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Ellipsoid method for convex stochastic optimization in small dimension
Computer Research and Modeling, 2021, v. 13, no. 6, pp. 1137-1147The article considers minimization of the expectation of convex function. Problems of this type often arise in machine learning and a variety of other applications. In practice, stochastic gradient descent (SGD) and similar procedures are usually used to solve such problems. We propose to use the ellipsoid method with mini-batching, which converges linearly and can be more efficient than SGD for a class of problems. This is verified by our experiments, which are publicly available. The algorithm does not require neither smoothness nor strong convexity of the objective to achieve linear convergence. Thus, its complexity does not depend on the conditional number of the problem. We prove that the method arrives at an approximate solution with given probability when using mini-batches of size proportional to the desired accuracy to the power −2. This enables efficient parallel execution of the algorithm, whereas possibilities for batch parallelization of SGD are rather limited. Despite fast convergence, ellipsoid method can result in a greater total number of calls to oracle than SGD, which works decently with small batches. Complexity is quadratic in dimension of the problem, hence the method is suitable for relatively small dimensionalities.
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About one version of the nodal method of characteristics
Computer Research and Modeling, 2023, v. 15, no. 1, pp. 29-44A variant of the inverse method of characteristics (IMH) is presented, in whose algorithm an additional fractional time step is introduced, which makes it possible to increase the accuracy of calculations due to a more accurate approximation of the characteristics. The calculation formulas of the modified method for the equations of the one-velocity model of a gas-liquid mixture are given, with the help of which one-dimensional and also flat test problems with self-similar solutions are calculated. When solving multidimensional problems, the original system of equations is split into a number of one-dimensional subsystems, for the calculation of which the inverse method of characteristics with a fractional time step is used. Using the proposed method, the following were calculated: the one-dimensional problem of the decay of an arbitrary discontinuity in a dispersed medium; a twodimensional problem of the interaction of a homogeneous gas-liquid flow with an obstacle with an attached shock wave, as well as a flow with a centered rarefaction wave. The results of numerical calculations of these problems are compared with self-similar solutions and their satisfactory agreement is noted. On the example of the Riemann problem with a shock wave, a comparison is made with a number of conservative, non-conservative, first and higher orders of accuracy schemes, from which, in particular, it follows that the presented calculation method, i. e. MIMC, quite competitive. Despite the fact that the application of MIMC requires many times more time than the original inverse method of characteristics (IMC), calculations can be carried out with an increased time step and, in some cases, more accurate results can be obtained. It is noted that the method with a fractional time step has advantages over the IMC in cases where the characteristics of the system are significantly curvilinear. For this reason, the use of MIMC, for example, for the Euler equations is inappropriate, since for the latter the characteristics within the time step differ little from straight lines.
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Influence of the mantissa finiteness on the accuracy of gradient-free optimization methods
Computer Research and Modeling, 2023, v. 15, no. 2, pp. 259-280Gradient-free optimization methods or zeroth-order methods are widely used in training neural networks, reinforcement learning, as well as in industrial tasks where only the values of a function at a point are available (working with non-analytical functions). In particular, the method of error back propagation in PyTorch works exactly on this principle. There is a well-known fact that computer calculations use heuristics of floating-point numbers, and because of this, the problem of finiteness of the mantissa arises.
In this paper, firstly, we reviewed the most popular methods of gradient approximation: Finite forward/central difference (FFD/FCD), Forward/Central wise component (FWC/CWC), Forward/Central randomization on $l_2$ sphere (FSSG2/CFFG2); secondly, we described current theoretical representations of the noise introduced by the inaccuracy of calculating the function at a point: adversarial noise, random noise; thirdly, we conducted a series of experiments on frequently encountered classes of problems, such as quadratic problem, logistic regression, SVM, to try to determine whether the real nature of machine noise corresponds to the existing theory. It turned out that in reality (at least for those classes of problems that were considered in this paper), machine noise turned out to be something between adversarial noise and random, and therefore the current theory about the influence of the mantissa limb on the search for the optimum in gradient-free optimization problems requires some adjustment.
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Convolutional neural networks of YOLO family for mobile computer vision systems
Computer Research and Modeling, 2024, v. 16, no. 3, pp. 615-631The work analyzes known classes of convolutional neural network models and studies selected from them promising models for detecting flying objects in images. Object detection here refers to the detection, localization in space and classification of flying objects. The work conducts a comprehensive study of selected promising convolutional neural network models in order to identify the most effective ones from them for creating mobile real-time computer vision systems. It is shown that the most suitable models for detecting flying objects in images, taking into account the formulated requirements for mobile real-time computer vision systems, are models of the YOLO family, and five models from this family should be considered: YOLOv4, YOLOv4-Tiny, YOLOv4-CSP, YOLOv7 and YOLOv7-Tiny. An appropriate dataset has been developed for training, validation and comprehensive research of these models. Each labeled image of the dataset includes from one to several flying objects of four classes: “bird”, “aircraft-type unmanned aerial vehicle”, “helicopter-type unmanned aerial vehicle”, and “unknown object” (objects in airspace not included in the first three classes). Research has shown that all convolutional neural network models exceed the specified threshold value by the speed of detecting objects in the image, however, only the YOLOv4-CSP and YOLOv7 models partially satisfy the requirements of the accuracy of detection of flying objects. It was shown that most difficult object class to detect is the “bird” class. At the same time, it was revealed that the most effective model is YOLOv7, the YOLOv4-CSP model is in second place. Both models are recommended for use as part of a mobile real-time computer vision system with condition of additional training of these models on increased number of images with objects of the “bird” class so that they satisfy the requirement for the accuracy of detecting flying objects of each four classes.
