2,033 research outputs found
Numerical computation of rare events via large deviation theory
An overview of rare events algorithms based on large deviation theory (LDT)
is presented. It covers a range of numerical schemes to compute the large
deviation minimizer in various setups, and discusses best practices, common
pitfalls, and implementation trade-offs. Generalizations, extensions, and
improvements of the minimum action methods are proposed. These algorithms are
tested on example problems which illustrate several common difficulties which
arise e.g. when the forcing is degenerate or multiplicative, or the systems are
infinite-dimensional. Generalizations to processes driven by non-Gaussian
noises or random initial data and parameters are also discussed, along with the
connection between the LDT-based approach reviewed here and other methods, such
as stochastic field theory and optimal control. Finally, the integration of
this approach in importance sampling methods using e.g. genealogical algorithms
is explored
New results in rho^0 meson physics
We compare the predictions of a range of existing models based on the Vector
Meson Dominance hypothesis with data on e^+ e^- -> pi^+ pi^$ and e^+ e^- ->
mu^+ mu^- cross-sections and the phase and near-threshold behavior of the
timelike pion form factor, with the aim of determining which (if any) of these
models is capable of providing an accurate representation of the full range of
experimental data. We find that, of the models considered, only that proposed
by Bando et al. is able to consistently account for all information, provided
one allows its parameter "a" to vary from the usual value of 2 to 2.4. Our fit
with this model gives a point-like coupling (gamma pi^+ \pi^-) of magnitude ~
-e/6, while the common formulation of VMD excludes such a term. The resulting
values for the rho mass and pi^+ pi^- and e^+e^- partial widths as well as the
branching ratio for the decay omega -> pi^+ pi^- obtained within the context of
this model are consistent with previous results.Comment: 34 pages with 7 figures. Published version also available at
http://link.springer.de/link/service/journals/10052/tocs/t8002002.ht
Learning what matters - Sampling interesting patterns
In the field of exploratory data mining, local structure in data can be
described by patterns and discovered by mining algorithms. Although many
solutions have been proposed to address the redundancy problems in pattern
mining, most of them either provide succinct pattern sets or take the interests
of the user into account-but not both. Consequently, the analyst has to invest
substantial effort in identifying those patterns that are relevant to her
specific interests and goals. To address this problem, we propose a novel
approach that combines pattern sampling with interactive data mining. In
particular, we introduce the LetSIP algorithm, which builds upon recent
advances in 1) weighted sampling in SAT and 2) learning to rank in interactive
pattern mining. Specifically, it exploits user feedback to directly learn the
parameters of the sampling distribution that represents the user's interests.
We compare the performance of the proposed algorithm to the state-of-the-art in
interactive pattern mining by emulating the interests of a user. The resulting
system allows efficient and interleaved learning and sampling, thus
user-specific anytime data exploration. Finally, LetSIP demonstrates favourable
trade-offs concerning both quality-diversity and exploitation-exploration when
compared to existing methods.Comment: PAKDD 2017, extended versio
Generalized Shortest Path Kernel on Graphs
We consider the problem of classifying graphs using graph kernels. We define
a new graph kernel, called the generalized shortest path kernel, based on the
number and length of shortest paths between nodes. For our example
classification problem, we consider the task of classifying random graphs from
two well-known families, by the number of clusters they contain. We verify
empirically that the generalized shortest path kernel outperforms the original
shortest path kernel on a number of datasets. We give a theoretical analysis
for explaining our experimental results. In particular, we estimate
distributions of the expected feature vectors for the shortest path kernel and
the generalized shortest path kernel, and we show some evidence explaining why
our graph kernel outperforms the shortest path kernel for our graph
classification problem.Comment: Short version presented at Discovery Science 2015 in Banf
Non-meanfield deterministic limits in chemical reaction kinetics far from equilibrium
A general mechanism is proposed by which small intrinsic fluctuations in a
system far from equilibrium can result in nearly deterministic dynamical
behaviors which are markedly distinct from those realized in the meanfield
limit. The mechanism is demonstrated for the kinetic Monte-Carlo version of the
Schnakenberg reaction where we identified a scaling limit in which the global
deterministic bifurcation picture is fundamentally altered by fluctuations.
Numerical simulations of the model are found to be in quantitative agreement
with theoretical predictions.Comment: 4 pages, 4 figures (submitted to Phys. Rev. Lett.
Efficient Bandit Algorithms for Online Multiclass Prediction
This paper introduces the Banditron, a variant of the Perceptron [Rosenblatt, 1958], for the multiclass bandit setting. The multiclass bandit setting models a wide range of practical supervised learning applications where the learner only receives partial feedback (referred to as bandit feedback, in the spirit of multi-armed bandit models) with respect to the true label (e.g. in many web applications users often only provide positive click feedback which does not necessarily fully disclose a true label). The Banditron has the ability to learn in a multiclass classification setting with the bandit feedback which only reveals whether or not the prediction made by the algorithm was correct or not (but does not necessarily reveal the true label). We provide (relative) mistake bounds which show how the Banditron enjoys favorable performance, and our experiments demonstrate the practicality of the algorithm. Furthermore, this paper pays close attention to the important special case when the data is linearly separable --- a problem which has been exhaustively studied in the full information setting yet is novel in the bandit setting
The Computational Power of Optimization in Online Learning
We consider the fundamental problem of prediction with expert advice where
the experts are "optimizable": there is a black-box optimization oracle that
can be used to compute, in constant time, the leading expert in retrospect at
any point in time. In this setting, we give a novel online algorithm that
attains vanishing regret with respect to experts in total
computation time. We also give a lower bound showing
that this running time cannot be improved (up to log factors) in the oracle
model, thereby exhibiting a quadratic speedup as compared to the standard,
oracle-free setting where the required time for vanishing regret is
. These results demonstrate an exponential gap between
the power of optimization in online learning and its power in statistical
learning: in the latter, an optimization oracle---i.e., an efficient empirical
risk minimizer---allows to learn a finite hypothesis class of size in time
. We also study the implications of our results to learning in
repeated zero-sum games, in a setting where the players have access to oracles
that compute, in constant time, their best-response to any mixed strategy of
their opponent. We show that the runtime required for approximating the minimax
value of the game in this setting is , yielding
again a quadratic improvement upon the oracle-free setting, where
is known to be tight
Spectral Sparsification and Regret Minimization Beyond Matrix Multiplicative Updates
In this paper, we provide a novel construction of the linear-sized spectral
sparsifiers of Batson, Spielman and Srivastava [BSS14]. While previous
constructions required running time [BSS14, Zou12], our
sparsification routine can be implemented in almost-quadratic running time
.
The fundamental conceptual novelty of our work is the leveraging of a strong
connection between sparsification and a regret minimization problem over
density matrices. This connection was known to provide an interpretation of the
randomized sparsifiers of Spielman and Srivastava [SS11] via the application of
matrix multiplicative weight updates (MWU) [CHS11, Vis14]. In this paper, we
explain how matrix MWU naturally arises as an instance of the
Follow-the-Regularized-Leader framework and generalize this approach to yield a
larger class of updates. This new class allows us to accelerate the
construction of linear-sized spectral sparsifiers, and give novel insights on
the motivation behind Batson, Spielman and Srivastava [BSS14]
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