6,577 research outputs found

    Escaping the Local Minima via Simulated Annealing: Optimization of Approximately Convex Functions

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    We consider the problem of optimizing an approximately convex function over a bounded convex set in Rn\mathbb{R}^n using only function evaluations. The problem is reduced to sampling from an \emph{approximately} log-concave distribution using the Hit-and-Run method, which is shown to have the same O∗\mathcal{O}^* complexity as sampling from log-concave distributions. In addition to extend the analysis for log-concave distributions to approximate log-concave distributions, the implementation of the 1-dimensional sampler of the Hit-and-Run walk requires new methods and analysis. The algorithm then is based on simulated annealing which does not relies on first order conditions which makes it essentially immune to local minima. We then apply the method to different motivating problems. In the context of zeroth order stochastic convex optimization, the proposed method produces an ϵ\epsilon-minimizer after O∗(n7.5ϵ−2)\mathcal{O}^*(n^{7.5}\epsilon^{-2}) noisy function evaluations by inducing a O(ϵ/n)\mathcal{O}(\epsilon/n)-approximately log concave distribution. We also consider in detail the case when the "amount of non-convexity" decays towards the optimum of the function. Other applications of the method discussed in this work include private computation of empirical risk minimizers, two-stage stochastic programming, and approximate dynamic programming for online learning.Comment: 27 page

    Unconventional machine learning of genome-wide human cancer data

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    Recent advances in high-throughput genomic technologies coupled with exponential increases in computer processing and memory have allowed us to interrogate the complex aberrant molecular underpinnings of human disease from a genome-wide perspective. While the deluge of genomic information is expected to increase, a bottleneck in conventional high-performance computing is rapidly approaching. Inspired in part by recent advances in physical quantum processors, we evaluated several unconventional machine learning (ML) strategies on actual human tumor data. Here we show for the first time the efficacy of multiple annealing-based ML algorithms for classification of high-dimensional, multi-omics human cancer data from the Cancer Genome Atlas. To assess algorithm performance, we compared these classifiers to a variety of standard ML methods. Our results indicate the feasibility of using annealing-based ML to provide competitive classification of human cancer types and associated molecular subtypes and superior performance with smaller training datasets, thus providing compelling empirical evidence for the potential future application of unconventional computing architectures in the biomedical sciences

    Optimizing Photonic Nanostructures via Multi-fidelity Gaussian Processes

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    We apply numerical methods in combination with finite-difference-time-domain (FDTD) simulations to optimize transmission properties of plasmonic mirror color filters using a multi-objective figure of merit over a five-dimensional parameter space by utilizing novel multi-fidelity Gaussian processes approach. We compare these results with conventional derivative-free global search algorithms, such as (single-fidelity) Gaussian Processes optimization scheme, and Particle Swarm Optimization---a commonly used method in nanophotonics community, which is implemented in Lumerical commercial photonics software. We demonstrate the performance of various numerical optimization approaches on several pre-collected real-world datasets and show that by properly trading off expensive information sources with cheap simulations, one can more effectively optimize the transmission properties with a fixed budget.Comment: NIPS 2018 Workshop on Machine Learning for Molecules and Materials. arXiv admin note: substantial text overlap with arXiv:1811.0075
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