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Related papers: Optimization and variability can coexist

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Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics…

Machine Learning · Computer Science 2016-04-01 Ian Dewancker , Michael McCourt , Scott Clark , Patrick Hayes , Alexandra Johnson , George Ke

Portfolio optimization approaches inevitably rely on multivariate modeling of markets and the economy. In this paper, we address three sources of error related to the modeling of these complex systems: 1. oversimplifying hypothesis; 2.…

Statistical Finance · Quantitative Finance 2021-03-30 Pier Francesco Procacci , Tomaso Aste

The concept of entropy connects the number of possible configurations with the number of variables in large stochastic systems. Independent or weakly interacting variables render the number of configurations scale exponentially with the…

Statistical Mechanics · Physics 2020-06-25 Sámuel G. Balogh , Gergely Palla , Péter Pollner , Dániel Czégel

Large scale models of physical phenomena demand the development of new statistical and computational tools in order to be effective. Many such models are `sloppy', i.e., exhibit behavior controlled by a relatively small number of parameter…

We demonstrate with a thought experiment that fitness-based population dynamical approaches to evolution are not able to make quantitative, falsifiable predictions about the long-term behavior of evolutionary systems. A key characteristic…

Populations and Evolution · Quantitative Biology 2015-05-14 Peter Klimek , Stefan Thurner , Rudolf Hanel

We present a general holistic theory for the organization of complex networks, both human-engineered and naturally-evolved. Introducing concepts of value of interactions and satisfaction as generic network performance measures, we show that…

Adaptation and Self-Organizing Systems · Physics 2007-07-13 Venkat Venkatasubramanian , Dimitris N. Politis , Priyan R. Patkar

We can overcome uncertainty with uncertainty. Using randomness in our choices and in what we control, and hence in the decision making process, could potentially offset the uncertainty inherent in the environment and yield better outcomes.…

General Finance · Quantitative Finance 2017-10-06 Ravi Kashyap

Genetic regulatory circuits universally cope with different sources of noise that limit their ability to coordinate input and output signals. In many cases, optimal regulatory performance can be thought to correspond to configurations of…

Molecular Networks · Quantitative Biology 2018-02-19 Andrea Crisanti , Andrea De Martino , Jonathan Fiorentino

Living systems maintain or increase local order by working against the Second Law of Thermodynamics. Thermodynamic consistency is restored as they dissipate heat, thereby increasing the net entropy of their environment. Recently introduced…

Biological Physics · Physics 2021-05-03 Dominic J. Skinner , Jörn Dunkel

Complementarity among species with different traits is one of the basic processes affecting biodiversity, defined as the number of species in the ecosystem. We present here a soluble model ecosystem in which the species are characterized by…

Disordered Systems and Neural Networks · Physics 2009-11-07 Viviane M. de Oliveira , J. F. Fontanari

Optimization is offered as an objective approach to resolving complex, real-world decisions involving uncertainty and conflicting interests. It drives business strategies as well as public policies and, increasingly, lies at the heart of…

Artificial Intelligence · Computer Science 2023-08-01 Benjamin Laufer , Thomas Krendl Gilbert , Helen Nissenbaum

The mammalian brain is a metabolically expensive device, and evolutionary pressures have presumably driven it to make productive use of its resources. For sensory areas, this concept has been expressed more formally as an optimality…

Neurons and Cognition · Quantitative Biology 2016-03-02 Deep Ganguli , Eero P. Simoncelli

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

Biological organisms are adaptive, able to function in unpredictably changing environments. Drawing on recent nonequilibrium physics, we show that in adaptation, fitness has two components parameterized by observable coordinates: a static…

Statistical Mechanics · Physics 2026-02-19 Ying-Jen Yang , Charles D. Kocher , Ken A. Dill

Optimization methods have been broadly applied to two classes of objects viz. (i) modeling and description of data and (ii) the determination of the stationary points of functions. Here, a theoretical basis is developed that optimizes an…

Optimization and Control · Mathematics 2013-07-10 Christopher G. Jesudason

The problem of the insensitivity of the macroscopic behavior of any thermodynamical system to partitioning generates a bias between the reproducibility of its macroscopic behavior viewed as the simplest form of causality and its long-term…

General Physics · Physics 2007-05-23 Maria K. Koleva

We propose a new type of entropic descriptor that is able to quantify the statistical complexity (a measure of complex behaviour) by taking simultaneously into account the average departures of a system's entropy S from both its maximum…

Statistical Mechanics · Physics 2015-05-13 R. Piasecki , A. Plastino

Algorithms often have tunable parameters that impact performance metrics such as runtime and solution quality. For many algorithms used in practice, no parameter settings admit meaningful worst-case bounds, so the parameters are made…

Machine Learning · Computer Science 2021-04-27 Maria-Florina Balcan , Dan DeBlasio , Travis Dick , Carl Kingsford , Tuomas Sandholm , Ellen Vitercik

There does not exist a general positive correlation between important life-supporting properties and the entropy production rate. The simple reason is that nondissipative and time-symmetric kinetic aspects are also relevant for establishing…

Statistical Mechanics · Physics 2018-04-12 Marco Baiesi , Christian Maes

Making decisions freely presupposes that there is some indeterminacy in the environment and in the decision making engine. The former is reflected on the behavioral changes due to communicating: few changes indicate rigid environments;…

Artificial Intelligence · Computer Science 2020-09-23 Luis A. Pineda