Uncertainty is prevalent in engineering design, statistical learning, and decision making broadly. Due to inherent risk-averseness and ambiguity about assumptions, it is common to address uncertainty by formulating and solving conservative optimization models expressed using measure of risk and related concepts. We survey the rapid development of risk measures over the last quarter century. From its beginning in financial engineering, we recount their spread to nearly all areas of engineering and applied mathematics. Solidly rooted in convex analysis, risk measures furnish a general framework for handling uncertainty with significant computational and theoretical advantages. We describe the key facts, list several concrete algorithms, and provide an extensive list of references for further reading. The survey recalls connections with utility theory and distributionally robust optimization, points to emerging applications areas such as fair machine learning, and defines measures of reliability.
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在结构化的非凸优化的背景下,我们估计与名义问题值相比,对参数扰动的决策的最小值增加。估计值依赖于非凸功能在鲁棒优化中的Min-value功能的亚级别和局部Lipschitz模量的详细表达式,仅需要标称问题的解决方案。理论结果通过涉及混合优化模型的军事行动研究的示例来说明。在检查的54例病例中,估计最低值增加的中位误差为12%。因此,亚级别和局部Lipschitz模量的派生表达式可以准确地告知分析师,以在非convex优化中获得具有成本效益的,参数式决策的可能性。
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在计算程序和灵敏度分析中出现了优化问题的近似。最终对溶液的影响可能是显着的,即使是问题的组成部分的小近似值也会转化为解决方案中的大误差。我们指定条件,从最小化器,固定点和级别集的意义上讲,近似值的行为表现良好,这导致了一致近似值的框架。该框架是针对既不是凸面也不光滑的广泛复合问题开发的。我们使用随机优化,基于神经网络的机器学习,分配功能强大的优化,惩罚和增强拉格朗日方法,内部方法,同型方法,同型方法,平滑方法,扩展的非线性编程,差异范围编程以及差异连接编程以及差异的差异方法,以及差异,我们证明了框架。多目标优化。增强的近端方法说明了算法的可能性。定量分析通过提供收敛速度来补充开发。
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We derive a set of causal deep neural networks whose architectures are a consequence of tensor (multilinear) factor analysis. Forward causal questions are addressed with a neural network architecture composed of causal capsules and a tensor transformer. The former estimate a set of latent variables that represent the causal factors, and the latter governs their interaction. Causal capsules and tensor transformers may be implemented using shallow autoencoders, but for a scalable architecture we employ block algebra and derive a deep neural network composed of a hierarchy of autoencoders. An interleaved kernel hierarchy preprocesses the data resulting in a hierarchy of kernel tensor factor models. Inverse causal questions are addressed with a neural network that implements multilinear projection and estimates the causes of effects. As an alternative to aggressive bottleneck dimension reduction or regularized regression that may camouflage an inherently underdetermined inverse problem, we prescribe modeling different aspects of the mechanism of data formation with piecewise tensor models whose multilinear projections are well-defined and produce multiple candidate solutions. Our forward and inverse neural network architectures are suitable for asynchronous parallel computation.
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Machine learning models are typically evaluated by computing similarity with reference annotations and trained by maximizing similarity with such. Especially in the bio-medical domain, annotations are subjective and suffer from low inter- and intra-rater reliability. Since annotations only reflect the annotation entity's interpretation of the real world, this can lead to sub-optimal predictions even though the model achieves high similarity scores. Here, the theoretical concept of Peak Ground Truth (PGT) is introduced. PGT marks the point beyond which an increase in similarity with the reference annotation stops translating to better Real World Model Performance (RWMP). Additionally, a quantitative technique to approximate PGT by computing inter- and intra-rater reliability is proposed. Finally, three categories of PGT-aware strategies to evaluate and improve model performance are reviewed.
