Questions tagged [optimization]

For questions about implementing and improving optimization algorithms used in creating AI programs, or optimization in general.

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Use Reinforcement Learning instead of genetic algorithm for optimization

I want to use RL instead of genetic or any other evolutionary algorithm in order to find the best parameter for a function. Here is the problem: Given a function $$f(x,y,z,data)$$ x,y and z are some ...
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31 views

Optimizer that prevents parameters from oscillating

When we perform gradient descent, especially in an online setting where the training data is presented in a non-random order, a particular 1-dimensional parameter (such as an edge weight) may first ...
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26 views

What are some use cases of discrete optimization in Deep Learning?

When we talk of optimization, it usually boils down to gradient descent and its variants in the context of deep learning. However, I wonder if there are some works that use discrete optimization in ...
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33 views

What are the best optimizations I can add to my neural network?

I am making an artificial neural network from scratch (without nn libraries) in python. So, as you can guess, its extremely unoptimized and slow. For this neural ...
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51 views

How to avoid being stuck local optima in q-learning and q-network

When using Bellman equation to update q-table or train q-network to fit to greedy max values, the q-values very often get to the local optima and get stuck although randomisation rate ($\epsilon$) ...
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50 views

How to deal with evolutionary/genetic fitness function that can have both negative and positive values?

I am optimising function that can have both positive and negative values in pretty much unknown ranges, might be -100, 30, 0.001, or 4000, or -0.4 and I wonder how I can transform these results so I ...
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52 views

Why are most commonly used activation functions continuous?

I have come to notice that the most commonly used activation functions are continuous. Is there any specific reason behind this? Results such as this paper have worked on training networks with ...
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44 views

How can I model this problem as optimization problem that can be solved with ACO?

I have the following homework problem, where I need to explain how to model a certain problem as an optimization problem and how I can solve it with ACO. You have 6 portable media players $(P_i, ...
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Is it possible to ensure the convergence when training a RNN weight on its SVD decomposition?

I'm reading the following paper in which the author seems to do 2 things interesting: The hidden-to-hidden weight matrix of the RNN is SVD decomposed and train separately. Each orthogonal part of the ...
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35 views

How to make input variable as trainable parameter in a neural network?

I am working on an optimization problem. First, I have done forward training to work the network as a surrogate model, then I freeze the output and I want to find an optimal value of input for a given ...
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26 views

How to derive compact convex set K and its diameter D to program Accelegrad algorithm in practice?

Given the original paper (https://arxiv.org/pdf/1809.02864.pdf), I would like to implement the Accelegrad algorithm for which I report the pseudocode of the paper: In the pseudocode, the authors ...
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What do you keep in mind while defining a perturbation function for ILS algorithm?

I've been having troubles in defining the perturb function for the problem I am working on. I know that this function should help you in "jumping" to another "hill", but not so far ...
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20 views

What to do when Iterated Local Search (ILS) method keeps making the solution worse?

I've been trying to solve an optimization problem with ITERATED LOCAL SEARCH (ILS) method. I've generated the initial solution, then followed the steps of ILS. However, even after running the ...
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How does the support vector machine constraint imply that sample selection bias will not systematically affect the output of the optimisation?

I am currently studying the paper Learning and Evaluating Classifiers under Sample Selection Bias by Bianca Zadrozny. In section 3.4. Support vector machines, the author says the following: 3.4. ...
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54 views

What is the best algorithm for optimizing profit, rather than making predictions?

I am new to machine learning, so I am not sure which algorithms to look at for my business problem. Most of what I am seeing in tools like KNIME are geared toward making a prediction/classification, ...
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41 views

RMSprop equation - dividing by a matrix?

I've been trying to understand RMSprop for a long time, but there's something that keeps eluding me. $dW$ and $db$ are matrices (that's what I understand from the element-wise comment), so that must ...
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1answer
82 views

How are these equations of SGD with momentum equivalent?

