952 resultados para Adaptive Metropolis algorithm


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This paper presents a free software tool that supports the next-generation Mobile Communications, through the automatic generation of models of components and electronic devices based on neural networks. This tool enables the creation, training, validation and simulation of the model directly from measurements made on devices of interest, using an interface totally oriented to non-experts in neural models. The resulting model can be exported automatically to a traditional circuit simulator to test different scenarios.

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Les méthodes de Monte Carlo par chaîne de Markov (MCMC) sont des outils très populaires pour l’échantillonnage de lois de probabilité complexes et/ou en grandes dimensions. Étant donné leur facilité d’application, ces méthodes sont largement répandues dans plusieurs communautés scientifiques et bien certainement en statistique, particulièrement en analyse bayésienne. Depuis l’apparition de la première méthode MCMC en 1953, le nombre de ces algorithmes a considérablement augmenté et ce sujet continue d’être une aire de recherche active. Un nouvel algorithme MCMC avec ajustement directionnel a été récemment développé par Bédard et al. (IJSS, 9 :2008) et certaines de ses propriétés restent partiellement méconnues. L’objectif de ce mémoire est de tenter d’établir l’impact d’un paramètre clé de cette méthode sur la performance globale de l’approche. Un second objectif est de comparer cet algorithme à d’autres méthodes MCMC plus versatiles afin de juger de sa performance de façon relative.

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Short term load forecasting is one of the key inputs to optimize the management of power system. Almost 60-65% of revenue expenditure of a distribution company is against power purchase. Cost of power depends on source of power. Hence any optimization strategy involves optimization in scheduling power from various sources. As the scheduling involves many technical and commercial considerations and constraints, the efficiency in scheduling depends on the accuracy of load forecast. Load forecasting is a topic much visited in research world and a number of papers using different techniques are already presented. The accuracy of forecast for the purpose of merit order dispatch decisions depends on the extent of the permissible variation in generation limits. For a system with low load factor, the peak and the off peak trough are prominent and the forecast should be able to identify these points to more accuracy rather than minimizing the error in the energy content. In this paper an attempt is made to apply Artificial Neural Network (ANN) with supervised learning based approach to make short term load forecasting for a power system with comparatively low load factor. Such power systems are usual in tropical areas with concentrated rainy season for a considerable period of the year

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Current SoC design trends are characterized by the integration of larger amount of IPs targeting a wide range of application fields. Such multi-application systems are constrained by a set of requirements. In such scenario network-on-chips (NoC) are becoming more important as the on-chip communication structure. Designing an optimal NoC for satisfying the requirements of each individual application requires the specification of a large set of configuration parameters leading to a wide solution space. It has been shown that IP mapping is one of the most critical parameters in NoC design, strongly influencing the SoC performance. IP mapping has been solved for single application systems using single and multi-objective optimization algorithms. In this paper we propose the use of a multi-objective adaptive immune algorithm (M(2)AIA), an evolutionary approach to solve the multi-application NoC mapping problem. Latency and power consumption were adopted as the target multi-objective functions. To compare the efficiency of our approach, our results are compared with those of the genetic and branch and bound multi-objective mapping algorithms. We tested 11 well-known benchmarks, including random and real applications, and combines up to 8 applications at the same SoC. The experimental results showed that the M(2)AIA decreases in average the power consumption and the latency 27.3 and 42.1 % compared to the branch and bound approach and 29.3 and 36.1 % over the genetic approach.

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HELLO protocol or neighborhood discovery is essential in wireless ad hoc networks. It makes the rules for nodes to claim their existence/aliveness. In the presence of node mobility, no fix optimal HELLO frequency and optimal transmission range exist to maintain accurate neighborhood tables while reducing the energy consumption and bandwidth occupation. Thus a Turnover based Frequency and transmission Power Adaptation algorithm (TFPA) is presented in this paper. The method enables nodes in mobile networks to dynamically adjust both their HELLO frequency and transmission range depending on the relative speed. In TFPA, each node monitors its neighborhood table to count new neighbors and calculate the turnover ratio. The relationship between relative speed and turnover ratio is formulated and optimal transmission range is derived according to battery consumption model to minimize the overall transmission energy. By taking advantage of the theoretical analysis, the HELLO frequency is adapted dynamically in conjunction with the transmission range to maintain accurate neighborhood table and to allow important energy savings. The algorithm is simulated and compared to other state-of-the-art algorithms. The experimental results demonstrate that the TFPA algorithm obtains high neighborhood accuracy with low HELLO frequency (at least 11% average reduction) and with the lowest energy consumption. Besides, the TFPA algorithm does not require any additional GPS-like device to estimate the relative speed for each node, hence the hardware cost is reduced.

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The problem of finding the optimal join ordering executing a query to a relational database management system is a combinatorial optimization problem, which makes deterministic exhaustive solution search unacceptable for queries with a great number of joined relations. In this work an adaptive genetic algorithm with dynamic population size is proposed for optimizing large join queries. The performance of the algorithm is compared with that of several classical non-deterministic optimization algorithms. Experiments have been performed optimizing several random queries against a randomly generated data dictionary. The proposed adaptive genetic algorithm with probabilistic selection operator outperforms in a number of test runs the canonical genetic algorithm with Elitist selection as well as two common random search strategies and proves to be a viable alternative to existing non-deterministic optimization approaches.

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Markov Chain Monte Carlo methods are widely used in signal processing and communications for statistical inference and stochastic optimization. In this work, we introduce an efficient adaptive Metropolis-Hastings algorithm to draw samples from generic multimodal and multidimensional target distributions. The proposal density is a mixture of Gaussian densities with all parameters (weights, mean vectors and covariance matrices) updated using all the previously generated samples applying simple recursive rules. Numerical results for the one and two-dimensional cases are provided.

