Parallel Algorithm for Exact Bayesian Structure Discovery in Bayesian Networks
Exact Bayesian structure discovery in Bayesian networks requires exponential
time and space. Using dynamic programming (DP), the fastest known sequential
algorithm computes the exact posterior probabilities of structural features in
time and space, if the number of nodes (variables) in the
Bayesian network is and the in-degree (the number of parents) per node is
bounded by a constant . Here we present a parallel algorithm capable of
computing the exact posterior probabilities for all edges with optimal
parallel space efficiency and nearly optimal parallel time efficiency. That is,
if processors are used, the run-time reduces to
and the space usage becomes per
processor. Our algorithm is based the observation that the subproblems in the
sequential DP algorithm constitute a - hypercube. We take a delicate way
to coordinate the computation of correlated DP procedures such that large
amount of data exchange is suppressed. Further, we develop parallel techniques
for two variants of the well-known \emph{zeta transform}, which have
applications outside the context of Bayesian networks. We demonstrate the
capability of our algorithm on datasets with up to 33 variables and its
scalability on up to 2048 processors. We apply our algorithm to a biological
data set for discovering the yeast pheromone response pathways.Comment: 32 pages, 12 figure
FFPopSim: An efficient forward simulation package for the evolution of large populations
The analysis of the evolutionary dynamics of a population with many
polymorphic loci is challenging since a large number of possible genotypes
needs to be tracked. In the absence of analytical solutions, forward computer
simulations are an important tool in multi-locus population genetics. The run
time of standard algorithms to simulate sexual populations increases as 8^L
with the number L of loci, or with the square of the population size N. We have
developed algorithms that allow to simulate large populations with a run-time
that scales as 3^L. The algorithm is based on an analog of the Fast-Fourier
Transform (FFT) and allows for arbitrary fitness functions (i.e. any epistasis)
and genetic maps. The algorithm is implemented as a collection of C++ classes
and a Python interface.Comment: available from: http://code.google.com/p/ffpopsi
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