963 resultados para Stochastic Approximation Algorithms
Resumo:
We have developed an efficient fully three-dimensional (3D) reconstruction algorithm for diffuse optical tomography (DOT). The 3D DOT, a severely ill-posed problem, is tackled through a pseudodynamic (PD) approach wherein an ordinary differential equation representing the evolution of the solution on pseudotime is integrated that bypasses an explicit inversion of the associated, ill-conditioned system matrix. One of the most computationally expensive parts of the iterative DOT algorithm, the reevaluation of the Jacobian in each of the iterations, is avoided by using the adjoint-Broyden update formula to provide low rank updates to the Jacobian. In addition, wherever feasible, we have also made the algorithm efficient by integrating along the quadratic path provided by the perturbation equation containing the Hessian. These algorithms are then proven by reconstruction, using simulated and experimental data and verifying the PD results with those from the popular Gauss-Newton scheme. The major findings of this work are as follows: (i) the PD reconstructions are comparatively artifact free, providing superior absorption coefficient maps in terms of quantitative accuracy and contrast recovery; (ii) the scaling of computation time with the dimension of the measurement set is much less steep with the Jacobian update formula in place than without it; and (iii) an increase in the data dimension, even though it renders the reconstruction problem less ill conditioned and thus provides relatively artifact-free reconstructions, does not necessarily provide better contrast property recovery. For the latter, one should also take care to uniformly distribute the measurement points, avoiding regions close to the source so that the relative strength of the derivatives for measurements away from the source does not become insignificant. (c) 2012 Optical Society of America
Resumo:
We propose a novel technique for reducing the power consumed by the on-chip cache in SNUCA chip multicore platform. This is achieved by what we call a "remap table", which maps accesses to the cache banks that are as close as possible to the cores, on which the processes are scheduled. With this technique, instead of using all the available cache, we use a portion of the cache and allocate lesser cache to the application. We formulate the problem as an energy-delay (ED) minimization problem and solve it offline using a scalable genetic algorithm approach. Our experiments show up to 40% of savings in the memory sub-system power consumption and 47% savings in energy-delay product (ED).
Resumo:
We propose a novel technique for reducing the power consumed by the on-chip cache in SNUCA chip multicore platform. This is achieved by what we call a "remap table", which maps accesses to the cache banks that are as close as possible to the cores, on which the processes are scheduled. With this technique, instead of using all the available cache, we use a portion of the cache and allocate lesser cache to the application. We formulate the problem as an energy-delay (ED) minimization problem and solve it offline using a scalable genetic algorithm approach. Our experiments show up to 40% of savings in the memory sub-system power consumption and 47% savings in energy-delay product (ED).
Resumo:
Accurate estimation of mass transport parameters is necessary for overall design and evaluation processes of the waste disposal facilities. The mass transport parameters, such as effective diffusion coefficient, retardation factor and diffusion accessible porosity, are estimated from observed diffusion data by inverse analysis. Recently, particle swarm optimization (PSO) algorithm has been used to develop inverse model for estimating these parameters that alleviated existing limitations in the inverse analysis. However, PSO solver yields different solutions in successive runs because of the stochastic nature of the algorithm and also because of the presence of multiple optimum solutions. Thus the estimated mean solution from independent runs is significantly different from the best solution. In this paper, two variants of the PSO algorithms are proposed to improve the performance of the inverse analysis. The proposed algorithms use perturbation equation for the gbest particle to gain information around gbest region on the search space and catfish particles in alternative iterations to improve exploration capabilities. Performance comparison of developed solvers on synthetic test data for two different diffusion problems reveals that one of the proposed solvers, CPPSO, significantly improves overall performance with improved best, worst and mean fitness values. The developed solver is further used to estimate transport parameters from 12 sets of experimentally observed diffusion data obtained from three diffusion problems and compared with published values from the literature. The proposed solver is quick, simple and robust on different diffusion problems. (C) 2012 Elsevier Ltd. All rights reserved.
Resumo:
We present a model of identical coupled two-state stochastic units, each of which in isolation is governed by a fixed refractory period. The nonlinear coupling between units directly affects the refractory period, which now depends on the global state of the system and can therefore itself become time dependent. At weak coupling the array settles into a quiescent stationary state. Increasing coupling strength leads to a saddle node bifurcation, beyond which the quiescent state coexists with a stable limit cycle of nonlinear coherent oscillations. We explicitly determine the critical coupling constant for this transition.
Resumo:
In this paper, we consider the problem of computing numerical solutions for stochastic differential equations (SDEs) of Ito form. A fully explicit method, the split-step forward Milstein (SSFM) method, is constructed for solving SDEs. It is proved that the SSFM method is convergent with strong order gamma = 1 in the mean-square sense. The analysis of stability shows that the mean-square stability properties of the method proposed in this paper are an improvement on the mean-square stability properties of the Milstein method and three stage Milstein methods.
Resumo:
We study zero-sum risk-sensitive stochastic differential games on the infinite horizon with discounted and ergodic payoff criteria. Under certain assumptions, we establish the existence of values and saddle-point equilibria. We obtain our results by studying the corresponding Hamilton-Jacobi-Isaacs equations. Finally, we show that the value of the ergodic payoff criterion is a constant multiple of the maximal eigenvalue of the generators of the associated nonlinear semigroups.
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In this article, we address stochastic differential games of mixed type with both control and stopping times. Under standard assumptions, we show that the value of the game can be characterized as the unique viscosity solution of corresponding Hamilton-Jacobi-Isaacs (HJI) variational inequalities.
