333,485 research outputs found

    Chain Reduction for Binary and Zero-Suppressed Decision Diagrams

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    Chain reduction enables reduced ordered binary decision diagrams (BDDs) and zero-suppressed binary decision diagrams (ZDDs) to each take advantage of the others' ability to symbolically represent Boolean functions in compact form. For any Boolean function, its chain-reduced ZDD (CZDD) representation will be no larger than its ZDD representation, and at most twice the size of its BDD representation. The chain-reduced BDD (CBDD) of a function will be no larger than its BDD representation, and at most three times the size of its CZDD representation. Extensions to the standard algorithms for operating on BDDs and ZDDs enable them to operate on the chain-reduced versions. Experimental evaluations on representative benchmarks for encoding word lists, solving combinatorial problems, and operating on digital circuits indicate that chain reduction can provide significant benefits in terms of both memory and execution time

    Composite multiclass losses

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    We consider loss functions for multiclass prediction problems. We show when a multiclass loss can be expressed as a “proper composite loss”, which is the composition of a proper loss and a link function. We extend existing results for binary losses to multiclass losses. We subsume results on “classification calibration” by relating it to properness. We determine the stationarity condition, Bregman representation, order-sensitivity, and quasi-convexity of multiclass proper losses. We then characterise the existence and uniqueness of the composite representation formulti class losses. We show how the composite representation is related to other core properties of a loss: mixability, admissibility and (strong) convexity of multiclass losses which we characterise in terms of the Hessian of the Bayes risk. We show that the simple integral representation for binary proper losses can not be extended to multiclass losses but offer concrete guidance regarding how to design different loss functions. The conclusion drawn from these results is that the proper composite representation is a natural and convenient tool for the design of multiclass loss functions

    Solving Multiclass Learning Problems via Error-Correcting Output Codes

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    Multiclass learning problems involve finding a definition for an unknown function f(x) whose range is a discrete set containing k &gt 2 values (i.e., k ``classes''). The definition is acquired by studying collections of training examples of the form [x_i, f (x_i)]. Existing approaches to multiclass learning problems include direct application of multiclass algorithms such as the decision-tree algorithms C4.5 and CART, application of binary concept learning algorithms to learn individual binary functions for each of the k classes, and application of binary concept learning algorithms with distributed output representations. This paper compares these three approaches to a new technique in which error-correcting codes are employed as a distributed output representation. We show that these output representations improve the generalization performance of both C4.5 and backpropagation on a wide range of multiclass learning tasks. We also demonstrate that this approach is robust with respect to changes in the size of the training sample, the assignment of distributed representations to particular classes, and the application of overfitting avoidance techniques such as decision-tree pruning. Finally, we show that---like the other methods---the error-correcting code technique can provide reliable class probability estimates. Taken together, these results demonstrate that error-correcting output codes provide a general-purpose method for improving the performance of inductive learning programs on multiclass problems.Comment: See http://www.jair.org/ for any accompanying file

    Geometric generalisation of surrogate model-based optimisation to combinatorial and program spaces

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    Open access journalSurrogate models (SMs) can profitably be employed, often in conjunction with evolutionary algorithms, in optimisation in which it is expensive to test candidate solutions. The spatial intuition behind SMs makes them naturally suited to continuous problems, and the only combinatorial problems that have been previously addressed are those with solutions that can be encoded as integer vectors. We show how radial basis functions can provide a generalised SM for combinatorial problems which have a geometric solution representation, through the conversion of that representation to a different metric space. This approach allows an SM to be cast in a natural way for the problem at hand, without ad hoc adaptation to a specific representation. We test this adaptation process on problems involving binary strings, permutations, and tree-based genetic programs. © 2014 Yong-Hyuk Kim et al

    Constrained Optimization of Rank-One Functions with Indicator Variables

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    Optimization problems involving minimization of a rank-one convex function over constraints modeling restrictions on the support of the decision variables emerge in various machine learning applications. These problems are often modeled with indicator variables for identifying the support of the continuous variables. In this paper we investigate compact extended formulations for such problems through perspective reformulation techniques. In contrast to the majority of previous work that relies on support function arguments and disjunctive programming techniques to provide convex hull results, we propose a constructive approach that exploits a hidden conic structure induced by perspective functions. To this end, we first establish a convex hull result for a general conic mixed-binary set in which each conic constraint involves a linear function of independent continuous variables and a set of binary variables. We then demonstrate that extended representations of sets associated with epigraphs of rank-one convex functions over constraints modeling indicator relations naturally admit such a conic representation. This enables us to systematically give perspective formulations for the convex hull descriptions of these sets with nonlinear separable or non-separable objective functions, sign constraints on continuous variables, and combinatorial constraints on indicator variables. We illustrate the efficacy of our results on sparse nonnegative logistic regression problems
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