2,408 research outputs found

    Evolution with Drifting Targets

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    We consider the question of the stability of evolutionary algorithms to gradual changes, or drift, in the target concept. We define an algorithm to be resistant to drift if, for some inverse polynomial drift rate in the target function, it converges to accuracy 1 -- \epsilon , with polynomial resources, and then stays within that accuracy indefinitely, except with probability \epsilon , at any one time. We show that every evolution algorithm, in the sense of Valiant (2007; 2009), can be converted using the Correlational Query technique of Feldman (2008), into such a drift resistant algorithm. For certain evolutionary algorithms, such as for Boolean conjunctions, we give bounds on the rates of drift that they can resist. We develop some new evolution algorithms that are resistant to significant drift. In particular, we give an algorithm for evolving linear separators over the spherically symmetric distribution that is resistant to a drift rate of O(\epsilon /n), and another algorithm over the more general product normal distributions that resists a smaller drift rate. The above translation result can be also interpreted as one on the robustness of the notion of evolvability itself under changes of definition. As a second result in that direction we show that every evolution algorithm can be converted to a quasi-monotonic one that can evolve from any starting point without the performance ever dipping significantly below that of the starting point. This permits the somewhat unnatural feature of arbitrary performance degradations to be removed from several known robustness translations

    A single molecule switch based on two Pd nanocrystals linked by a conjugated dithiol

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    Tunneling spectroscopy measurements have been carried out on a single molecule device formed by two Pd nanocrystals (dia, \sim5 nm) electronically coupled by a conducting molecule, dimercaptodiphenylacetylene. The I-V data, obtained by positioning the tip over a nanocrystal electrode, exhibit negative differential resistance (NDR) on a background M-I-M characteristics. The NDR feature occurs at \sim0.67 V at 300 K and shifts to a higher bias of 1.93 V at 90 K. When the tip is held in the middle region of the device, a coulomb blockade region is observed (±\pm\sim0.3 V).Comment: Accepted in Praman

    A new null diagnostic customized for reconstructing the properties of dark energy from BAO data

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    Baryon Acoustic Oscillations (BAO) provide an important standard ruler which can be used to probe the recent expansion history of our universe. We show how a simple extension of the Om diagnostic, which we call Om3, can combine standard ruler information from BAO with standard candle information from type Ia supernovae (SNIa) to yield a powerful novel null diagnostic of the cosmological constant hypothesis. A unique feature of Om3 is that it requires minimal cosmological assumptions since its determination does not rely upon prior knowledge of either the current value of the matter density and the Hubble constant, or the distance to the last scattering surface. Observational uncertainties in these quantities therefore do not affect the reconstruction of Om3. We reconstruct Om3 using the Union 2.1 SNIa data set and BAO data from SDSS, WiggleZ and 6dFGS. Our results are consistent with dark energy being the cosmological constant. We show how Om and Om3 can be used to obtain accurate model independent constraints on the properties of dark energy from future data sets such as BigBOSS.Comment: 9 pages, 4 figures, discussions extended, results unchanged, matches the final version published in PR

    A stochastic programming model for dynamic portfolio management with financial derivatives

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    Stochastic optimization models have been extensively applied to financial portfolios and have proven their effectiveness in asset and asset-liability management. Occasionally, however, they have been applied to dynamic portfolio problems including not only assets traded in secondary markets but also derivative contracts such as options or futures with their dedicated payoff functions. Such extension allows the construction of asymmetric payoffs for hedging or speculative purposes but also leads to several mathematical issues. Derivatives-based nonlinear portfolios in a discrete multistage stochastic programming (MSP) framework can be potentially very beneficial to shape dynamically a portfolio return distribution and attain superior performance. In this article we present a portfolio model with equity options, which extends significantly previous efforts in this area, and analyse the potential of such extension from a modeling and methodological viewpoints. We consider an asset universe and model portfolio set-up including equity, bonds, money market, a volatility-based exchange-traded-fund (ETF) and over-the-counter (OTC) option contracts on the equity. Relying on this market structure we formulate and analyse, to the best of our knowledge, for the first time, a comprehensive set of optimal option strategies in a discrete framework, including canonical protective puts, covered calls and straddles, as well as more advanced combined strategies based on equity options and the volatility index. The problem formulation relies on a data-driven scenario generation method for asset returns and option prices consistent with arbitrage-free conditions and incomplete market assumptions. The joint inclusion of option contracts and the VIX as asset class in a dynamic portfolio problem extends previous efforts in the domain of volatility-driven optimal policies. By introducing an optimal trade-off problem based on expected wealth and Conditional Value-at-Risk (CVaR), we formulate the problem as a stochastic linear program and present an extended set of numerical results across different market phases, to discuss the interplay among asset classes and options, relevant to financial engineers and fund managers. We find that options’ portfolios and trading in options strengthen an effective tail risk control, and help shaping portfolios returns’ distributions, consistently with an investor's risk attitude. Furthermore the introduction of a volatility index in the asset universe, jointly with equity options, leads to superior risk-adjusted returns, both in- and out-of-sample, as shown in the final case-study

