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Quadratic programming (QP) is a common and important constrained optimization problem. Here, we derive a surprising duality between constrained optimization with inequality constraints -- of which QP is a special case -- and consumer…

Statistical Mechanics · Physics 2019-05-22 Pankaj Mehta , Wenping Cui , Ching-Hao Wang , Robert Marsland

Despite the obvious advantage of simple life forms capable of fast replication, different levels of cognitive complexity have been achieved by living systems in terms of their potential to cope with environmental uncertainty. Against the…

Populations and Evolution · Quantitative Biology 2017-10-18 Luís F Seoane , Ricard Solé

Complex models used to describe biological processes in epidemiology and ecology often have computationally intractable or expensive likelihoods. This poses significant challenges in terms of Bayesian inference but more significantly in the…

Methodology · Statistics 2019-03-12 Mahasen Dehideniya , Antony M. Overstall , Chris C. Drovandi , James M. McGree

Choice functions constitute a simple, direct and very general mathematical framework for modelling choice under uncertainty. In particular, they are able to represent the set-valued choices that typically arise from applying decision rules…

Artificial Intelligence · Computer Science 2018-06-05 Jasper De Bock , Gert de Cooman

In wireless distributed computing, networked nodes perform intermediate computations over data placed in their memory and exchange these intermediate values to calculate function values. In this paper we consider an asymmetric setting where…

Information Theory · Computer Science 2017-08-10 Linqi Song , Sundara Rajan Srinivasavaradhan , Christina Fragouli

This book chapter is an introduction to and an overview of the information-theoretic, task independent utility function "Empowerment", which is defined as the channel capacity between an agent's actions and an agent's sensors. It quantifies…

Artificial Intelligence · Computer Science 2013-10-09 Christoph Salge , Cornelius Glackin , Daniel Polani

Real-world data streams can change unpredictably due to distribution shifts, feedback loops and adversarial actors, which challenges the validity of forecasts. We present a forecasting framework ensuring valid uncertainty estimates…

Machine Learning · Computer Science 2025-03-04 Charles Marx , Volodymyr Kuleshov , Stefano Ermon

A set of many identical interacting agents obeying a global additive constraint is considered. Under the hypothesis of equiprobability in the high-dimensional volume delimited in phase space by the constraint, the statistical behavior of a…

Chaotic Dynamics · Physics 2007-09-03 Ricardo Lopez-Ruiz , Jaime Sanudo , Xavier Calbet

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

Emergence is a pregnant property in various fields. It is the fact for a phenomenon to appear surprisingly and to be such that it seems at first sight that it is not possible to predict its apparition. That is the reason why it has often…

Computational Complexity · Computer Science 2023-08-23 Hervé Zwirn

Characterizing the capacity region for a network can be extremely difficult. Even with independent sources, determining the capacity region can be as hard as the open problem of characterizing all information inequalities. The majority of…

Information Theory · Computer Science 2013-09-09 Satyajit Thakor , Terence Chan , Alex Grant

Utility functions or their equivalents (value functions, objective functions, loss functions, reward functions, preference orderings) are a central tool in most current machine learning systems. These mechanisms for defining goals and…

Artificial Intelligence · Computer Science 2019-03-06 Peter Eckersley

We consider a population of Bayesian agents who share a common prior over some finite state space and each agent is exposed to some information about the state. We ask which distributions over empirical distributions of posteriors beliefs…

Computer Science and Game Theory · Computer Science 2022-02-07 Itai Arieli , Yakov Babichenko

Exploration is one of the most important tasks in Reinforcement Learning, but it is not well-defined beyond finite problems in the Dynamic Programming paradigm (see Subsection 2.4). We provide a reinterpretation of exploration which can be…

Artificial Intelligence · Computer Science 2021-11-24 John C. Raisbeck , Matthew W. Allen , Hakho Lee

This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit…

Statistics Theory · Mathematics 2007-06-13 Cun-Hui Zhang

Reinforcement learners are agents that learn to pick actions that lead to high reward. Ideally, the value of a reinforcement learner's policy approaches optimality--where the optimal informed policy is the one which maximizes reward.…

Machine Learning · Computer Science 2021-05-27 Michael K. Cohen , Elliot Catt , Marcus Hutter

We study online task assignment problem with reusable resources, motivated by practical applications such as ridesharing, crowdsourcing and job hiring. In the problem, we are given a set of offline vertices (agents), and, at each time, an…

Data Structures and Algorithms · Computer Science 2022-03-16 Hanna Sumita , Shinji Ito , Kei Takemura , Daisuke Hatano , Takuro Fukunaga , Naonori Kakimura , Ken-ichi Kawarabayashi

This article investigates the problem of dynamic spectrum access for canonical wireless networks, in which the channel states are time-varying. In the most existing work, the commonly used optimization objective is to maximize the…

Information Theory · Computer Science 2017-07-31 Yuhua Xu , Jinlong Wang , Qihui Wu , Jianchao Zheng , Liang Shen , Alagan Anpalagan

We investigate the matching of agents to resources in a computational ecology configured to present heterogeneous resource patches to evolving, neurally controlled agents. We repeatedly find a nearly optimal, ideal free distribution (IFD)…

Populations and Evolution · Quantitative Biology 2011-12-16 Virgil Griffith , Larry S. Yaeger

Most of the existing algorithms for fair division do not consider externalities. Under externalities, the utility an agent obtains depends not only on its allocation but also on the allocation of other agents. An agent has a positive…

Computer Science and Game Theory · Computer Science 2022-02-28 Shaily Mishra , Manisha Padala , Sujit Gujar