在本文中,我们考虑从一类具有薄尾部的分布式采样,支持$ \ mathbb {r} ^ d $,并制作两个主要贡献。首先,我们提出了一种具有优化步骤(MAO)的新的大都市算法,其非常适合这种目标。我们的算法能够从分布中采样,其中Metropolic调整的Langevin算法(MALA)不收敛或缺乏理论保证。其次,我们在毛泽东混合时间上获得上限。我们的结果是通过模拟多目标分布的支持。
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We analyze Newton's method with lazy Hessian updates for solving general possibly non-convex optimization problems. We propose to reuse a previously seen Hessian for several iterations while computing new gradients at each step of the method. This significantly reduces the overall arithmetical complexity of second-order optimization schemes. By using the cubic regularization technique, we establish fast global convergence of our method to a second-order stationary point, while the Hessian does not need to be updated each iteration. For convex problems, we justify global and local superlinear rates for lazy Newton steps with quadratic regularization, which is easier to compute. The optimal frequency for updating the Hessian is once every $d$ iterations, where $d$ is the dimension of the problem. This provably improves the total arithmetical complexity of second-order algorithms by a factor $\sqrt{d}$.
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联合学习的个性化可以通过交易模型的偏差来提高用户模型的准确性(通过使用来自可能不同)的数据引入的数据来抵消其方差(由于任何单个用户的数据量有限)。为了开发最佳地平衡此权衡的培训算法,有必要扩展我们的理论基础。在这项工作中,我们将个性化协作学习问题正式,作为用户目标$ f_0(x)$的随机优化,同时获得对N $相关但其他用户的不同目标$ \ {f_1(x),\ dots,f_n (x)\} $。我们在此设置中为两个算法提供收敛保证 - 一种名称的个性化方法,称为\ emph {加权梯度平均},以及一种新颖的\ emph {偏压校正}方法 - 以及我们可以最佳地折衷的条件偏差减少方差并实现线性加速WRT \用户数量$ N $。此外,我们还经验验证他们的表现,证实了我们的理论见解。
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Non-linear state-space models, also known as general hidden Markov models, are ubiquitous in statistical machine learning, being the most classical generative models for serial data and sequences in general. The particle-based, rapid incremental smoother PaRIS is a sequential Monte Carlo (SMC) technique allowing for efficient online approximation of expectations of additive functionals under the smoothing distribution in these models. Such expectations appear naturally in several learning contexts, such as likelihood estimation (MLE) and Markov score climbing (MSC). PARIS has linear computational complexity, limited memory requirements and comes with non-asymptotic bounds, convergence results and stability guarantees. Still, being based on self-normalised importance sampling, the PaRIS estimator is biased. Our first contribution is to design a novel additive smoothing algorithm, the Parisian particle Gibbs PPG sampler, which can be viewed as a PaRIS algorithm driven by conditional SMC moves, resulting in bias-reduced estimates of the targeted quantities. We substantiate the PPG algorithm with theoretical results, including new bounds on bias and variance as well as deviation inequalities. Our second contribution is to apply PPG in a learning framework, covering MLE and MSC as special examples. In this context, we establish, under standard assumptions, non-asymptotic bounds highlighting the value of bias reduction and the implicit Rao--Blackwellization of PPG. These are the first non-asymptotic results of this kind in this setting. We illustrate our theoretical results with numerical experiments supporting our claims.
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Differentiable Architecture Search (DARTS) has attracted considerable attention as a gradient-based Neural Architecture Search (NAS) method. Since the introduction of DARTS, there has been little work done on adapting the action space based on state-of-art architecture design principles for CNNs. In this work, we aim to address this gap by incrementally augmenting the DARTS search space with micro-design changes inspired by ConvNeXt and studying the trade-off between accuracy, evaluation layer count, and computational cost. To this end, we introduce the Pseudo-Inverted Bottleneck conv block intending to reduce the computational footprint of the inverted bottleneck block proposed in ConvNeXt. Our proposed architecture is much less sensitive to evaluation layer count and outperforms a DARTS network with similar size significantly, at layer counts as small as 2. Furthermore, with less layers, not only does it achieve higher accuracy with lower GMACs and parameter count, GradCAM comparisons show that our network is able to better detect distinctive features of target objects compared to DARTS.