    Free spectral range electrical tuning of a high quality on-chip microcavity

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    Reconfigurable photonic circuits have applications ranging from next-generation computer architectures to quantum networks, coherent radar and optical metamaterials. However, complete reconfigurability is only currently practical on millimetre-scale device footprints. Here, we overcome this barrier by developing an on-chip high quality microcavity with resonances that can be electrically tuned across a full free spectral range (FSR). FSR tuning allows resonance with any source or emitter, or between any number of networked microcavities. We achieve it by integrating nanoelectronic actuation with strong optomechanical interactions that create a highly strain-dependent effective refractive index. This allows low voltages and sub-nanowatt power consumption. We demonstrate a basic reconfigurable photonic network, bringing the microcavity into resonance with an arbitrary mode of a microtoroidal optical cavity across a telecommunications fibre link. Our results have applications beyond photonic circuits, including widely tuneable integrated lasers, reconfigurable optical filters for telecommunications and astronomy, and on-chip sensor networks.Comment: Main text: 7 pages, 3 figures. Supplementary information: 7 pages, 9 figure

    TE2Rules: Extracting Rule Lists from Tree Ensembles

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    Tree Ensemble (TE) models (e.g. Gradient Boosted Trees and Random Forests) often provide higher prediction performance compared to single decision trees. However, TE models generally lack transparency and interpretability, as humans have difficulty understanding their decision logic. This paper presents a novel approach to convert a TE trained for a binary classification task, to a rule list (RL) that is a global equivalent to the TE and is comprehensible for a human. This RL captures all necessary and sufficient conditions for decision making by the TE. Experiments on benchmark datasets demonstrate that, compared to state-of-the-art methods, (i) predictions from the RL generated by TE2Rules have high fidelity with respect to the original TE, (ii) the RL from TE2Rules has high interpretability measured by the number and the length of the decision rules, (iii) the run-time of TE2Rules algorithm can be reduced significantly at the cost of a slightly lower fidelity, and (iv) the RL is a fast alternative to the state-of-the-art rule-based instance-level outcome explanation techniques

    The study of risk factors and prognostic indicators in patients with bacteremia due to ESBL producing organisms

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    Background: There is a growing incidence of extended-spectrum beta-lactamases (ESBL) infections worldwide. ESBL bacteremias have been associated with poor outcomes, higher costs and increased durations of hospital stay. The objective of the study was to identify the risk factors in these patients along with antibiotic susceptibility patterns to help identify the patients with poorer prognosis and in guiding treatment decisions more effectively.Methods: An observational case-control study conducted in a tertiary care hospital in south India over a duration of 18 months. Cases were defined as an adult in-patient who had infection with blood cultures showing growth of ESBL-producing bacteria. A total of 70 patients were included in the study group and subjected to evaluation to determine the risk factors, prognostic indicators and the antibiotic susceptibility.Results: The major risk factors for ESBL-bacteremia identified were prior admission, prior antibiotic usage, prior Foleys catheter and the presence of a vascular catheter. Pneumonia as the source of bacteremia and requirement of mechanical ventilation were identified as indicators of poor prognosis. Carbapenems, cefoperazone-sulbactam and piperacillin-tazobactam showed excellent sensitivity against ESBL-bacteremia.Conclusions: The findings of this study emphasizes the importance of recognizing ESBL-bacteremias in patients with risk factors, so that patients who are at risk to have a worse prognosis can be promptly started on a susceptible antibiotic
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