I know this question may be so silly, but I can not prove it. In Stanford slide (page 17), they define the formula of SGD with momentum like this: $$ v_{t}=\rho v_{t-1}+\nabla f(x_{t-1}) \\ x_{t}=x_{...
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28 views

Why is Adam trapped in bad/suspicious local optima after the first few updates?

In the paper On the Variance of the Adaptive Learning Rate and Beyond, in section 2, the authors write To further analyze this phenomenon, we visualize the histogram of the absolute value of ...
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98 views

Why is second-order backpropagation useful?

Raul Rojas's book on Neural Networks dedicates section 8.4.3 to explaining how to do second-order backpropagation, that is, computing the Hessian of the error function with respect to two weights at a ...
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41 views

What are the conceptual differences between regularisation and optimisation in deep neural nets?

I'm trying to wrap my mind around the concepts of regularisation and optimisation in neural nets, especially around their differences. In my current understanding, regularisation is intended to tackle ...
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46 views

What is the difference between exploitation and exploration in the context of optimization?

In the paper Moth-flame optimization algorithm: A novel nature-inspired heuristic paradigm (2015, published in Knowledge-Based Systems) The test functions are divided to three groups: unimodal, multi-...
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18 views

How to afine the extremity values in regression prediction with Keras?

I made a stack of bidirectional LSTM layers following by Dense layers (with swish activation functions) in order to predict a continuous value between 0 and 2. I compiled the model with ...
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142 views

Why is the perceptron criterion function differentiable?

I'm reading chapter one of the book called Neural Networks and Deep Learning from Aggarwal. In section 1.2.1.1 of the book, I'm learning about the perceptron. One thing that book says is, if we use ...
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How are the lower and upper bound values of the moths determined in the Moth-Flame Optimization algorithm?

I am currently implementing the Moth-Flame Optimization (MFO) Algorithm, based on the paper: Moth-Flame Optimization Algorithm: A Novel Nature-inspired Heuristic Paradigm. To calculate the values of ...
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42 views

Measuring novel configuration of points

I am trying to implement Novelty search; I understand why it can work better than the standard Genetic Algorithm based solution which just rewards according to the objective. I am working on a problem ...
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Root finding in Deep Equilibrium Models

In the Deep Equilibrium Model the neural network can be seen as "infinitely deep". Training learns a nonlinear function as usual. But there is no forward propagation of input data through ...
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Why scaling down the parameter many times during training will help the learning speed be the same for all weights in Progressive GAN?

The title is one of the special things in Progressive GAN, a paper of the NVIDIA team. By using this method, they introduced that Our approach ensures that the dynamic range, and thus the learning ...
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1answer
68 views

Why is the learning rate generally beneath 1?

In all examples I've ever seen, the learning rate of an optimisation method is always less than $1$. However, I've never found an explanation as to why this is. In addition to that, there are some ...
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22 views

Partial pruning in counterfactual regret minimization (CFR)

I'm using CFR to solve a large imperfect-information game. One important technique for optimizing performance of this algorithm is "partial pruning", which allows the algorithm to skip ...
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2answers
120 views

How does PCA work when we reduce the original space to 2 or higher-dimensional space?

How does PCA work when we reduce the original space to a 2 or higher-dimensional space? I understand the case when we reduce the dimensionality to $1$, but not this case. $$\begin{array}{ll} \text{...
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2answers
43 views

Why does Simulated Annealing not take worse solution if the energy difference becomes higher?

In Simulated Annealing, a worse solution is accepted with this probability: $$p=e^{-\frac{E(y)-E(x)}{kT}}.$$ If that understanding is correct: Why is this probability function used? This means that, ...
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22 views

Which method of tree searching should be used for this board game?

Suppose the following properties of a board game: High branching factor in the beginning of the game (~500) which slowly tends towards 0 at the end of the game Evaluation of the any given board ...
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28 views

Binary data clustering by Matrix factorization

I have read an article talking about binary clustering using Matrix factorization(see attached), but i would like to understand some optimization concepts: Is it reasonable to use a Frobenius norm in ...
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23 views

Finding the energy function given update rule of a single layer non-linear neural network

Consider the network with N neurons, each of which takes a $2 \times k$ input specified by the tuple $(\vec c_t, \vec \theta_t)$ to produce output $\vec{R}_t$ through an update rule on the pairwise ...
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1answer
55 views

How could logistic loss be used as loss function for an ANN?