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A study of traditional and AI-based models for second-order intermodulation product suppression
Computer Research and Modeling, 2024, v. 16, no. 7, pp. 1569-1578This paper investigates neural network models and polynomial models based on Chebyshev polynomials for interference compensation. It is shown that the neural network model provides compensation for parasitic interference without the need for parameter tuning, unlike the polynomial model, which requires the selection of optimal delays. The L-BFGS method is applied to both architectures, achieving a compensation level comparable to the LS solution for the polynomial model, with an NMSE result of −23.59 dB and requiring fewer than 2000 iterations, confirming its high efficiency. Additionally, due to the strong generalization ability of neural network architectures, the first-order method for neural networks demonstrates faster convergence compared to the polynomial model. In 20 000 iterations, the neural network model achieves a 0.44 dB improvement in compensation level compared to the polynomial model. In contrast, the polynomial model can only achieve high compensation levels with optimal first-order method parameter tuning, highlighting one of the key advantages of neural network models.
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Simulation modeling of the production of parts made of polymer composites
Computer Research and Modeling, 2014, v. 6, no. 2, pp. 245-252Views (last year): 9. Citations: 18 (RSCI).Consider the simulation workshop for production of polymer components composite materials. Describes a technique for the manufacture of parts and, based on the event model developed theoretical production. By event-developed theoretical models of production created a computer simulation model in software simulation Tecnomatix Plant Simulation. The analysis of the simulation model created. Given the bottlenecks found, a new simulation model that meets the requirements. The results obtained on the basis of which the practical recommendations to increase the number of parts produced.
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Signal and noise parameters’ determination at rician data analysis by method of moments of lower odd orders
Computer Research and Modeling, 2017, v. 9, no. 5, pp. 717-728Views (last year): 10. Citations: 1 (RSCI).The paper develops a new mathematical method of the joint signal and noise parameters determination at the Rice statistical distribution by method of moments based upon the analysis of data for the 1-st and the 3-rd raw moments of the random rician value. The explicit equations’ system have been obtained for required parameters of the signal and noise. In the limiting case of the small value of the signal-to-noise ratio the analytical formulas have been derived that allow calculating the required parameters without the necessity of solving the equations numerically. The technique having been elaborated in the paper ensures an efficient separation of the informative and noise components of the data to be analyzed without any a-priori restrictions, just based upon the processing of the results of the signal’s sampled measurements. The task is meaningful for the purposes of the rician data processing, in particular in the systems of magnetic-resonance visualization, in ultrasound visualization systems, at the optical signals’ analysis in range measuring systems, in radio location, etc. The results of the investigation have shown that the two parameter task solution of the proposed technique does not lead to the increase in demanded volume of computing resources compared with the one parameter task being solved in approximation that the second parameter of the task is known a-priori There are provided the results of the elaborated technique’s computer simulation. The results of the signal and noise parameters’ numerical calculation have confirmed the efficiency of the elaborated technique. There has been conducted the comparison of the accuracy of the sought-for parameters estimation by the technique having been developed in this paper and by the previously elaborated method of moments based upon processing the measured data for lower even moments of the signal to be analyzed.
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Overset grids approach for topography modeling in elastic-wave modeling using the grid-characteristic method
Computer Research and Modeling, 2019, v. 11, no. 6, pp. 1049-1059While modeling seismic wave propagation, it is important to take into account nontrivial topography, as this topography causes multiple complex phenomena, such as diffraction at rough surfaces, complex propagation of Rayleigh waves, and side effects caused by wave interference. The primary goal of this research is to construct a method that implements the free surface on topography, utilizing an overset curved grid for characterization, while keeping the main grid structured rectangular. For a combination of the regular and curve-linear grid, the workability of the grid characteristics method using overset grids (also known as the Chimera grid approach) is analyzed. One of the benefits of this approach is computational complexity reduction, caused by the fact that simulation in a regular, homogeneous physical area using a sparse regular rectangle grid is simpler. The simplification of the mesh building mechanism (one grid is regular, and the other can be automatically built using surface data) is a side effect. Despite its simplicity, the method we propose allows us to increase the digitalization of fractured regions and minimize the Courant number. This paper contains various comparisons of modeling results produced by the proposed method-based solver, and results produced by the well-known solver specfem2d, as well as previous modeling results for the same problems. The drawback of the method is that an interpolation error can worsen an overall model accuracy and reduce the computational schema order. Some countermeasures against it are described. For this paper, only two-dimensional models are analyzed. However, the method we propose can be applied to the three-dimensional problems with minimal adaptation required.
