676 research outputs found
Optimization, Learning, and Games with Predictable Sequences
We provide several applications of Optimistic Mirror Descent, an online
learning algorithm based on the idea of predictable sequences. First, we
recover the Mirror Prox algorithm for offline optimization, prove an extension
to Holder-smooth functions, and apply the results to saddle-point type
problems. Next, we prove that a version of Optimistic Mirror Descent (which has
a close relation to the Exponential Weights algorithm) can be used by two
strongly-uncoupled players in a finite zero-sum matrix game to converge to the
minimax equilibrium at the rate of O((log T)/T). This addresses a question of
Daskalakis et al 2011. Further, we consider a partial information version of
the problem. We then apply the results to convex programming and exhibit a
simple algorithm for the approximate Max Flow problem
Communication Complexity of Permutation-Invariant Functions
Motivated by the quest for a broader understanding of communication
complexity of simple functions, we introduce the class of
"permutation-invariant" functions. A partial function is permutation-invariant if for every bijection
and every , it is the case that . Most of the commonly studied functions
in communication complexity are permutation-invariant. For such functions, we
present a simple complexity measure (computable in time polynomial in given
an implicit description of ) that describes their communication complexity
up to polynomial factors and up to an additive error that is logarithmic in the
input size. This gives a coarse taxonomy of the communication complexity of
simple functions. Our work highlights the role of the well-known lower bounds
of functions such as 'Set-Disjointness' and 'Indexing', while complementing
them with the relatively lesser-known upper bounds for 'Gap-Inner-Product'
(from the sketching literature) and 'Sparse-Gap-Inner-Product' (from the recent
work of Canonne et al. [ITCS 2015]). We also present consequences to the study
of communication complexity with imperfectly shared randomness where we show
that for total permutation-invariant functions, imperfectly shared randomness
results in only a polynomial blow-up in communication complexity after an
additive overhead
Positive trigonometric polynomials for strong stability of difference equations
We follow a polynomial approach to analyse strong stability of linear
difference equations with rationally independent delays. Upon application of
the Hermite stability criterion on the discrete-time homogeneous characteristic
polynomial, assessing strong stability amounts to deciding positive
definiteness of a multivariate trigonometric polynomial matrix. This latter
problem is addressed with a converging hierarchy of linear matrix inequalities
(LMIs). Numerical experiments indicate that certificates of strong stability
can be obtained at a reasonable computational cost for state dimension and
number of delays not exceeding 4 or 5
The Weight Function in the Subtree Kernel is Decisive
Tree data are ubiquitous because they model a large variety of situations,
e.g., the architecture of plants, the secondary structure of RNA, or the
hierarchy of XML files. Nevertheless, the analysis of these non-Euclidean data
is difficult per se. In this paper, we focus on the subtree kernel that is a
convolution kernel for tree data introduced by Vishwanathan and Smola in the
early 2000's. More precisely, we investigate the influence of the weight
function from a theoretical perspective and in real data applications. We
establish on a 2-classes stochastic model that the performance of the subtree
kernel is improved when the weight of leaves vanishes, which motivates the
definition of a new weight function, learned from the data and not fixed by the
user as usually done. To this end, we define a unified framework for computing
the subtree kernel from ordered or unordered trees, that is particularly
suitable for tuning parameters. We show through eight real data classification
problems the great efficiency of our approach, in particular for small
datasets, which also states the high importance of the weight function.
Finally, a visualization tool of the significant features is derived.Comment: 36 page
Unveiling connectivity patterns of categories in complex systems: an application to human needs in urban places
This is an Accepted Manuscript of an article published by Taylor & Francis in Journal of mathematical sociology on 06/09/2016, available online: http://www.tandfonline.com/doi/full/10.1080/0022250X.2016.1219855We present a methodology based on weighted networks and dependence coefficients aimed at revealing connectivity patterns between categories. As a case study, it is applied to an urban place and at two spatial levels—neighborhood and square—where categories correspond to human needs. Our results show that diverse spatial levels present different and nontrivial patterns of need emergence. A numerical model indicates that these patterns depend on the probability distribution of weights. We suggest that this way of analyzing the connectivity of categories (human needs in our case study) in social and ecological systems can be used to define new strategies to cope with complex processes, such as those related to transition management and governance, urban-making, and integrated planning.Peer ReviewedPostprint (author's final draft
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