3 resultados para Combinatorial optimization algorithms
em Massachusetts Institute of Technology
Resumo:
When triangulating a belief network we aim to obtain a junction tree of minimum state space. Searching for the optimal triangulation can be cast as a search over all the permutations of the network's vaeriables. Our approach is to embed the discrete set of permutations in a convex continuous domain D. By suitably extending the cost function over D and solving the continous nonlinear optimization task we hope to obtain a good triangulation with respect to the aformentioned cost. In this paper we introduce an upper bound to the total junction tree weight as the cost function. The appropriatedness of this choice is discussed and explored by simulations. Then we present two ways of embedding the new objective function into continuous domains and show that they perform well compared to the best known heuristic.
Resumo:
The Support Vector Machine (SVM) is a new and very promising classification technique developed by Vapnik and his group at AT&T Bell Labs. This new learning algorithm can be seen as an alternative training technique for Polynomial, Radial Basis Function and Multi-Layer Perceptron classifiers. An interesting property of this approach is that it is an approximate implementation of the Structural Risk Minimization (SRM) induction principle. The derivation of Support Vector Machines, its relationship with SRM, and its geometrical insight, are discussed in this paper. Training a SVM is equivalent to solve a quadratic programming problem with linear and box constraints in a number of variables equal to the number of data points. When the number of data points exceeds few thousands the problem is very challenging, because the quadratic form is completely dense, so the memory needed to store the problem grows with the square of the number of data points. Therefore, training problems arising in some real applications with large data sets are impossible to load into memory, and cannot be solved using standard non-linear constrained optimization algorithms. We present a decomposition algorithm that can be used to train SVM's over large data sets. The main idea behind the decomposition is the iterative solution of sub-problems and the evaluation of, and also establish the stopping criteria for the algorithm. We present previous approaches, as well as results and important details of our implementation of the algorithm using a second-order variant of the Reduced Gradient Method as the solver of the sub-problems. As an application of SVM's, we present preliminary results we obtained applying SVM to the problem of detecting frontal human faces in real images.
Resumo:
The work described in this thesis began as an inquiry into the nature and use of optimization programs based on "genetic algorithms." That inquiry led, eventually, to three powerful heuristics that are broadly applicable in gradient-ascent programs: First, remember the locations of local maxima and restart the optimization program at a place distant from previously located local maxima. Second, adjust the size of probing steps to suit the local nature of the terrain, shrinking when probes do poorly and growing when probes do well. And third, keep track of the directions of recent successes, so as to probe preferentially in the direction of most rapid ascent. These algorithms lie at the core of a novel optimization program that illustrates the power to be had from deploying them together. The efficacy of this program is demonstrated on several test problems selected from a variety of fields, including De Jong's famous test-problem suite, the traveling salesman problem, the problem of coordinate registration for image guided surgery, the energy minimization problem for determining the shape of organic molecules, and the problem of assessing the structure of sedimentary deposits using seismic data.