Normally, in practice, people use those loss functions with minima, e.g. $L_1$ mean absolute loss, $L_2$ mean squared error, etc. All those come with a minimum to optimize to. However, there's ...
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77 views

Does this $\max$ mean that we need to maximize the regret in this regret formula?

I found that the regret in Online Machine Learning is stated as: $$\operatorname{Regret}_{T}(h)=\sum_{t=1}^{T} l\left(p_{t}, y_{t}\right)-\sum_{t=1}^{T} l\left(h(x), y_{t}\right),$$ where $p_t$ is the ...
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1answer
40 views

How to optimize neural network parameters with REINFORCE

I've seen a few mentions in papers that neural network parameters can be found using REINFORCE algorithm. It was mentioned in the context of nondifferentiable operations involving e.g. step function ...
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1answer
59 views

If the normal equation works, why do we need gradient descent?

Recently, I followed the open course CS229, http://cs229.stanford.edu/notes/cs229-notes1.pdf This lecturer introduces an alternative approach to gradient descent that is called "Normal Equation&...
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66 views

Continuous state and continuous action Markov decision process time complexity estimate: backward induction VS policy gradient method (RL)

Model Description: Model based(assume known of the entire model) Markov decision process. Time($t$): Finite horizon discrete time with discounting factor State($x_t$): Continuous multi-dimensional ...
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2answers
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How can I model this problem of delivering assets by choosing a route with reinforcement learning?

I would like to build a model based on reinforcement learning (RL) for the following scenario Recommend the best route (of cities listed for a given country) that satisfies the required criteria (...
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1answer
115 views

Can a machine learning approach solve this constrained optimisation problem?

I had done with different classification, regression and clustering approaches for predictions of values, etc. I was wondering if there is a machine learning approach for distribution of a whole based ...
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76 views

What is the difference between simulated annealing and deterministic annealing?

Not sure if this is the right place, but I was wondering if someone could briefly explain to me the differences & similarities between simulated annealing and deterministic annealing? I know that ...
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How many training runs are needed to obtain a credible value for performance?

I'm trying to optimize a neural network. For that, I'm changing parameters like the batch size, learning rate, weight initialization, etc. A neural network is not a deterministic algorithm, so, in ...
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383 views

What is the difference between reinforcement learning and evolutionary algorithms?

What is the difference between reinforcement learning (RL) and evolutionary algorithms (EA)? I am trying to understand the basics of RL, but I do not yet have practical experience with RL. I know ...
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How does SGD escape local minima?

SGD is able to jump out of local minima that would otherwise trap BGD I don't really understand the above statement. Could someone please provide a mathematical explanation for why SGD (Stochastic ...
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1answer
51 views

Which one is more important in case of different loss optimization algorithms, Speed or the Route?

We have different kinds of algorithms to optimize the loss like AdaGrad, SGD + Momentum, etc. Some are more commonly used than the others. In some algorithms, they usually range out before they ...
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Simplifying Log Loss

I am reading through a paper (https://www.mitpressjournals.org/doi/pdf/10.1162/0891201053630273) where they describe logloss as a ranking function and can be simplified to the margin of the training ...
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Which of these two strategies is the best to select solutions in simulated annealing?

I am using simulated annealing (SA) for an NP-hard combinatorial optimisation problem. 1) I am testing over a range of problem instances in which the objective values can be in the 100's or in the ...
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What are swarm optimization techniques used for: training the ANN by weight optimization or for feature selection?

Swarm intelligence (SI) is the collective behavior of decentralized, self-organized systems, natural or artificial. The concept is employed in work on artificial intelligence. SI-based algorithms, ...
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101 views

Can neural networks handle redundant inputs?

I have a fully connected neural network with the following number of neurons in each layer [4, 20, 20, 20, ..., 1]. I am using TensorFlow and the 4 real-valued ...