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arXiv 1802.04475cs.SIcs.NAmath.NAmath.OCstat.ML

基于图的上升算法用于函数最大化

Graph-Based Ascent Algorithms for Function Maximization

University of Wisconsin - Madison(威斯康星大学麦迪逊分校)

Muni Sreenivas Pydi, Varun Jog, Po-Ling Loh

AI总结:

本文研究了在连通图节点上寻找函数最大值的问题,提出两种基于图的局部迭代算法,通过不同转移核分析其收敛性,并通过模拟展示算法在不同图函数平滑度下的收敛性能。

摘要:

我们研究了在连通图的节点上寻找函数最大值的问题。目标是识别一个函数取得最大值的节点。我们专注于局部迭代算法,这些算法沿着图的路径遍历节点,并且下一个迭代点从当前迭代点的邻居中以概率分布选择,该分布由当前迭代点及其邻居的函数值决定。我们研究了两种算法,对应于具有不同转移核的Metropolis-Hastings随机游走:(i) 第一种算法是受参数γ控制的指数加权随机游走。(ii) 第二种算法与图拉普拉斯矩阵和一个平滑参数k相关。我们推导了这两种算法在总变差距离和命中时间方面的收敛速率。我们还提供了模拟,展示了我们的算法与无偏随机游走相比的相对收敛速率,作为图函数平滑度的函数。我们的算法可以归类为一种新的“下降型”方法,用于在图节点上进行函数最大化。

英文摘要:

We study the problem of finding the maximum of a function defined on the nodes of a connected graph. The goal is to identify a node where the function obtains its maximum. We focus on local iterative algorithms, which traverse the nodes of the graph along a path, and the next iterate is chosen from the neighbors of the current iterate with probability distribution determined by the function values at the current iterate and its neighbors. We study two algorithms corresponding to a Metropolis-Hastings random walk with different transition kernels: (i) The first algorithm is an exponentially weighted random walk governed by a parameter $γ$. (ii) The second algorithm is defined with respect to the graph Laplacian and a smoothness parameter $k$. We derive convergence rates for the two algorithms in terms of total variation distance and hitting times. We also provide simulations showing the relative convergence rates of our algorithms in comparison to an unbiased random walk, as a function of the smoothness of the graph function. Our algorithms may be categorized as a new class of "descent-based" methods for function maximization on the nodes of a graph.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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