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Optimization of task package execution planning in multi-stage systems under restrictions and the formation of sets
Computer Research and Modeling, 2021, v. 13, no. 5, pp. 917-946Modern methods of complex planning the execution of task packages in multistage systems are characterized by the presence of restrictions on the dimension of the problem being solved, the impossibility of guaranteed obtaining effective solutions for various values of its input parameters, as well as the impossibility of registration the conditions for the formation of sets from the result and the restriction on the interval duration of time of the system operating. The decomposition of the generalized function of the system into a set of hierarchically interconnected subfunctions is implemented to solve the problem of scheduling the execution of task packages with generating sets of results and the restriction on the interval duration of time for the functioning of the system. The use of decomposition made it possible to employ the hierarchical approach for planning the execution of task packages in multistage systems, which provides the determination of decisions by the composition of task groups at the first level of the hierarchy decisions by the composition of task packages groups executed during time intervals of limited duration at the second level and schedules for executing packages at the third level the hierarchy. In order to evaluate decisions on the composition of packages, the results of their execution, obtained during the specified time intervals, are distributed among the packages. The apparatus of the theory of hierarchical games is used to determine complex solutions. A model of a hierarchical game for making decisions by the compositions of packages, groups of packages and schedules of executing packages is built, which is a system of hierarchically interconnected criteria for optimizing decisions. The model registers the condition for the formation of sets from the results of the execution of task packages and restriction on duration of time intervals of its operating. The problem of determining the compositions of task packages and groups of task packages is NP-hard; therefore, its solution requires the use of approximate optimization methods. In order to optimize groups of task packages, the construction of a method for formulating initial solutions by their compositions has been implemented, which are further optimized. Moreover, a algorithm for distributing the results of executing task packages obtained during time intervals of limited duration by sets is formulated. The method of local solutions optimization by composition of packages groups, in accordance with which packages are excluded from groups, the results of which are not included in sets, and packages, that aren’t included in any group, is proposed. The software implementation of the considered method of complex optimization of the compositions of task packages, groups of task packages, and schedules for executing task packages from groups (including the implementation of the method for optimizing the compositions of groups of task packages) has been performed. With its use, studies of the features of the considered planning task are carried out. Conclusion are formulated concerning the dependence of the efficiency of scheduling the execution of task packages in multistage system under the introduced conditions from the input parameters of the problem. The use of the method of local optimization of the compositions of groups of task packages allows to increase the number of formed sets from the results of task execution in packages from groups by 60% in comparison with fixed groups (which do not imply optimization).
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Numerical simulation of flow in a two-dimensional flat diffuser based on two fluid turbulence models
Computer Research and Modeling, 2021, v. 13, no. 6, pp. 1149-1160The article presents the results of a numerical study of the flow structure in a two-dimensional flat diffuser. A feature of diffusers is that they have a complex anisotropic turbulent flow, which occurs due to recirculation flows. The turbulent RANS models, which are based on the Boussinesq hypothesis, are not able to describe the flow in diffusers with sufficient accuracy. Because the Boussinesq hypothesis is based on isotropic turbulence. Therefore, to calculate anisotropic turbulent flows, models are used that do not use this hypothesis. One of such directions in turbulence modeling is the methods of Reynolds stresses. These methods are complex and require rather large computational resources. In this work, a relatively recently developed two-fluid turbulence model was used to study the flow in a flat diffuser. This model is developed on the basis of a two-fluid approach to the problem of turbulence. In contrast to the Reynolds approach, the two-fluid approach allows one to obtain a closed system of turbulence equations using the dynamics of two fluids. Consequently, if empirical equations are used in RANS models for closure, then in the two-fluid model the equations used are exact equations of dynamics. One of the main advantages of the two-fluid model is that it is capable of describing complex anisotropic turbulent flows. In this work, the obtained numerical results for the profiles of the longitudinal velocity, turbulent stresses in various sections of the channel, as well as the friction coefficient are compared with the known experimental data. To demonstrate the advantages of the used turbulence model, the numerical results of the Reynolds stress method EARSM are also presented. For the numerical implementation of the systems of equations of the two-fluid model, a non-stationary system of equations was used, the solution of which asymptotically approached the stationary solution. For this purpose, a finite-difference scheme was used, where the viscosity terms were approximated by the central difference implicitly, and for the convective terms, an explicit scheme against the flow of the second order of accuracy was used. The results are obtained for the Reynolds number Re = 20 000. It is shown that the two-fluid model, despite the use of a uniform computational grid without thickening near the walls, is capable of giving a more accurate solution than the rather complex Reynolds stress method with a high resolution of computational grids.
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