6 resultados para optimal stopping rule

em Massachusetts Institute of Technology


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There is a natural norm associated with a starting point of the homogeneous self-dual (HSD) embedding model for conic convex optimization. In this norm two measures of the HSD model’s behavior are precisely controlled independent of the problem instance: (i) the sizes of ε-optimal solutions, and (ii) the maximum distance of ε-optimal solutions to the boundary of the cone of the HSD variables. This norm is also useful in developing a stopping-rule theory for HSD-based interior-point methods such as SeDuMi. Under mild assumptions, we show that a standard stopping rule implicitly involves the sum of the sizes of the ε-optimal primal and dual solutions, as well as the size of the initial primal and dual infeasibility residuals. This theory suggests possible criteria for developing starting points for the homogeneous self-dual model that might improve the resulting solution time in practice

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Small failures should only disrupt a small part of a network. One way to do this is by marking the surrounding area as untrustworthy --- circumscribing the failure. This can be done with a distributed algorithm using hierarchical clustering and neighbor relations, and the resulting circumscription is near-optimal for convex failures.

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In this paper, we discuss the consensus problem for synchronous distributed systems with orderly crash failures. For a synchronous distributed system of n processes with up to t crash failures and f failures actually occur, first, we present a bivalency argument proof to solve the open problem of proving the lower bound, min (t + 1, f + 2) rounds, for early-stopping synchronous consensus with orderly crash failures, where t < n - 1. Then, we extend the system model with orderly crash failures to a new model in which a process is allowed to send multiple messages to the same destination process in a round and the failing processes still respect the order specified by the protocol in sending messages. For this new model, we present a uniform consensus protocol, in which all non-faulty processes always decide and stop immediately by the end of f + 1 rounds. We prove that the lower bound of early stopping protocols for both consensus and uniform consensus are f + 1 rounds under the new model, and our proposed protocol is optimal.

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Many problems in early vision are ill posed. Edge detection is a typical example. This paper applies regularization techniques to the problem of edge detection. We derive an optimal filter for edge detection with a size controlled by the regularization parameter $\\ lambda $ and compare it to the Gaussian filter. A formula relating the signal-to-noise ratio to the parameter $\\lambda $ is derived from regularization analysis for the case of small values of $\\lambda$. We also discuss the method of Generalized Cross Validation for obtaining the optimal filter scale. Finally, we use our framework to explain two perceptual phenomena: coarsely quantized images becoming recognizable by either blurring or adding noise.

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We consider the question "How should one act when the only goal is to learn as much as possible?" Building on the theoretical results of Fedorov [1972] and MacKay [1992], we apply techniques from Optimal Experiment Design (OED) to guide the query/action selection of a neural network learner. We demonstrate that these techniques allow the learner to minimize its generalization error by exploring its domain efficiently and completely. We conclude that, while not a panacea, OED-based query/action has much to offer, especially in domains where its high computational costs can be tolerated.

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We give a one-pass, O~(m^{1-2/k})-space algorithm for estimating the k-th frequency moment of a data stream for any real k>2. Together with known lower bounds, this resolves the main problem left open by Alon, Matias, Szegedy, STOC'96. Our algorithm enables deletions as well as insertions of stream elements.