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Solving portfolio management problems using deep reinforcement learning has been getting much attention in finance for a few years. We have proposed a new method using experts signals and historical price data to feed into our reinforcement learning framework. Although experts signals have been used in previous works in the field of finance, as far as we know, it is the first time this method, in tandem with deep RL, is used to solve the financial portfolio management problem. Our proposed framework consists of a convolutional network for aggregating signals, another convolutional network for historical price data, and a vanilla network. We used the Proximal Policy Optimization algorithm as the agent to process the reward and take action in the environment. The results suggested that, on average, our framework could gain 90 percent of the profit earned by the best expert.
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Nowadays, the current neural network models of dialogue generation(chatbots) show great promise for generating answers for chatty agents. But they are short-sighted in that they predict utterances one at a time while disregarding their impact on future outcomes. Modelling a dialogue's future direction is critical for generating coherent, interesting dialogues, a need that has led traditional NLP dialogue models that rely on reinforcement learning. In this article, we explain how to combine these objectives by using deep reinforcement learning to predict future rewards in chatbot dialogue. The model simulates conversations between two virtual agents, with policy gradient methods used to reward sequences that exhibit three useful conversational characteristics: the flow of informality, coherence, and simplicity of response (related to forward-looking function). We assess our model based on its diversity, length, and complexity with regard to humans. In dialogue simulation, evaluations demonstrated that the proposed model generates more interactive responses and encourages a more sustained successful conversation. This work commemorates a preliminary step toward developing a neural conversational model based on the long-term success of dialogues.
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To date, no "information-theoretic" frameworks for reasoning about generalization error have been shown to establish minimax rates for gradient descent in the setting of stochastic convex optimization. In this work, we consider the prospect of establishing such rates via several existing information-theoretic frameworks: input-output mutual information bounds, conditional mutual information bounds and variants, PAC-Bayes bounds, and recent conditional variants thereof. We prove that none of these bounds are able to establish minimax rates. We then consider a common tactic employed in studying gradient methods, whereby the final iterate is corrupted by Gaussian noise, producing a noisy "surrogate" algorithm. We prove that minimax rates cannot be established via the analysis of such surrogates. Our results suggest that new ideas are required to analyze gradient descent using information-theoretic techniques.
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Three-dimensional (3D) technologies have been developing rapidly recent years, and have influenced industrial, medical, cultural, and many other fields. In this paper, we introduce an automatic 3D human head scanning-printing system, which provides a complete pipeline to scan, reconstruct, select, and finally print out physical 3D human heads. To enhance the accuracy of our system, we developed a consumer-grade composite sensor (including a gyroscope, an accelerometer, a digital compass, and a Kinect v2 depth sensor) as our sensing device. This sensing device is then mounted on a robot, which automatically rotates around the human subject with approximate 1-meter radius, to capture the full-view information. The data streams are further processed and fused into a 3D model of the subject using a tablet located on the robot. In addition, an automatic selection method, based on our specific system configurations, is proposed to select the head portion. We evaluated the accuracy of the proposed system by comparing our generated 3D head models, from both standard human head model and real human subjects, with the ones reconstructed from FastSCAN and Cyberware commercial laser scanning systems through computing and visualizing Hausdorff distances. Computational cost is also provided to further assess our proposed system.
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We propose a 6D RGB-D odometry approach that finds the relative camera pose between consecutive RGB-D frames by keypoint extraction and feature matching both on the RGB and depth image planes. Furthermore, we feed the estimated pose to the highly accurate KinectFusion algorithm, which uses a fast ICP (Iterative Closest Point) to fine-tune the frame-to-frame relative pose and fuse the depth data into a global implicit surface. We evaluate our method on a publicly available RGB-D SLAM benchmark dataset by Sturm et al. The experimental results show that our proposed reconstruction method solely based on visual odometry and KinectFusion outperforms the state-of-the-art RGB-D SLAM system accuracy. Moreover, our algorithm outputs a ready-to-use polygon mesh (highly suitable for creating 3D virtual worlds) without any postprocessing steps.
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