On Similarities between Inference in Game Theory and Machine Learning

In this paper, we elucidate the equivalence between inference in game theory and machine learning. Our aim in so doing is to establish an equivalent vocabulary between the two domains so as to facilitate developments at the intersection of both fields, and as proof of the usefulness of this approach, we use recent developments in each field to make useful improvements to the other. More specifically, we consider the analogies between smooth best responses in fictitious play and Bayesian inference methods. Initially, we use these insights to develop and demonstrate an improved algorithm for learning in games based on probabilistic moderation. That is, by integrating over the distribution of opponent strategies (a Bayesian approach within machine learning) rather than taking a simple empirical average (the approach used in standard fictitious play) we derive a novel moderated fictitious play algorithm and show that it is more likely than standard fictitious play to converge to a payoff-dominant but risk-dominated Nash equilibrium in a simple coordination game. Furthermore we consider the converse case, and show how insights from game theory can be used to derive two improved mean field variational learning algorithms. We first show that the standard update rule of mean field variational learning is analogous to a Cournot adjustment within game theory. By analogy with fictitious play, we then suggest an improved update rule, and show that this results in fictitious variational play, an improved mean field variational learning algorithm that exhibits better convergence in highly or strongly connected graphical models. Second, we use a recent advance in fictitious play, namely dynamic fictitious play, to derive a derivative action variational learning algorithm, that exhibits superior convergence properties on a canonical machine learning problem (clustering a mixture distribution)

Old and New Fields on Super Riemann Surfaces

The ``new fields" or ``superconformal functions" on $N=1$ super Riemann surfaces introduced recently by Rogers and Langer are shown to coincide with the Abelian differentials (plus constants), viewed as a subset of the functions on the associated $N=2$ super Riemann surface. We confirm that, as originally defined, they do not form a super vector space.Comment: 9 pages, LaTex. Published version: minor changes for clarity, two new reference

A Feynman-Kac Formula for Anticommuting Brownian Motion

Motivated by application to quantum physics, anticommuting analogues of Wiener measure and Brownian motion are constructed. The corresponding Ito integrals are defined and the existence and uniqueness of solutions to a class of stochastic differential equations is established. This machinery is used to provide a Feynman-Kac formula for a class of Hamiltonians. Several specific examples are considered.Comment: 21 page

Constrained optimal control theory for differential linear repetitive processes

Differential repetitive processes are a distinct class of continuous-discrete two-dimensional linear systems of both systems theoretic and applications interest. These processes complete a series of sweeps termed passes through a set of dynamics defined over a finite duration known as the pass length, and once the end is reached the process is reset to its starting position before the next pass begins. Moreover the output or pass profile produced on each pass explicitly contributes to the dynamics of the next one. Applications areas include iterative learning control and iterative solution algorithms, for classes of dynamic nonlinear optimal control problems based on the maximum principle, and the modeling of numerous industrial processes such as metal rolling, long-wall cutting, etc. In this paper we develop substantial new results on optimal control of these processes in the presence of constraints where the cost function and constraints are motivated by practical application of iterative learning control to robotic manipulators and other electromechanical systems. The analysis is based on generalizing the well-known maximum and $\epsilon$-maximum principles to the

Far-Field Superoscillatory Metamaterial Superlens

We demonstrate a metamaterial superlens: a planar array of discrete subwavelength metamolecules with individual scattering characteristics tailored to vary spatially to create subdiffraction superoscillatory focus of, in principle, arbitrary shape and size. Metamaterial free-space lenses with previously unattainable effective numerical apertures – as high as 1.52 – and foci as small as 0.33λ in size are demonstrated. Super-resolution imaging with such lenses is experimentally verified breaking the conventional diffraction limit of resolution and exhibiting resolution close to the size of the focus. Our approach will enable far-field label-free super-resolution nonalgorithmic microscopies at harmless levels of intensity, including imaging inside cells, nanostructures, and silicon chips, without impregnating them with fluorescent materials

Autocatalytic plume pinch-off

A localized source of buoyancy flux in a non-reactive fluid medium creates a plume. The flux can be provided by either heat, a compositional difference between the fluid comprising the plume and its surroundings, or a combination of both. For autocatalytic plumes produced by the iodate-arsenous acid reaction, however, buoyancy is produced along the entire reacting interface between the plume and its surroundings. Buoyancy production at the moving interface drives fluid motion, which in turn generates flow that advects the reaction front. As a consequence of this interplay between fluid flow and chemical reaction, autocatalytic plumes exhibit a rich dynamics during their ascent through the reactant medium. One of the more interesting dynamical features is the production of an accelerating vortical plume head that in certain cases pinches-off and detaches from the upwelling conduit. After pinch-off, a new plume head forms in the conduit below, and this can lead to multiple generations of plume heads for a single plume initiation. We investigated the pinch-off process using both experimentation and simulation. Experiments were performed using various concentrations of glycerol, in which it was found that repeated pinch-off occurs exclusively in a specific concentration range. Autocatalytic plume simulations revealed that pinch-off is triggered by the appearance of accelerating flow in the plume conduit.Comment: 10 figures. Accepted for publication in Phys Rev E. See also http://www.physics.utoronto.ca/nonlinear/papers_chemwave.htm

On the Hamiltonian structure of Ermakov systems

A canonical Hamiltonian formalism is derived for a class of Ermakov systems specified by several different frequency functions. This class of systems comprises all known cases of Hamiltonian Ermakov systems and can always be reduced to quadratures. The Hamiltonian structure is explored to find exact solutions for the Calogero system and for a noncentral potential with dynamic symmetry. Some generalizations of these systems possessing exact solutions are also identified and solved

Bubbling the False Vacuum Away

We investigate the role of nonperturbative, bubble-like inhomogeneities on the decay rate of false-vacuum states in two and three-dimensional scalar field theories. The inhomogeneities are induced by setting up large-amplitude oscillations of the field about the false vacuum as, for example, after a rapid quench or in certain models of cosmological inflation. We show that, for a wide range of parameters, the presence of large-amplitude bubble-like inhomogeneities greatly accelerates the decay rate, changing it from the well-known exponential suppression of homogeneous nucleation to a power-law suppression. It is argued that this fast, power-law vacuum decay -- known as resonant nucleation -- is promoted by the presence of long-lived oscillons among the nonperturbative fluctuations about the false vacuum. A phase diagram is obtained distinguishing three possible mechanisms for vacuum decay: homogeneous nucleation, resonant nucleation, and cross-over. Possible applications are briefly discussed.Comment: 13 Pages, 16 figures, revtex4, submitted to pr