Tanaka, Kazuyuki
Relaxation-assisted reverse annealing on nonnegative/binary matrix factorization
Haba, Renichiro, Ohzeki, Masayuki, Tanaka, Kazuyuki
Quantum annealing has garnered significant attention as meta-heuristics inspired by quantum physics for combinatorial optimization problems. Among its many applications, nonnegative/binary matrix factorization stands out for its complexity and relevance in unsupervised machine learning. The use of reverse annealing, a derivative procedure of quantum annealing to prioritize the search in a vicinity under a given initial state, helps improve its optimization performance in matrix factorization. This study proposes an improved strategy that integrates reverse annealing with a linear programming relaxation technique. Using relaxed solutions as the initial configuration for reverse annealing, we demonstrate improvements in optimization performance comparable to the exact optimization methods. Our experiments on facial image datasets show that our method provides better convergence than known reverse annealing methods. Furthermore, we investigate the effectiveness of relaxation-based initialization methods on randomized datasets, demonstrating a relationship between the relaxed solution and the optimal solution. This research underscores the potential of combining reverse annealing and classical optimization strategies to enhance optimization performance.
Travel time optimization on multi-AGV routing by reverse annealing
Haba, Renichiro, Ohzeki, Masayuki, Tanaka, Kazuyuki
Quantum annealing has been actively researched since D-Wave Systems produced the first commercial machine in 2011. Controlling a large fleet of automated guided vehicles is one of the real-world applications utilizing quantum annealing. In this study, we propose a formulation to control the traveling routes to minimize the travel time. We validate our formulation through simulation in a virtual plant and authenticate the effectiveness for faster distribution compared to a greedy algorithm that does not consider the overall detour distance. Furthermore, we utilize reverse annealing to maximize the advantage of the D-Wave's quantum annealer. Starting from relatively good solutions obtained by a fast greedy algorithm, reverse annealing searches for better solutions around them. Our reverse annealing method improves the performance compared to standard quantum annealing alone and performs up to 10 times faster than the strong classical solver, Gurobi. This study extends a use of optimization with general problem solvers in the application of multi-AGV systems and reveals the potential of reverse annealing as an optimizer.
Momentum-Space Renormalization Group Transformation in Bayesian Image Modeling by Gaussian Graphical Model
Tanaka, Kazuyuki, Nakamura, Masamichi, Kataoka, Shun, Ohzeki, Masayuki, Yasuda, Muneki
A new Bayesian modeling method is proposed by combining the maximization of the marginal likelihood with a momentum-space renormalization group transformation for Gaussian graphical models. Moreover, we present a scheme for computint the statistical averages of hyperparameters and mean square errors in our proposed method based on a momentumspace renormalization transformation.
Susceptibility Propagation by Using Diagonal Consistency
Yasuda, Muneki, Tanaka, Kazuyuki
A susceptibility propagation that is constructed by combining a belief propagation and a linear response method is used for approximate computation for Markov random fields. Herein, we formulate a new, improved susceptibility propagation by using the concept of a diagonal matching method that is based on mean-field approaches to inverse Ising problems. The proposed susceptibility propagation is robust for various network structures, and it is reduced to the ordinary susceptibility propagation and to the adaptive Thouless-Anderson-Palmer equation in special cases.
Statistical Analysis of Loopy Belief Propagation in Random Fields
Yasuda, Muneki, Kataoka, Shun, Tanaka, Kazuyuki
Loopy belief propagation (LBP), which is equivalent to the Bethe approximation in statistical mechanics, is a message-passing-type inference method that is widely used to analyze systems based on Markov random fields (MRFs). In this paper, we propose a message-passing-type method to analytically evaluate the quenched average of LBP in random fields by using the replica cluster variation method. The proposed analytical method is applicable to general pair-wise MRFs with random fields whose distributions differ from each other and can give the quenched averages of the Bethe free energies over random fields, which are consistent with numerical results. The order of its computational cost is equivalent to that of standard LBP. In the latter part of this paper, we describe the application of the proposed method to Bayesian image restoration, in which we observed that our theoretical results are in good agreement with the numerical results for natural images.
Bayesian Reconstruction of Missing Observations
Kataoka, Shun, Yasuda, Muneki, Tanaka, Kazuyuki
We focus on an interpolation method referred to Bayesian reconstruction in this paper. Whereas in standard interpolation methods missing data are interpolated deterministically, in Bayesian reconstruction, missing data are interpolated probabilistically using a Bayesian treatment. In this paper, we address the framework of Bayesian reconstruction and its application to the traffic data reconstruction problem in the field of traffic engineering. In the latter part of this paper, we describe the evaluation of the statistical performance of our Bayesian traffic reconstruction model using a statistical mechanical approach and clarify its statistical behavior.
Inverse Renormalization Group Transformation in Bayesian Image Segmentations
Tanaka, Kazuyuki, Kataoka, Shun, Yasuda, Muneki, Ohzeki, Masayuki
A new Bayesian image segmentation algorithm is proposed by combining a loopy belief propagation with an inverse real space renormalization group transformation to reduce the computational time. In results of our experiment, we observe that the proposed method can reduce the computational time to less than one-tenth of that taken by conventional Bayesian approaches.
Bayesian image segmentations by Potts prior and loopy belief propagation
Tanaka, Kazuyuki, Kataoka, Shun, Yasuda, Muneki, Waizumi, Yuji, Hsu, Chiou-Ting
This paper presents a Bayesian image segmentation model based on Potts prior and loopy belief propagation. The proposed Bayesian model involves several terms, including the pairwise interactions of Potts models, and the average vectors and covariant matrices of Gauss distributions in color image modeling. These terms are often referred to as hyperparameters in statistical machine learning theory. In order to determine these hyperparameters, we propose a new scheme for hyperparameter estimation based on conditional maximization of entropy in the Potts prior. The algorithm is given based on loopy belief propagation. In addition, we compare our conditional maximum entropy framework with the conventional maximum likelihood framework, and also clarify how the first order phase transitions in LBP's for Potts models influence our hyperparameter estimation procedures.
Traffic data reconstruction based on Markov random field modeling
Kataoka, Shun, Yasuda, Muneki, Furtlehner, Cyril, Tanaka, Kazuyuki
We consider the traffic data reconstruction problem. Suppose we have the traffic data of an entire city that are incomplete because some road data are unobserved. The problem is to reconstruct the unobserved parts of the data. In this paper, we propose a new method to reconstruct incomplete traffic data collected from various traffic sensors. Our approach is based on Markov random field modeling of road traffic. The reconstruction is achieved by using mean-field method and a machine learning method. We numerically verify the performance of our method using realistic simulated traffic data for the real road network of Sendai, Japan.