963 resultados para Stochastic Approximation Algorithms


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Rainbow connection number, rc(G), of a connected graph G is the minimum number of colors needed to color its edges so that every pair of vertices is connected by at least one path in which no two edges are colored the same (note that the coloring need not be proper). In this paper we study the rainbow connection number with respect to three important graph product operations (namely the Cartesian product, the lexicographic product and the strong product) and the operation of taking the power of a graph. In this direction, we show that if G is a graph obtained by applying any of the operations mentioned above on non-trivial graphs, then rc(G) a parts per thousand currency sign 2r(G) + c, where r(G) denotes the radius of G and . In general the rainbow connection number of a bridgeless graph can be as high as the square of its radius 1]. This is an attempt to identify some graph classes which have rainbow connection number very close to the obvious lower bound of diameter (and thus the radius). The bounds reported are tight up to additive constants. The proofs are constructive and hence yield polynomial time -factor approximation algorithms.

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In this paper we address the problem of the separation and recovery of convolutively mixed autoregressive processes in a Bayesian framework. Solving this problem requires the ability to solve integration and/or optimization problems of complicated posterior distributions. We thus propose efficient stochastic algorithms based on Markov chain Monte Carlo (MCMC) methods. We present three algorithms. The first one is a classical Gibbs sampler that generates samples from the posterior distribution. The two other algorithms are stochastic optimization algorithms that allow to optimize either the marginal distribution of the sources, or the marginal distribution of the parameters of the sources and mixing filters, conditional upon the observation. Simulations are presented.

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This thesis studies three classes of randomized numerical linear algebra algorithms, namely: (i) randomized matrix sparsification algorithms, (ii) low-rank approximation algorithms that use randomized unitary transformations, and (iii) low-rank approximation algorithms for positive-semidefinite (PSD) matrices.

Randomized matrix sparsification algorithms set randomly chosen entries of the input matrix to zero. When the approximant is substituted for the original matrix in computations, its sparsity allows one to employ faster sparsity-exploiting algorithms. This thesis contributes bounds on the approximation error of nonuniform randomized sparsification schemes, measured in the spectral norm and two NP-hard norms that are of interest in computational graph theory and subset selection applications.

Low-rank approximations based on randomized unitary transformations have several desirable properties: they have low communication costs, are amenable to parallel implementation, and exploit the existence of fast transform algorithms. This thesis investigates the tradeoff between the accuracy and cost of generating such approximations. State-of-the-art spectral and Frobenius-norm error bounds are provided.

The last class of algorithms considered are SPSD "sketching" algorithms. Such sketches can be computed faster than approximations based on projecting onto mixtures of the columns of the matrix. The performance of several such sketching schemes is empirically evaluated using a suite of canonical matrices drawn from machine learning and data analysis applications, and a framework is developed for establishing theoretical error bounds.

In addition to studying these algorithms, this thesis extends the Matrix Laplace Transform framework to derive Chernoff and Bernstein inequalities that apply to all the eigenvalues of certain classes of random matrices. These inequalities are used to investigate the behavior of the singular values of a matrix under random sampling, and to derive convergence rates for each individual eigenvalue of a sample covariance matrix.

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In this paper, we present an expectation-maximisation (EM) algorithm for maximum likelihood estimation in multiple target models (MTT) with Gaussian linear state-space dynamics. We show that estimation of sufficient statistics for EM in a single Gaussian linear state-space model can be extended to the MTT case along with a Monte Carlo approximation for inference of unknown associations of targets. The stochastic approximation EM algorithm that we present here can be used along with any Monte Carlo method which has been developed for tracking in MTT models, such as Markov chain Monte Carlo and sequential Monte Carlo methods. We demonstrate the performance of the algorithm with a simulation. © 2012 ISIF (Intl Society of Information Fusi).

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Wydział Matematyki i Informatyki: Zakład Matematyki Dyskretnej

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In this paper we discuss a new type of query in Spatial Databases, called Trip Planning Query (TPQ). Given a set of points P in space, where each point belongs to a category, and given two points s and e, TPQ asks for the best trip that starts at s, passes through exactly one point from each category, and ends at e. An example of a TPQ is when a user wants to visit a set of different places and at the same time minimize the total travelling cost, e.g. what is the shortest travelling plan for me to visit an automobile shop, a CVS pharmacy outlet, and a Best Buy shop along my trip from A to B? The trip planning query is an extension of the well-known TSP problem and therefore is NP-hard. The difficulty of this query lies in the existence of multiple choices for each category. In this paper, we first study fast approximation algorithms for the trip planning query in a metric space, assuming that the data set fits in main memory, and give the theory analysis of their approximation bounds. Then, the trip planning query is examined for data sets that do not fit in main memory and must be stored on disk. For the disk-resident data, we consider two cases. In one case, we assume that the points are located in Euclidean space and indexed with an Rtree. In the other case, we consider the problem of points that lie on the edges of a spatial network (e.g. road network) and the distance between two points is defined using the shortest distance over the network. Finally, we give an experimental evaluation of the proposed algorithms using synthetic data sets generated on real road networks.

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Large probabilistic graphs arise in various domains spanning from social networks to biological and communication networks. An important query in these graphs is the k nearest-neighbor query, which involves finding and reporting the k closest nodes to a specific node. This query assumes the existence of a measure of the "proximity" or the "distance" between any two nodes in the graph. To that end, we propose various novel distance functions that extend well known notions of classical graph theory, such as shortest paths and random walks. We argue that many meaningful distance functions are computationally intractable to compute exactly. Thus, in order to process nearest-neighbor queries, we resort to Monte Carlo sampling and exploit novel graph-transformation ideas and pruning opportunities. In our extensive experimental analysis, we explore the trade-offs of our approximation algorithms and demonstrate that they scale well on real-world probabilistic graphs with tens of millions of edges.

