DSL: Discriminative Subgraph Learning via Sparse Self-Representation

The goal in network state prediction (NSP) is to classify the global state (label) associated with features embedded in a graph. This graph structure encoding feature relationships is the key distinctive aspect of NSP compared to classical supervised learning. NSP arises in various applications: gene expression samples embedded in a protein-protein interaction (PPI) network, temporal snapshots of infrastructure or sensor networks, and fMRI coherence network samples from multiple subjects to name a few. Instances from these domains are typically ``wide'' (more features than samples), and thus, feature sub-selection is required for robust and generalizable prediction. How to best employ the network structure in order to learn succinct connected subgraphs encompassing the most discriminative features becomes a central challenge in NSP. Prior work employs connected subgraph sampling or graph smoothing within optimization frameworks, resulting in either large variance of quality or weak control over the connectivity of selected subgraphs. In this work we propose an optimization framework for discriminative subgraph learning (DSL) which simultaneously enforces (i) sparsity, (ii) connectivity and (iii) high discriminative power of the resulting subgraphs of features. Our optimization algorithm is a single-step solution for the NSP and the associated feature selection problem. It is rooted in the rich literature on maximal-margin optimization, spectral graph methods and sparse subspace self-representation. DSL simultaneously ensures solution interpretability and superior predictive power (up to 16% improvement in challenging instances compared to baselines), with execution times up to an hour for large instances.Comment: 9 page

Performance Analysis of a Novel GPU Computation-to-core Mapping Scheme for Robust Facet Image Modeling

Though the GPGPU concept is well-known in image processing, much more work remains to be done to fully exploit GPUs as an alternative computation engine. This paper investigates the computation-to-core mapping strategies to probe the efficiency and scalability of the robust facet image modeling algorithm on GPUs. Our fine-grained computation-to-core mapping scheme shows a significant performance gain over the standard pixel-wise mapping scheme. With in-depth performance comparisons across the two different mapping schemes, we analyze the impact of the level of parallelism on the GPU computation and suggest two principles for optimizing future image processing applications on the GPU platform

Robust Strategies for Optimal Order Execution in the Almgren-Chriss Framework

Assuming geometric Brownian motion as unaffected price process $S^0$, Gatheral & Schied (2011) derived a strategy for optimal order execution that reacts in a sensible manner on market changes but can still be computed in closed form. Here we will investigate the robustness of this strategy with respect to misspecification of the law of $S^0$. We prove the surprising result that the strategy remains optimal whenever $S^0$ is a square-integrable martingale. We then analyze the optimization criterion of Gatheral & Schied (2011) in the case in which $S^0$ is any square-integrable semimartingale and we give a closed-form solution to this problem. As a corollary, we find an explicit solution to the problem of minimizing the expected liquidation costs when the unaffected price process is a square-integrable semimartingale. The solutions to our problems are found by stochastically solving a finite-fuel control problem without assumptions of Markovianity

Towards the fast and robust optimal design of Wireless Body Area Networks

Wireless body area networks are wireless sensor networks whose adoption has recently emerged and spread in important healthcare applications, such as the remote monitoring of health conditions of patients. A major issue associated with the deployment of such networks is represented by energy consumption: in general, the batteries of the sensors cannot be easily replaced and recharged, so containing the usage of energy by a rational design of the network and of the routing is crucial. Another issue is represented by traffic uncertainty: body sensors may produce data at a variable rate that is not exactly known in advance, for example because the generation of data is event-driven. Neglecting traffic uncertainty may lead to wrong design and routing decisions, which may compromise the functionality of the network and have very bad effects on the health of the patients. In order to address these issues, in this work we propose the first robust optimization model for jointly optimizing the topology and the routing in body area networks under traffic uncertainty. Since the problem may result challenging even for a state-of-the-art optimization solver, we propose an original optimization algorithm that exploits suitable linear relaxations to guide a randomized fixing of the variables, supported by an exact large variable neighborhood search. Experiments on realistic instances indicate that our algorithm performs better than a state-of-the-art solver, fast producing solutions associated with improved optimality gaps.Comment: Authors' manuscript version of the paper that was published in Applied Soft Computin

Deployment Strategies of Multiple Aerial BSs for User Coverage and Power Efficiency Maximization

Unmanned aerial vehicle (UAV) based aerial base stations (BSs) can provide rapid communication services to ground users and are thus promising for future communication systems. In this paper, we consider a scenario where no functional terrestrial BSs are available and the aim is deploying multiple aerial BSs to cover a maximum number of users within a certain target area. To this end, we first propose a naive successive deployment method, which converts the non-convex constraints in the involved optimization into a combination of linear constraints through geometrical relaxation. Then we investigate a deployment method based on K-means clustering. The method divides the target area into K convex subareas, where within each subarea, a mixed integer non-linear problem (MINLP) is solved. An iterative power efficient technique is further proposed to improve coverage probability with reduced power. Finally, we propose a robust technique for compensating the loss of coverage probability in the existence of inaccurate user location information (ULI). Our simulation results show that, the proposed techniques achieve an up to 30% higher coverage probability when users are not distributed uniformly. In addition, the proposed simultaneous deployment techniques, especially the one using iterative algorithm improve power-efficiency by up to 15% compared to the benchmark circle packing theory

Robust Design by Antioptimization for Parameter Tolerant GaAs/AlOx High Contrast Grating Mirror for VCSEL Application

A GaAs/AlOx high contrast grating structure design which exhibits a 99.5% high reflectivity for a 425nm large bandwidth is reported. The high contrast grating (HCG) structure has been designed in order to enhance the properties of mid-infrared VCSEL devices by replacing the top Bragg mirror of the cavity. A robust optimization algorithm has been implemented to design the HCG structure not only as an efficient mirror but also as a robust structure against the imperfections of fabrication. The design method presented here can be easily adapted for other HCG applications at different wavelengths.Comment: (c) 2013 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists or reuse of any copyrighted components of this work in other work