26,647 research outputs found

    Stationary probability density of stochastic search processes in global optimization

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    A method for the construction of approximate analytical expressions for the stationary marginal densities of general stochastic search processes is proposed. By the marginal densities, regions of the search space that with high probability contain the global optima can be readily defined. The density estimation procedure involves a controlled number of linear operations, with a computational cost per iteration that grows linearly with problem size

    Deep Unsupervised Learning using Nonequilibrium Thermodynamics

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    A central problem in machine learning involves modeling complex data-sets using highly flexible families of probability distributions in which learning, sampling, inference, and evaluation are still analytically or computationally tractable. Here, we develop an approach that simultaneously achieves both flexibility and tractability. The essential idea, inspired by non-equilibrium statistical physics, is to systematically and slowly destroy structure in a data distribution through an iterative forward diffusion process. We then learn a reverse diffusion process that restores structure in data, yielding a highly flexible and tractable generative model of the data. This approach allows us to rapidly learn, sample from, and evaluate probabilities in deep generative models with thousands of layers or time steps, as well as to compute conditional and posterior probabilities under the learned model. We additionally release an open source reference implementation of the algorithm

    On the Probabilistic Interpretation of the Evolution Equations with Pomeron Loops in QCD

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    We study some structural aspects of the evolution equations with Pomeron loops recently derived in QCD at high energy and for a large number of colors, with the purpose of clarifying their probabilistic interpretation. We show that, in spite of their appealing dipolar structure and of the self-duality of the underlying Hamiltonian, these equations cannot be given a meaningful interpretation in terms of a system of dipoles which evolves through dissociation (one dipole splitting into two) and recombination (two dipoles merging into one). The problem comes from the saturation effects, which cannot be described as dipole recombination, not even effectively. We establish this by showing that a (probabilistically meaningful) dipolar evolution in either the target or the projectile wavefunction cannot reproduce the actual evolution equations in QCD.Comment: 31 pages, 2 figure

    The mining game: a brief introduction to the Stochastic Diffusion Search metaheuristic

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