354 research outputs found
Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation
The simultaneous perturbation stochastic approximation (SPSA) algorithm has recently attracted considerable attention for optimization problems where it is di cult or impossible to obtain a direct gradient of the objective (say, loss) function. The approach is based on a highly e cient simultaneous perturbation approximation to the gradient based on loss function measurements. SPSA is based on picking a simultaneous perturbation (random) vector in a Monte Carlo fashion as part of generating the approximation to the gradient. This paper derives the optimal distribution for the Monte Carlo process. The objective is to minimize the mean square error of the estimate. We also consider maximization of the likelihood that the estimate be con ned within a bounded symmetric region of the true parameter. The optimal distribution for the components of the simultaneous perturbation vector is found to be a symmetric Bernoulli in both cases. We end the paper with a numerical study related to the area of experiment design. 1
Intrinsic adaptation in autonomous recurrent neural networks
A massively recurrent neural network responds on one side to input stimuli
and is autonomously active, on the other side, in the absence of sensory
inputs. Stimuli and information processing depends crucially on the qualia of
the autonomous-state dynamics of the ongoing neural activity. This default
neural activity may be dynamically structured in time and space, showing
regular, synchronized, bursting or chaotic activity patterns.
We study the influence of non-synaptic plasticity on the default dynamical
state of recurrent neural networks. The non-synaptic adaption considered acts
on intrinsic neural parameters, such as the threshold and the gain, and is
driven by the optimization of the information entropy. We observe, in the
presence of the intrinsic adaptation processes, three distinct and globally
attracting dynamical regimes, a regular synchronized, an overall chaotic and an
intermittent bursting regime. The intermittent bursting regime is characterized
by intervals of regular flows, which are quite insensitive to external stimuli,
interseeded by chaotic bursts which respond sensitively to input signals. We
discuss these finding in the context of self-organized information processing
and critical brain dynamics.Comment: 24 pages, 8 figure
Optimal sensor configuration for complex systems with application to signal detection in structures
Permutation-invariant distance between atomic configurations
We present a permutation-invariant distance between atomic configurations,
defined through a functional representation of atomic positions. This distance
enables to directly compare different atomic environments with an arbitrary
number of particles, without going through a space of reduced dimensionality
(i.e. fingerprints) as an intermediate step. Moreover, this distance is
naturally invariant through permutations of atoms, avoiding the time consuming
associated minimization required by other common criteria (like the Root Mean
Square Distance). Finally, the invariance through global rotations is accounted
for by a minimization procedure in the space of rotations solved by Monte Carlo
simulated annealing. A formal framework is also introduced, showing that the
distance we propose verifies the property of a metric on the space of atomic
configurations. Two examples of applications are proposed. The first one
consists in evaluating faithfulness of some fingerprints (or descriptors), i.e.
their capacity to represent the structural information of a configuration. The
second application concerns structural analysis, where our distance proves to
be efficient in discriminating different local structures and even classifying
their degree of similarity
Variational quantum Monte Carlo simulations with tensor-network states
We show that the formalism of tensor-network states, such as the matrix
product states (MPS), can be used as a basis for variational quantum Monte
Carlo simulations. Using a stochastic optimization method, we demonstrate the
potential of this approach by explicit MPS calculations for the transverse
Ising chain with up to N=256 spins at criticality, using periodic boundary
conditions and D*D matrices with D up to 48. The computational cost of our
scheme formally scales as ND^3, whereas standard MPS approaches and the related
density matrix renromalization group method scale as ND^5 and ND^6,
respectively, for periodic systems.Comment: 4+ pages, 2 figures. v2: improved data, comparisons with exact
results, to appear in Phys Rev Let
Well-Tempered Metadynamics: A Smoothly Converging and Tunable Free-Energy Method
We present a method for determining the free energy dependence on a selected
number of collective variables using an adaptive bias. The formalism provides a
unified description which has metadynamics and canonical sampling as limiting
cases. Convergence and errors can be rigorously and easily controlled. The
parameters of the simulation can be tuned so as to focus the computational
effort only on the physically relevant regions of the order parameter space.
The algorithm is tested on the reconstruction of alanine dipeptide free energy
landscape
Variational ground states of 2D antiferromagnets in the valence bond basis
We study a variational wave function for the ground state of the
two-dimensional S=1/2 Heisenberg antiferromagnet in the valence bond basis. The
expansion coefficients are products of amplitudes h(x,y) for valence bonds
connecting spins separated by (x,y) lattice spacings. In contrast to previous
studies, in which a functional form for h(x,y) was assumed, we here optimize
all the amplitudes for lattices with up to 32*32 spins. We use two different
schemes for optimizing the amplitudes; a Newton/conjugate-gradient method and a
stochastic method which requires only the signs of the first derivatives of the
energy. The latter method performs significantly better. The energy for large
systems deviates by only approx. 0.06% from its exact value (calculated using
unbiased quantum Monte Carlo simulations). The spin correlations are also well
reproduced, falling approx. 2% below the exact ones at long distances. The
amplitudes h(r) for valence bonds of long length r decay as 1/r^3. We also
discuss some results for small frustrated lattices.Comment: v2: 8 pages, 5 figures, significantly expanded, new optimization
method, improved result
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The Coherent Structures of Shallowwater Turbulence: Deformationradius Effects, Cyclone/Anticyclone Asymmetry and Gravitywave Generation
Over a large range of Rossby and Froude numbers, we investigate the dynamics of initially balanced decaying turbulence in a shallow rotating fluid layer. As in the case of incompressible two‐dimensional decaying turbulence, coherent vortex structures spontaneously emerge from the initially random flow. However, owing to the presence of a free surface, a wealth of new phenomena appear in the shallow‐water system. The upscale energy cascade, common to strongly rotating flows, is arrested by the presence of a finite Rossby deformation radius. Moreover, in contrast to near‐geostrophic dynamics, a strong asymmetry is observed to develop as the Froude number is increased, leading to a clear dominance of anticyclonic vortices over cyclonic ones, even though no β effect is present in the system. Finally, we observe gravity waves to be generated around the vortex structures, and, in the strongest cases, they appear in the form of shocks. We briefly discuss the relevance of this study to the vortices observed in Jupiter’s atmosphere
Method of measurements with random perturbation: Application in photoemission experiments
We report an application of a simultaneous perturbation stochastic
approximation (SPSA) algorithm to filtering systematic noise (SN) with non-zero
mean value in photoemission data. In our analysis we have used a series of 50
single-scan photoemission spectra of W(110) surface where randomly chosen SN
was added. It was found that the SPSA-evaluated spectrum is in good agreement
with the spectrum measured without SN. On the basis of our results a wide
application of SPSA for evaluation of experimental data is anticipated.Comment: 11 pages, 3 figure
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