Resumo:
In recent times computational algorithms inspired by biological processes and evolution are gaining much popularity for solving science and engineering problems. These algorithms are broadly classified into evolutionary computation and swarm intelligence algorithms, which are derived based on the analogy of natural evolution and biological activities. These include genetic algorithms, genetic programming, differential evolution, particle swarm optimization, ant colony optimization, artificial neural networks, etc. The algorithms being random-search techniques, use some heuristics to guide the search towards optimal solution and speed-up the convergence to obtain the global optimal solutions. The bio-inspired methods have several attractive features and advantages compared to conventional optimization solvers. They also facilitate the advantage of simulation and optimization environment simultaneously to solve hard-to-define (in simple expressions), real-world problems. These biologically inspired methods have provided novel ways of problem-solving for practical problems in traffic routing, networking, games, industry, robotics, economics, mechanical, chemical, electrical, civil, water resources and others fields. This article discusses the key features and development of bio-inspired computational algorithms, and their scope for application in science and engineering fields.
Resumo:
The use of mutagenic drugs to drive HIV-1 past its error threshold presents a novel intervention strategy, as suggested by the quasispecies theory, that may be less susceptible to failure via viral mutation-induced emergence of drug resistance than current strategies. The error threshold of HIV-1, mu(c), however, is not known. Application of the quasispecies theory to determine mu(c) poses significant challenges: Whereas the quasispecies theory considers the asexual reproduction of an infinitely large population of haploid individuals, HIV-1 is diploid, undergoes recombination, and is estimated to have a small effective population size in vivo. We performed population genetics-based stochastic simulations of the within-host evolution of HIV-1 and estimated the structure of the HIV-1 quasispecies and mu(c). We found that with small mutation rates, the quasispecies was dominated by genomes with few mutations. Upon increasing the mutation rate, a sharp error catastrophe occurred where the quasispecies became delocalized in sequence space. Using parameter values that quantitatively captured data of viral diversification in HIV-1 patients, we estimated mu(c) to be 7 x 10(-5) -1 x 10(-4) substitutions/site/replication, similar to 2-6 fold higher than the natural mutation rate of HIV-1, suggesting that HIV-1 survives close to its error threshold and may be readily susceptible to mutagenic drugs. The latter estimate was weakly dependent on the within-host effective population size of HIV-1. With large population sizes and in the absence of recombination, our simulations converged to the quasispecies theory, bridging the gap between quasispecies theory and population genetics-based approaches to describing HIV-1 evolution. Further, mu(c) increased with the recombination rate, rendering HIV-1 less susceptible to error catastrophe, thus elucidating an added benefit of recombination to HIV-1. Our estimate of mu(c) may serve as a quantitative guideline for the use of mutagenic drugs against HIV-1.
Resumo:
In this paper, we employ message passing algorithms over graphical models to jointly detect and decode symbols transmitted over large multiple-input multiple-output (MIMO) channels with low density parity check (LDPC) coded bits. We adopt a factor graph based technique to integrate the detection and decoding operations. A Gaussian approximation of spatial interference is used for detection. This serves as a low complexity joint detection/decoding approach for large dimensional MIMO systems coded with LDPC codes of large block lengths. This joint processing achieves significantly better performance than the individual detection and decoding scheme.
Resumo:
Unlike zero-sum stochastic games, a difficult problem in general-sum stochastic games is to obtain verifiable conditions for Nash equilibria. We show in this paper that by splitting an associated non-linear optimization problem into several sub-problems, characterization of Nash equilibria in a general-sum discounted stochastic games is possible. Using the aforementioned sub-problems, we in fact derive a set of necessary and sufficient verifiable conditions (termed KKT-SP conditions) for a strategy-pair to result in Nash equilibrium. Also, we show that any algorithm which tracks the zero of the gradient of the Lagrangian of every sub-problem provides a Nash strategy-pair. (c) 2012 Elsevier Ltd. All rights reserved.
Resumo:
Structural Support Vector Machines (SSVMs) have become a popular tool in machine learning for predicting structured objects like parse trees, Part-of-Speech (POS) label sequences and image segments. Various efficient algorithmic techniques have been proposed for training SSVMs for large datasets. The typical SSVM formulation contains a regularizer term and a composite loss term. The loss term is usually composed of the Linear Maximum Error (LME) associated with the training examples. Other alternatives for the loss term are yet to be explored for SSVMs. We formulate a new SSVM with Linear Summed Error (LSE) loss term and propose efficient algorithms to train the new SSVM formulation using primal cutting-plane method and sequential dual coordinate descent method. Numerical experiments on benchmark datasets demonstrate that the sequential dual coordinate descent method is faster than the cutting-plane method and reaches the steady-state generalization performance faster. It is thus a useful alternative for training SSVMs when linear summed error is used.
Resumo:
Savitzky-Golay (S-G) filters are finite impulse response lowpass filters obtained while smoothing data using a local least-squares (LS) polynomial approximation. Savitzky and Golay proved in their hallmark paper that local LS fitting of polynomials and their evaluation at the mid-point of the approximation interval is equivalent to filtering with a fixed impulse response. The problem that we address here is, ``how to choose a pointwise minimum mean squared error (MMSE) S-G filter length or order for smoothing, while preserving the temporal structure of a time-varying signal.'' We solve the bias-variance tradeoff involved in the MMSE optimization using Stein's unbiased risk estimator (SURE). We observe that the 3-dB cutoff frequency of the SURE-optimal S-G filter is higher where the signal varies fast locally, and vice versa, essentially enabling us to suitably trade off the bias and variance, thereby resulting in near-MMSE performance. At low signal-to-noise ratios (SNRs), it is seen that the adaptive filter length algorithm performance improves by incorporating a regularization term in the SURE objective function. We consider the algorithm performance on real-world electrocardiogram (ECG) signals. The results exhibit considerable SNR improvement. Noise performance analysis shows that the proposed algorithms are comparable, and in some cases, better than some standard denoising techniques available in the literature.