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To solve multi-objective problems, multiple reward signals are often scalarized into a single value and further processed using established single-objective problem solving techniques. While the field of multi-objective optimization has made many advances in applying scalarization techniques to obtain good solution trade-offs, the utility of applying these techniques in the multi-objective multi-agent learning domain has not yet been thoroughly investigated. Agents learn the value of their decisions by linearly scalarizing their reward signals at the local level, while acceptable system wide behaviour results. However, the non-linear relationship between weighting parameters of the scalarization function and the learned policy makes the discovery of system wide trade-offs time consuming. Our first contribution is a thorough analysis of well known scalarization schemes within the multi-objective multi-agent reinforcement learning setup. The analysed approaches intelligently explore the weight-space in order to find a wider range of system trade-offs. In our second contribution, we propose a novel adaptive weight algorithm which interacts with the underlying local multi-objective solvers and allows for a better coverage of the Pareto front. Our third contribution is the experimental validation of our approach by learning bi-objective policies in self-organising smart camera networks. We note that our algorithm (i) explores the objective space faster on many problem instances, (ii) obtained solutions that exhibit a larger hypervolume, while (iii) acquiring a greater spread in the objective space.

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We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a flexibility that is very hard to achieve with other numerical methods. The Kolmogorov-Smirnov test shows that the proposed Markov chain transition density converges to the one given by the likelihood expansion formula as in Ait-Sahalia (2008). We provide numerical examples for European stock option pricing in Black and Scholes (1973), Merton (1976) and Kou (2002).

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The Generalized Assignment Problem consists in assigning a setof tasks to a set of agents with minimum cost. Each agent hasa limited amount of a single resource and each task must beassigned to one and only one agent, requiring a certain amountof the resource of the agent. We present new metaheuristics forthe generalized assignment problem based on hybrid approaches.One metaheuristic is a MAX-MIN Ant System (MMAS), an improvedversion of the Ant System, which was recently proposed byStutzle and Hoos to combinatorial optimization problems, and itcan be seen has an adaptive sampling algorithm that takes inconsideration the experience gathered in earlier iterations ofthe algorithm. Moreover, the latter heuristic is combined withlocal search and tabu search heuristics to improve the search.A greedy randomized adaptive search heuristic (GRASP) is alsoproposed. Several neighborhoods are studied, including one basedon ejection chains that produces good moves withoutincreasing the computational effort. We present computationalresults of the comparative performance, followed by concludingremarks and ideas on future research in generalized assignmentrelated problems.

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We present a spatiotemporal adaptive multiscale algorithm, which is based on the Multiscale Finite Volume method. The algorithm offers a very efficient framework to deal with multiphysics problems and to couple regions with different spatial resolution. We employ the method to simulate two-phase flow through porous media. At the fine scale, we consider a pore-scale description of the flow based on the Volume Of Fluid method. In order to construct a global problem that describes the coarse-scale behavior, the equations are averaged numerically with respect to auxiliary control volumes, and a Darcy-like coarse-scale model is obtained. The space adaptivity is based on the idea that a fine-scale description is only required in the front region, whereas the resolution can be coarsened elsewhere. Temporal adaptivity relies on the fact that the fine-scale and the coarse-scale problems can be solved with different temporal resolution (longer time steps can be used at the coarse scale). By simulating drainage under unstable flow conditions, we show that the method is able to capture the coarse-scale behavior outside the front region and to reproduce complex fluid patterns in the front region.

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As technology geometries have shrunk to the deep submicron regime, the communication delay and power consumption of global interconnections in high performance Multi- Processor Systems-on-Chip (MPSoCs) are becoming a major bottleneck. The Network-on- Chip (NoC) architecture paradigm, based on a modular packet-switched mechanism, can address many of the on-chip communication issues such as performance limitations of long interconnects and integration of large number of Processing Elements (PEs) on a chip. The choice of routing protocol and NoC structure can have a significant impact on performance and power consumption in on-chip networks. In addition, building a high performance, area and energy efficient on-chip network for multicore architectures requires a novel on-chip router allowing a larger network to be integrated on a single die with reduced power consumption. On top of that, network interfaces are employed to decouple computation resources from communication resources, to provide the synchronization between them, and to achieve backward compatibility with existing IP cores. Three adaptive routing algorithms are presented as a part of this thesis. The first presented routing protocol is a congestion-aware adaptive routing algorithm for 2D mesh NoCs which does not support multicast (one-to-many) traffic while the other two protocols are adaptive routing models supporting both unicast (one-to-one) and multicast traffic. A streamlined on-chip router architecture is also presented for avoiding congested areas in 2D mesh NoCs via employing efficient input and output selection. The output selection utilizes an adaptive routing algorithm based on the congestion condition of neighboring routers while the input selection allows packets to be serviced from each input port according to its congestion level. Moreover, in order to increase memory parallelism and bring compatibility with existing IP cores in network-based multiprocessor architectures, adaptive network interface architectures are presented to use multiple SDRAMs which can be accessed simultaneously. In addition, a smart memory controller is integrated in the adaptive network interface to improve the memory utilization and reduce both memory and network latencies. Three Dimensional Integrated Circuits (3D ICs) have been emerging as a viable candidate to achieve better performance and package density as compared to traditional 2D ICs. In addition, combining the benefits of 3D IC and NoC schemes provides a significant performance gain for 3D architectures. In recent years, inter-layer communication across multiple stacked layers (vertical channel) has attracted a lot of interest. In this thesis, a novel adaptive pipeline bus structure is proposed for inter-layer communication to improve the performance by reducing the delay and complexity of traditional bus arbitration. In addition, two mesh-based topologies for 3D architectures are also introduced to mitigate the inter-layer footprint and power dissipation on each layer with a small performance penalty.