700 research outputs found
Generalized Low Rank Models
Principal components analysis (PCA) is a well-known technique for
approximating a tabular data set by a low rank matrix. Here, we extend the idea
of PCA to handle arbitrary data sets consisting of numerical, Boolean,
categorical, ordinal, and other data types. This framework encompasses many
well known techniques in data analysis, such as nonnegative matrix
factorization, matrix completion, sparse and robust PCA, -means, -SVD,
and maximum margin matrix factorization. The method handles heterogeneous data
sets, and leads to coherent schemes for compressing, denoising, and imputing
missing entries across all data types simultaneously. It also admits a number
of interesting interpretations of the low rank factors, which allow clustering
of examples or of features. We propose several parallel algorithms for fitting
generalized low rank models, and describe implementations and numerical
results.Comment: 84 pages, 19 figure
Cellular Probabilistic Automata - A Novel Method for Uncertainty Propagation
We propose a novel density based numerical method for uncertainty propagation
under certain partial differential equation dynamics. The main idea is to
translate them into objects that we call cellular probabilistic automata and to
evolve the latter. The translation is achieved by state discretization as in
set oriented numerics and the use of the locality concept from cellular
automata theory. We develop the method at the example of initial value
uncertainties under deterministic dynamics and prove a consistency result. As
an application we discuss arsenate transportation and adsorption in drinking
water pipes and compare our results to Monte Carlo computations
Convex Parameter Recovery for Interacting Marked Processes
We introduce a new general modeling approach for multivariate discrete event
data with categorical interacting marks, which we refer to as marked Bernoulli
processes. In the proposed model, the probability of an event of a specific
category to occur in a location may be influenced by past events at this and
other locations. We do not restrict interactions to be positive or decaying
over time as it is commonly adopted, allowing us to capture an arbitrary shape
of influence from historical events, locations, and events of different
categories. In our modeling, prior knowledge is incorporated by allowing
general convex constraints on model parameters. We develop two parameter
estimation procedures utilizing the constrained Least Squares (LS) and Maximum
Likelihood (ML) estimation, which are solved using variational inequalities
with monotone operators. We discuss different applications of our approach and
illustrate the performance of proposed recovery routines on synthetic examples
and a real-world police dataset
A nonmonotone GRASP
A greedy randomized adaptive search procedure (GRASP) is an itera-
tive multistart metaheuristic for difficult combinatorial optimization problems. Each
GRASP iteration consists of two phases: a construction phase, in which a feasible
solution is produced, and a local search phase, in which a local optimum in the
neighborhood of the constructed solution is sought. Repeated applications of the con-
struction procedure yields different starting solutions for the local search and the
best overall solution is kept as the result. The GRASP local search applies iterative
improvement until a locally optimal solution is found. During this phase, starting from
the current solution an improving neighbor solution is accepted and considered as the
new current solution. In this paper, we propose a variant of the GRASP framework that
uses a new “nonmonotone” strategy to explore the neighborhood of the current solu-
tion. We formally state the convergence of the nonmonotone local search to a locally
optimal solution and illustrate the effectiveness of the resulting Nonmonotone GRASP
on three classical hard combinatorial optimization problems: the maximum cut prob-
lem (MAX-CUT), the weighted maximum satisfiability problem (MAX-SAT), and
the quadratic assignment problem (QAP)
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