215 research outputs found

    Using Strategy Improvement to Stay Alive

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    We design a novel algorithm for solving Mean-Payoff Games (MPGs). Besides solving an MPG in the usual sense, our algorithm computes more information about the game, information that is important with respect to applications. The weights of the edges of an MPG can be thought of as a gained/consumed energy -- depending on the sign. For each vertex, our algorithm computes the minimum amount of initial energy that is sufficient for player Max to ensure that in a play starting from the vertex, the energy level never goes below zero. Our algorithm is not the first algorithm that computes the minimum sufficient initial energies, but according to our experimental study it is the fastest algorithm that computes them. The reason is that it utilizes the strategy improvement technique which is very efficient in practice

    Improved model identification for non-linear systems using a random subsampling and multifold modelling (RSMM) approach

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    In non-linear system identification, the available observed data are conventionally partitioned into two parts: the training data that are used for model identification and the test data that are used for model performance testing. This sort of 'hold-out' or 'split-sample' data partitioning method is convenient and the associated model identification procedure is in general easy to implement. The resultant model obtained from such a once-partitioned single training dataset, however, may occasionally lack robustness and generalisation to represent future unseen data, because the performance of the identified model may be highly dependent on how the data partition is made. To overcome the drawback of the hold-out data partitioning method, this study presents a new random subsampling and multifold modelling (RSMM) approach to produce less biased or preferably unbiased models. The basic idea and the associated procedure are as follows. First, generate K training datasets (and also K validation datasets), using a K-fold random subsampling method. Secondly, detect significant model terms and identify a common model structure that fits all the K datasets using a new proposed common model selection approach, called the multiple orthogonal search algorithm. Finally, estimate and refine the model parameters for the identified common-structured model using a multifold parameter estimation method. The proposed method can produce robust models with better generalisation performance

    Simulation of the Zero Temperature Behavior of a 3-Dimensional Elastic Medium

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    We have performed numerical simulation of a 3-dimensional elastic medium, with scalar displacements, subject to quenched disorder. We applied an efficient combinatorial optimization algorithm to generate exact ground states for an interface representation. Our results indicate that this Bragg glass is characterized by power law divergences in the structure factor S(k)∼Ak−3S(k)\sim A k^{-3}. We have found numerically consistent values of the coefficient AA for two lattice discretizations of the medium, supporting universality for AA in the isotropic systems considered here. We also examine the response of the ground state to the change in boundary conditions that corresponds to introducing a single dislocation loop encircling the system. Our results indicate that the domain walls formed by this change are highly convoluted, with a fractal dimension df=2.60(5)d_f=2.60(5). We also discuss the implications of the domain wall energetics for the stability of the Bragg glass phase. As in other disordered systems, perturbations of relative strength δ\delta introduce a new length scale L∗∼δ−1/ζL^* \sim \delta^{-1/\zeta} beyond which the perturbed ground state becomes uncorrelated with the reference (unperturbed) ground state. We have performed scaling analysis of the response of the ground state to the perturbations and obtain ζ=0.385(40)\zeta = 0.385(40). This value is consistent with the scaling relation ζ=df/2−θ\zeta=d_f/2- \theta, where θ\theta characterizes the scaling of the energy fluctuations of low energy excitations.Comment: 20 pages, 13 figure

    Specific-Heat Exponent of Random-Field Systems via Ground-State Calculations

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    Exact ground states of three-dimensional random field Ising magnets (RFIM) with Gaussian distribution of the disorder are calculated using graph-theoretical algorithms. Systems for different strengths h of the random fields and sizes up to N=96^3 are considered. By numerically differentiating the bond-energy with respect to h a specific-heat like quantity is obtained, which does not appear to diverge at the critical point but rather exhibits a cusp. We also consider the effect of a small uniform magnetic field, which allows us to calculate the T=0 susceptibility. From a finite-size scaling analysis, we obtain the critical exponents \nu=1.32(7), \alpha=-0.63(7), \eta=0.50(3) and find that the critical strength of the random field is h_c=2.28(1). We discuss the significance of the result that \alpha appears to be strongly negative.Comment: 9 pages, 9 figures, 1 table, revtex revised version, slightly extende