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This paper considers a variant of the classical problem of minimizing makespan in a two-machine flow shop. In this variant, each job has three operations, where the first operation must be performed on the first machine, the second operation can be performed on either machine but cannot be preempted, and the third operation must be performed on the second machine. The NP-hard nature of the problem motivates the design and analysis of approximation algorithms. It is shown that a schedule in which the operations are sequenced arbitrarily, but without inserted machine idle time, has a worst-case performance ratio of 2. Also, an algorithm that constructs four schedules and selects the best is shown to have a worst-case performance ratio of 3/2. A polynomial time approximation scheme (PTAS) is also presented.

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In this paper, we consider the problem of providing flexibility to solutions of two-machine shop scheduling problems. We use the concept of group-scheduling to characterize a whole set of schedules so as to provide more choice to the decision-maker at any decision point. A group-schedule is a sequence of groups of permutable operations defined on each machine where each group is such that any permutation of the operations inside the group leads to a feasible schedule. Flexibility of a solution and its makespan are often conflicting, thus we search for a compromise between a low number of groups and a small value of makespan. We resolve the complexity status of the relevant problems for the two-machine flow shop, job shop and open shop. A number of approximation algorithms are developed and their worst-case performance is analyzed. For the flow shop, an effective heuristic algorithm is proposed and the results of computational experiments are reported.

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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.

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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.

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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.

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Os problemas de visibilidade têm diversas aplicações a situações reais. Entre os mais conhecidos, e exaustivamente estudados, estão os que envolvem os conceitos de vigilância e ocultação em estruturas geométricas (problemas de vigilância e ocultação). Neste trabalho são estudados problemas de visibilidade em estruturas geométricas conhecidas como polígonos, uma vez que estes podem representar, de forma apropriada, muitos dos objectos reais e são de fácil manipulação computacional. O objectivo dos problemas de vigilância é a determinação do número mínimo de posições para a colocação de dispositivos num dado polígono, de modo a que estes dispositivos consigam “ver” a totalidade do polígono. Por outro lado, o objectivo dos problemas de ocultação é a determinação do número máximo de posições num dado polígono, de modo a que quaisquer duas posições não se consigam “ver”. Infelizmente, a maior parte dos problemas de visibilidade em polígonos são NP-difíceis, o que dá origem a duas linhas de investigação: o desenvolvimento de algoritmos que estabelecem soluções aproximadas e a determinação de soluções exactas para classes especiais de polígonos. Atendendo a estas duas linhas de investigação, o trabalho é dividido em duas partes. Na primeira parte são propostos algoritmos aproximados, baseados essencialmente em metaheurísticas e metaheurísticas híbridas, para resolver alguns problemas de visibilidade, tanto em polígonos arbitrários como ortogonais. Os problemas estudados são os seguintes: “Maximum Hidden Vertex Set problem”, “Minimum Vertex Guard Set problem”, “Minimum Vertex Floodlight Set problem” e “Minimum Vertex k-Modem Set problem”. São também desenvolvidos métodos que permitem determinar a razão de aproximação dos algoritmos propostos. Para cada problema são implementados os algoritmos apresentados e é realizado um estudo estatístico para estabelecer qual o algoritmo que obtém as melhores soluções num tempo razoável. Este estudo permite concluir que as metaheurísticas híbridas são, em geral, as melhores estratégias para resolver os problemas de visibilidade estudados. Na segunda parte desta dissertação são abordados os problemas “Minimum Vertex Guard Set”, “Maximum Hidden Set” e “Maximum Hidden Vertex Set”, onde são identificadas e estudadas algumas classes de polígonos para as quais são determinadas soluções exactas e/ou limites combinatórios.

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In the late seventies, Megiddo proposed a way to use an algorithm for the problem of minimizing a linear function a(0) + a(1)x(1) + ... + a(n)x(n) subject to certain constraints to solve the problem of minimizing a rational function of the form (a(0) + a(1)x(1) + ... + a(n)x(n))/(b(0) + b(1)x(1) + ... + b(n)x(n)) subject to the same set of constraints, assuming that the denominator is always positive. Using a rather strong assumption, Hashizume et al. extended Megiddo`s result to include approximation algorithms. Their assumption essentially asks for the existence of good approximation algorithms for optimization problems with possibly negative coefficients in the (linear) objective function, which is rather unusual for most combinatorial problems. In this paper, we present an alternative extension of Megiddo`s result for approximations that avoids this issue and applies to a large class of optimization problems. Specifically, we show that, if there is an alpha-approximation for the problem of minimizing a nonnegative linear function subject to constraints satisfying a certain increasing property then there is an alpha-approximation (1 1/alpha-approximation) for the problem of minimizing (maximizing) a nonnegative rational function subject to the same constraints. Our framework applies to covering problems and network design problems, among others.

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We study the following problem. Given two sequences x and y over a finite alphabet, find a repetition-free longest common subsequence of x and y. We show several algorithmic results, a computational complexity result, and we describe a preliminary experimental study based on the proposed algorithms. We also show that this problem is APX-hard. (C) 2009 Elsevier B.V. All rights reserved.