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In this dissertation we propose alternative analysis of distributed stochastic gradient descent (SGD) algorithms that rely on spectral properties of the data covariance. As a consequence we can relate questions pertaining to speedups and…

Optimization and Control · Mathematics 2016-09-03 Avleen S. Bijral

We study the performance of stochastic local search algorithms for random instances of the $K$-satisfiability ($K$-SAT) problem. We introduce a new stochastic local search algorithm, ChainSAT, which moves in the energy landscape of a…

Data Structures and Algorithms · Computer Science 2009-11-13 Mikko Alava , John Ardelius , Erik Aurell , Petteri Kaski , Supriya Krishnamurthy , Pekka Orponen , Sakari Seitz

In this paper we introduce a new sampling algorithm which has the potential to be adopted as a universal replacement to the Metropolis--Hastings algorithm. It is related to the slice sampler, and motivated by an algorithm which is…

Computation · Statistics 2020-10-19 Yanxin Li , Stephen G. Walker

This work is concerned with the finite-horizon optimal covariance steering of networked systems governed by discrete-time stochastic linear dynamics. In contrast with existing work that has only considered systems with dynamically decoupled…

Optimization and Control · Mathematics 2025-04-29 Ahmed Khalil , Yoonjae Lee , Efstathios Bakolas

The planted coloring problem is a prototypical inference problem for which thresholds for Bayes optimal algorithms, like Belief Propagation (BP), can be computed analytically. In this paper, we analyze the limits and performances of the…

Disordered Systems and Neural Networks · Physics 2023-06-29 Maria Chiara Angelini , Federico Ricci-Tersenghi

Probabilistic reasoning systems combine different probabilistic rules and probabilistic facts to arrive at the desired probability values of consequences. In this paper we describe the MESA-algorithm (Maximum Entropy by Simulated Annealing)…

Artificial Intelligence · Computer Science 2013-03-25 Gerhard Paaß

In many engineered systems, optimization is used for decision making at time-scales ranging from real-time operation to long-term planning. This process often involves solving similar optimization problems over and over again with slightly…

Optimization and Control · Mathematics 2019-01-18 Sidhant Misra , Line Roald , Yeesian Ng

For configurations of point-sets that are pairwise constrained by distance intervals, the EASAL software implements a suite of algorithms that characterize the structure and geometric properties of the configuration space. The algorithms…

Computational Geometry · Computer Science 2018-06-06 Aysegul Ozkan , Rahul Prabhu , Troy Baker , James Pence , Jorg Peters , Meera Sitharam

Sampling-based algorithms solve the path planning problem by generating random samples in the search-space and incrementally growing a connectivity graph or a tree. Conventionally, the sampling strategy used in these algorithms is biased…

Robotics · Computer Science 2021-02-26 Sagar Suhas Joshi , Seth Hutchinson , Panagiotis Tsiotras

Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a…

Machine Learning · Statistics 2007-09-20 A. Lecchini-Visintini , J. Lygeros , J. Maciejowski

This article proposes a distributed multi-task learning (MTL) algorithm based on supervised principal component analysis (SPCA) which is: (i) theoretically optimal for Gaussian mixtures, (ii) computationally cheap and scalable. Supporting…

Machine Learning · Computer Science 2021-10-12 Sami Fakhry , Romain Couillet , Malik Tiomoko

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler

This paper formulates a chance-constrained optimal distribution network partitioning (ODNP) problem addressing uncertainties in load and renewable energy generation; and presents a solution methodology using sample average approximation…

Systems and Control · Electrical Eng. & Systems 2020-09-09 Shuchismita Biswas , Manish K. Singh , Virgilio Centeno

A local search algorithm solving an NP-complete optimisation problem can be viewed as a stochastic process moving in an 'energy landscape' towards eventually finding an optimal solution. For the random 3-satisfiability problem, the…

Statistical Mechanics · Physics 2009-11-11 Sakari Seitz , Mikko Alava , Pekka Orponen

We develop a scalable, computationally efficient method for the task of energy disaggregation for home appliance monitoring. In this problem the goal is to estimate the energy consumption of each appliance over time based on the total…

Machine Learning · Computer Science 2016-11-01 Kiarash Shaloudegi , András György , Csaba Szepesvári , Wilsun Xu

The exploration of network structures through the lens of graph theory has become a cornerstone in understanding complex systems across diverse fields. Identifying densely connected subgraphs within larger networks is crucial for uncovering…

Computation · Statistics 2024-05-21 Wanru Guo

Learning in networks of binary synapses is known to be an NP-complete problem. A combined stochastic local search strategy in the synaptic weight space is constructed to further improve the learning performance of a single random walker. We…

Disordered Systems and Neural Networks · Physics 2011-11-18 Haiping Huang , Haijun Zhou

This paper studies the asymptotic properties of the adaptive elastic net in ultra-high dimensional sparse linear regression models and proposes a new method called SSLS (Separate Selection from Least Squares) to improve prediction accuracy.…

Methodology · Statistics 2014-10-15 Yuehan Yang , Hu Yang

Stochastic Alternating Least Squares (SALS) is a method that approximates the canonical decomposition of averages of sampled random tensors. Its simplicity and efficient memory usage make SALS an ideal tool for decomposing tensors in an…

Numerical Analysis · Mathematics 2020-04-28 Yanzhao Cao , Somak Das , Luke Oeding , Hans-Werner van Wyk

This paper presents a sampling-based motion planning framework that leverages the geometry of obstacles in a workspace as well as prior experiences from motion planning problems. Previous studies have demonstrated the benefits of utilizing…

Robotics · Computer Science 2023-06-19 Keita Kobashi , Changhao Wang , Yu Zhao , Hsien-Chung Lin , Masayoshi Tomizuka
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