    Using Scaling Methods to Improve Support Vector Regression’s Performance for Travel Time and Volume Predictions

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    Long queues often happen on toll roads, especially at the tollgates. These create many problems, including having an impact on the regular roads nearby. If travel time and traffic volume at the tollgates can be predicted accurately in advance, this would allow traffic authorities to take appropriate measures to improve traffic flow and the safety of road users. This paper describes a novel combination of scaling methods with Support Vector Machines for Regression (SVR) for travel time and tollgate volume prediction tasks, as part of the Knowledge Discovery and Data Mining (KDD) Cup 2017. A new method is introduced to handle missing data by utilising the structure of the road network. Moreover, experiments with reduced data were conducted to evaluate whether conclusions from combining scaling methods with SVR could be generalised

    Ground state numerical study of the three-dimensional random field Ising model

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    The random field Ising model in three dimensions with Gaussian random fields is studied at zero temperature for system sizes up to 60^3. For each realization of the normalized random fields, the strength of the random field, Delta and a uniform external, H is adjusted to find the finite-size critical point. The finite-size critical point is identified as the point in the H-Delta plane where three degenerate ground states have the largest discontinuities in the magnetization. The discontinuities in the magnetization and bond energy between these ground states are used to calculate the magnetization and specific heat critical exponents and both exponents are found to be near zero.Comment: 10 pages, 6 figures; new references and small changes to tex

    Forecasting Government Bond Spreads with Heuristic Models:Evidence from the Eurozone Periphery

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    This study investigates the predictability of European long-term government bond spreads through the application of heuristic and metaheuristic support vector regression (SVR) hybrid structures. Genetic, krill herd and sine–cosine algorithms are applied to the parameterization process of the SVR and locally weighted SVR (LSVR) methods. The inputs of the SVR models are selected from a large pool of linear and non-linear individual predictors. The statistical performance of the main models is evaluated against a random walk, an Autoregressive Moving Average, the best individual prediction model and the traditional SVR and LSVR structures. All models are applied to forecast daily and weekly government bond spreads of Greece, Ireland, Italy, Portugal and Spain over the sample period 2000–2017. The results show that the sine–cosine LSVR is outperforming its counterparts in terms of statistical accuracy, while metaheuristic approaches seem to benefit the parameterization process more than the heuristic ones

    An Ensemble Analysis of Electromyographic Activity during Whole Body Pointing with the Use of Support Vector Machines

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    We explored the use of support vector machines (SVM) in order to analyze the ensemble activities of 24 postural and focal muscles recorded during a whole body pointing task. Because of the large number of variables involved in motor control studies, such multivariate methods have much to offer over the standard univariate techniques that are currently employed in the field to detect modifications. The SVM was used to uncover the principle differences underlying several variations of the task. Five variants of the task were used. An unconstrained reaching, two constrained at the focal level and two at the postural level. Using the electromyographic (EMG) data, the SVM proved capable of distinguishing all the unconstrained from the constrained conditions with a success of approximately 80% or above. In all cases, including those with focal constraints, the collective postural muscle EMGs were as good as or better than those from focal muscles for discriminating between conditions. This was unexpected especially in the case with focal constraints. In trying to rank the importance of particular features of the postural EMGs we found the maximum amplitude rather than the moment at which it occurred to be more discriminative. A classification using the muscles one at a time permitted us to identify some of the postural muscles that are significantly altered between conditions. In this case, the use of a multivariate method also permitted the use of the entire muscle EMG waveform rather than the difficult process of defining and extracting any particular variable. The best accuracy was obtained from muscles of the leg rather than from the trunk. By identifying the features that are important in discrimination, the use of the SVM permitted us to identify some of the features that are adapted when constraints are placed on a complex motor task
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