Результаты поиска по 'stochastic approximation':
Найдено статей: 12
  1. Mitin N.A., Orlov Y.N.
    Statistical analysis of bigrams of specialized texts
    Computer Research and Modeling, 2020, v. 12, no. 1, pp. 243-254

    The method of the stochastic matrix spectrum analysis is used to build an indicator that allows to determine the subject of scientific texts without keywords usage. This matrix is a matrix of conditional probabilities of bigrams, built on the statistics of the alphabet characters in the text without spaces, numbers and punctuation marks. Scientific texts are classified according to the mutual arrangement of invariant subspaces of the matrix of conditional probabilities of pairs of letter combinations. The separation indicator is the value of the cosine of the angle between the right and left eigenvectors corresponding to the maximum and minimum eigenvalues. The computational algorithm uses a special representation of the dichotomy parameter, which is the integral of the square norm of the resolvent of the stochastic matrix of bigrams along the circumference of a given radius in the complex plane. The tendency of the integral to infinity testifies to the approximation of the integration circuit to the eigenvalue of the matrix. The paper presents the typical distribution of the indicator of identification of specialties. For statistical analysis were analyzed dissertations on the main 19 specialties without taking into account the classification within the specialty, 20 texts for the specialty. It was found that the empirical distributions of the cosine of the angle for the mathematical and Humanities specialties do not have a common domain, so they can be formally divided by the value of this indicator without errors. Although the body of texts was not particularly large, nevertheless, in the case of arbitrary selection of dissertations, the identification error at the level of 2 % seems to be a very good result compared to the methods based on semantic analysis. It was also found that it is possible to make a text pattern for each of the specialties in the form of a reference matrix of bigrams, in the vicinity of which in the norm of summable functions it is possible to accurately identify the theme of the written scientific work, without using keywords. The proposed method can be used as a comparative indicator of greater or lesser severity of the scientific text or as an indicator of compliance of the text to a certain scientific level.

  2. Chen J., Lobanov A.V., Rogozin A.V.
    Nonsmooth Distributed Min-Max Optimization Using the Smoothing Technique
    Computer Research and Modeling, 2023, v. 15, no. 2, pp. 469-480

    Distributed saddle point problems (SPPs) have numerous applications in optimization, matrix games and machine learning. For example, the training of generated adversarial networks is represented as a min-max optimization problem, and training regularized linear models can be reformulated as an SPP as well. This paper studies distributed nonsmooth SPPs with Lipschitz-continuous objective functions. The objective function is represented as a sum of several components that are distributed between groups of computational nodes. The nodes, or agents, exchange information through some communication network that may be centralized or decentralized. A centralized network has a universal information aggregator (a server, or master node) that directly communicates to each of the agents and therefore can coordinate the optimization process. In a decentralized network, all the nodes are equal, the server node is not present, and each agent only communicates to its immediate neighbors.

    We assume that each of the nodes locally holds its objective and can compute its value at given points, i. e. has access to zero-order oracle. Zero-order information is used when the gradient of the function is costly, not possible to compute or when the function is not differentiable. For example, in reinforcement learning one needs to generate a trajectory to evaluate the current policy. This policy evaluation process can be interpreted as the computation of the function value. We propose an approach that uses a smoothing technique, i. e., applies a first-order method to the smoothed version of the initial function. It can be shown that the stochastic gradient of the smoothed function can be viewed as a random two-point gradient approximation of the initial function. Smoothing approaches have been studied for distributed zero-order minimization, and our paper generalizes the smoothing technique on SPPs.

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