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User equipment is one of the main bottlenecks facing the gaming industry nowadays. The extremely realistic games which are currently available trigger high computational requirements of the user devices to run games. As a consequence, the game industry has proposed the concept of Cloud Gaming, a paradigm that improves gaming experience in reduced hardware devices. To this end, games are hosted on remote servers, relegating users' devices to play only the role of a peripheral for interacting with the game. However, this paradigm overloads the communication links connecting the users with the cloud. Therefore, service experience becomes highly dependent on network connectivity. To overcome this, Cloud Gaming will be boosted by the promised performance of 5G and future 6G networks, together with the flexibility provided by mobility in multi-RAT scenarios, such as WiFi. In this scope, the present work proposes a framework for measuring and estimating the main E2E metrics of the Cloud Gaming service, namely KQIs. In addition, different machine learning techniques are assessed for predicting KQIs related to Cloud Gaming user's experience. To this end, the main key quality indicators (KQIs) of the service such as input lag, freeze percent or perceived video frame rate are collected in a real environment. Based on these, results show that machine learning techniques provide a good estimation of these indicators solely from network-based metrics. This is considered a valuable asset to guide the delivery of Cloud Gaming services through cellular communications networks even without access to the user's device, as it is expected for telecom operators.
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Quaternion valued neural networks experienced rising popularity and interest from researchers in the last years, whereby the derivatives with respect to quaternions needed for optimization are calculated as the sum of the partial derivatives with respect to the real and imaginary parts. However, we can show that product- and chain-rule does not hold with this approach. We solve this by employing the GHRCalculus and derive quaternion backpropagation based on this. Furthermore, we experimentally prove the functionality of the derived quaternion backpropagation.
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Dataset scaling, also known as normalization, is an essential preprocessing step in a machine learning pipeline. It is aimed at adjusting attributes scales in a way that they all vary within the same range. This transformation is known to improve the performance of classification models, but there are several scaling techniques to choose from, and this choice is not generally done carefully. In this paper, we execute a broad experiment comparing the impact of 5 scaling techniques on the performances of 20 classification algorithms among monolithic and ensemble models, applying them to 82 publicly available datasets with varying imbalance ratios. Results show that the choice of scaling technique matters for classification performance, and the performance difference between the best and the worst scaling technique is relevant and statistically significant in most cases. They also indicate that choosing an inadequate technique can be more detrimental to classification performance than not scaling the data at all. We also show how the performance variation of an ensemble model, considering different scaling techniques, tends to be dictated by that of its base model. Finally, we discuss the relationship between a model's sensitivity to the choice of scaling technique and its performance and provide insights into its applicability on different model deployment scenarios. Full results and source code for the experiments in this paper are available in a GitHub repository.\footnote{https://github.com/amorimlb/scaling\_matters}
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Neuromorphic systems require user-friendly software to support the design and optimization of experiments. In this work, we address this need by presenting our development of a machine learning-based modeling framework for the BrainScaleS-2 neuromorphic system. This work represents an improvement over previous efforts, which either focused on the matrix-multiplication mode of BrainScaleS-2 or lacked full automation. Our framework, called hxtorch.snn, enables the hardware-in-the-loop training of spiking neural networks within PyTorch, including support for auto differentiation in a fully-automated hardware experiment workflow. In addition, hxtorch.snn facilitates seamless transitions between emulating on hardware and simulating in software. We demonstrate the capabilities of hxtorch.snn on a classification task using the Yin-Yang dataset employing a gradient-based approach with surrogate gradients and densely sampled membrane observations from the BrainScaleS-2 hardware system.
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Osteoarthritis (OA) is the most prevalent chronic joint disease worldwide, where knee OA takes more than 80% of commonly affected joints. Knee OA is not a curable disease yet, and it affects large columns of patients, making it costly to patients and healthcare systems. Etiology, diagnosis, and treatment of knee OA might be argued by variability in its clinical and physical manifestations. Although knee OA carries a list of well-known terminology aiming to standardize the nomenclature of the diagnosis, prognosis, treatment, and clinical outcomes of the chronic joint disease, in practice there is a wide range of terminology associated with knee OA across different data sources, including but not limited to biomedical literature, clinical notes, healthcare literacy, and health-related social media. Among these data sources, the scientific articles published in the biomedical literature usually make a principled pipeline to study disease. Rapid yet, accurate text mining on large-scale scientific literature may discover novel knowledge and terminology to better understand knee OA and to improve the quality of knee OA diagnosis, prevention, and treatment. The present works aim to utilize artificial neural network strategies to automatically extract vocabularies associated with knee OA diseases. Our finding indicates the feasibility of developing word embedding neural networks for autonomous keyword extraction and abstraction of knee OA.
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