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 Optimization


A Convergence Proof for the Softassign Quadratic Assignment Algorithm

Neural Information Processing Systems

The softassign quadratic assignment algorithm has recently emerged as an effective strategy for a variety of optimization problems in pattern recognition and combinatorial optimization. While the effectiveness of the algorithm was demonstrated in thousands of simulations, there was no known proof of convergence. Here, we provide a proof of convergence for the most general form of the algorithm.


MIMIC: Finding Optima by Estimating Probability Densities

Neural Information Processing Systems

In many optimization problems, the structure of solutions reflects complex relationships between the different input parameters. For example, experience may tell us that certain parameters are closely related and should not be explored independently. Similarly, experience may establish that a subset of parameters must take on particular values. Any search of the cost landscape should take advantage of these relationships. We present MIMIC, a framework in which we analyze the global structure of the optimization landscape. A novel and efficient algorithm for the estimation of this structure is derived. We use knowledge of this structure to guide a randomized search through the solution space and, in turn, to refine our estimate ofthe structure.


Clustering via Concave Minimization

Neural Information Processing Systems

There are many approaches to this problem, including statistical [9], machine learning [7], integer and mathematical programming [18,1]. In this paper we concentrate on a simple concave minimization formulation of the problem that leads to a finite and fast algorithm.


A Convergence Proof for the Softassign Quadratic Assignment Algorithm

Neural Information Processing Systems

The softassign quadratic assignment algorithm has recently emerged as an effective strategy for a variety of optimization problems in pattern recognition and combinatorial optimization. While the effectiveness of the algorithm was demonstrated in thousands of simulations, there was no known proof of convergence. Here, we provide a proof of convergence for the most general form of the algorithm.


Genetic Algorithms and Explicit Search Statistics

Neural Information Processing Systems

The genetic algorithm (GA) is a heuristic search procedure based on mechanisms abstracted from population genetics. In a previous paper [Baluja & Caruana, 1995], we showed that much simpler algorithms, such as hillcIimbing and Population Based Incremental Learning (PBIL), perform comparably to GAs on an optimization problem custom designed to benefit from the GA's operators. This paper extends these results in two directions. First, in a large-scale empirical comparison of problems that have been reported in GA literature, we show that on many problems, simpler algorithms can perform significantly better than GAs. Second, we describe when crossover is useful, and show how it can be incorporated into PBIL. 1 IMPLICIT VS.


Triangulation by Continuous Embedding

Neural Information Processing Systems

When triangulating a belief network we aim to obtain a junction tree of minimum state space. According to (Rose, 1970), searching for the optimal triangulation can be cast as a search over all the permutations of the graph's vertices. Our approach is to embed the discrete set of permutations in a convex continuous domain D. By suitably extending the cost function over D and solving the continous nonlinear optimization task we hope to obtain a good triangulation with respect to the aformentioned cost. This paper presents two ways of embedding the triangulation problem into continuous domain and shows that they perform well compared to the best known heuristic.


Clustering via Concave Minimization

Neural Information Processing Systems

If a polyhedral distance is used, the problem can be formulated as that of minimizing a piecewise-linear concave function on a polyhedral set which is shown to be equivalent to a bilinear program: minimizing a bilinear function on a polyhedral set.A fast finite k-Median Algorithm consisting of solving few linear programs in closed form leads to a stationary point of the bilinear program. Computational testing on a number of realworld databaseswas carried out. On the Wisconsin Diagnostic Breast Cancer (WDBC) database, k-Median training set correctness wascomparable to that of the k-Mean Algorithm, however its testing set correctness was better. Additionally, on the Wisconsin Prognostic Breast Cancer (WPBC) database, distinct and clinically importantsurvival curves were extracted by the k-Median Algorithm, whereas the k-Mean Algorithm failed to obtain such distinct survival curves for the same database.


A Convergence Proof for the Softassign Quadratic Assignment Algorithm

Neural Information Processing Systems

The softassign quadratic assignment algorithm has recently emerged as an effective strategy for a variety of optimization problems inpattern recognition and combinatorial optimization. While the effectiveness of the algorithm was demonstrated in thousands of simulations, there was no known proof of convergence. Here, we provide a proof of convergence for the most general form of the algorithm.


Exploiting Model Uncertainty Estimates for Safe Dynamic Control Learning

Neural Information Processing Systems

Model learning combined with dynamic programming has been shown to be effective for learning control of continuous state dynamic systems. The simplest method assumes the learned model is correct and applies dynamic programming to it, but many approximators provide uncertainty estimates on the fit. How can they be exploited? This paper addresses the case where the system must be prevented from having catastrophic failures during learning.We propose a new algorithm adapted from the dual control literature and use Bayesian locally weighted regression models with dynamic programming.A common reinforcement learning assumption is that aggressive exploration should be encouraged. This paper addresses the converse casein which the system has to reign in exploration.


Triangulation by Continuous Embedding

Neural Information Processing Systems

When triangulating a belief network we aim to obtain a junction tree of minimum state space. According to (Rose, 1970), searching for the optimal triangulation can be cast as a search over all the permutations of the graph's vertices. Our approach is to embed the discrete set of permutations in a convex continuous domain D. By suitably extending the cost function over D and solving the continous nonlinear optimization task we hope to obtain a good triangulation with respect to the aformentioned cost. This paper presents two ways of embedding the triangulation problem into continuous domain and shows that they perform well compared to the best known heuristic.