9 resultados para Stochastic Approximation Algorithms
Resumo:
A family of stochastic gradient algorithms and their behaviour in the data echo cancellation work platform are presented. The cost function adaptation algorithms use an error exponent update strategy based on an absolute error mapping, which is updated at every iteration. The quadratic and nonquadratic cost functions are special cases of the new family. Several possible realisations are introduced using these approaches. The noisy error problem is discussed and the digital recursive filter estimator is proposed. The simulation outcomes confirm the effectiveness of the proposed family of algorithms.
Resumo:
As an important type of spatial keyword query, the m-closest keywords (mCK) query finds a group of objects such that they cover all query keywords and have the smallest diameter, which is defined as the largest distance between any pair of objects in the group. The query is useful in many applications such as detecting locations of web resources. However, the existing work does not study the intractability of this problem and only provides exact algorithms, which are computationally expensive.
In this paper, we prove that the problem of answering mCK queries is NP-hard. We first devise a greedy algorithm that has an approximation ratio of 2. Then, we observe that an mCK query can be approximately answered by finding the circle with the smallest diameter that encloses a group of objects together covering all query keywords. We prove that the group enclosed in the circle can answer the mCK query with an approximation ratio of 2 over 3. Based on this, we develop an algorithm for finding such a circle exactly, which has a high time complexity. To improve efficiency, we propose another two algorithms that find such a circle approximately, with a ratio of 2 over √3 + ε. Finally, we propose an exact algorithm that utilizes the group found by the 2 over √3 + ε)-approximation algorithm to obtain the optimal group. We conduct extensive experiments using real-life datasets. The experimental results offer insights into both efficiency and accuracy of the proposed approximation algorithms, and the results also demonstrate that our exact algorithm outperforms the best known algorithm by an order of magnitude.
Resumo:
For some time there is a large interest in variable step-size methods for adaptive filtering. Recently, a few stochastic gradient algorithms have been proposed, which are based on cost functions that have exponential dependence on the chosen error. However, we have experienced that the cost function based on exponential of the squared error does not always satisfactorily converge. In this paper we modify this cost function in order to improve the convergence of exponentiated cost function and the novel ECVSS (exponentiated convex variable step-size) stochastic gradient algorithm is obtained. The proposed technique has attractive properties in both stationary and abrupt-change situations. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
In distributed networks, it is often useful for the nodes to be aware of dense subgraphs, e.g., such a dense subgraph could reveal dense substructures in otherwise sparse graphs (e.g. the World Wide Web or social networks); these might reveal community clusters or dense regions for possibly maintaining good communication infrastructure. In this work, we address the problem of self-awareness of nodes in a dynamic network with regards to graph density, i.e., we give distributed algorithms for maintaining dense subgraphs that the member nodes are aware of. The only knowledge that the nodes need is that of the dynamic diameter D, i.e., the maximum number of rounds it takes for a message to traverse the dynamic network. For our work, we consider a model where the number of nodes are fixed, but a powerful adversary can add or remove a limited number of edges from the network at each time step. The communication is by broadcast only and follows the CONGEST model. Our algorithms are continuously executed on the network, and at any time (after some initialization) each node will be aware if it is part (or not) of a particular dense subgraph. We give algorithms that (2 + e)-approximate the densest subgraph and (3 + e)-approximate the at-least-k-densest subgraph (for a given parameter k). Our algorithms work for a wide range of parameter values and run in O(D log n) time. Further, a special case of our results also gives the first fully decentralized approximation algorithms for densest and at-least-k-densest subgraph problems for static distributed graphs. © 2012 Springer-Verlag.
Resumo:
One of the most widely used techniques in computer vision for foreground detection is to model each background pixel as a Mixture of Gaussians (MoG). While this is effective for a static camera with a fixed or a slowly varying background, it fails to handle any fast, dynamic movement in the background. In this paper, we propose a generalised framework, called region-based MoG (RMoG), that takes into consideration neighbouring pixels while generating the model of the observed scene. The model equations are derived from Expectation Maximisation theory for batch mode, and stochastic approximation is used for online mode updates. We evaluate our region-based approach against ten sequences containing dynamic backgrounds, and show that the region-based approach provides a performance improvement over the traditional single pixel MoG. For feature and region sizes that are equal, the effect of increasing the learning rate is to reduce both true and false positives. Comparison with four state-of-the art approaches shows that RMoG outperforms the others in reducing false positives whilst still maintaining reasonable foreground definition. Lastly, using the ChangeDetection (CDNet 2014) benchmark, we evaluated RMoG against numerous surveillance scenes and found it to amongst the leading performers for dynamic background scenes, whilst providing comparable performance for other commonly occurring surveillance scenes.
Resumo:
The treatment of the Random-Phase Approximation Hamiltonians, encountered in different frameworks, like time-dependent density functional theory or Bethe-Salpeter equation, is complicated by their non-Hermicity. Compared to their Hermitian Hamiltonian counterparts, computational methods for the treatment of non-Hermitian Hamiltonians are often less efficient and less stable, sometimes leading to the breakdown of the method. Recently [Gruning et al. Nano Lett. 8 (2009) 28201, we have identified that such Hamiltonians are usually pseudo-Hermitian. Exploiting this property, we have implemented an algorithm of the Lanczos type for Random-Phase Approximation Hamiltonians that benefits from the same stability and computational load as its Hermitian counterpart, and applied it to the study of the optical response of carbon nanotubes. We present here the related theoretical grounds and technical details, and study the performance of the algorithm for the calculation of the optical absorption of a molecule within the Bethe-Salpeter equation framework. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
In open-shell atoms and ions, processes such as photoionization, combination (Raman) scattering, electron scattering, and recombination are often mediated by many-electron compound resonances. We show that their interference (neglected in the independent-resonance approximation) leads to a coherent contribution, which determines the energy-averaged total cross sections of electron- and photon-induced reactions obtained using the optical theorem. In contrast, the partial cross sections (e.g., electron recombination or photon Raman scattering) are dominated by the stochastic contributions. Thus, the optical theorem provides a link between the stochastic and coherent contributions of the compound resonances. Similar conclusions are valid for reactions via compound states in molecules and nuclei.