Emergence of Lévy Walks from Second-Order Stochastic Optimization

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Emergence of Lévy walks in systems of interacting individuals.

We propose a model of superdiffusive Lévy walk as an emergent nonlinear phenomenon in systems of interacting individuals. The aim is to provide a qualitative explanation of recent experiments [G. Ariel et al., Nat. Commun. 6, 8396 (2015)2041-172310.1038/ncomms9396] revealing an intriguing behavior: swarming bacteria fundamentally change their collective motion from simple diffusion into a super...

متن کامل

Second Order Stochastic Optimization in Linear Time

First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored due to the high cost of computing the second-order information. In this paper we develop second-order stochastic methods for optimization problems in machine ...

متن کامل

On Zeroth-Order Stochastic Convex Optimization via Random Walks

We propose a method for zeroth order stochastic convex optimization that attains the suboptimality rate of Õ(n7T−1/2) after T queries for a convex bounded function f : R → R. The method is based on a random walk (the Ball Walk) on the epigraph of the function. The randomized approach circumvents the problem of gradient estimation, and appears to be less sensitive to noisy function evaluations c...

متن کامل

Second-Order Stochastic Optimization for Machine Learning in Linear Time

First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored due to the high cost of computing the second-order information. In this paper we develop second-order stochastic methods for optimization problems in machine ...

متن کامل

Stochastic Second-Order Optimization via von Neumann Series

A stochastic iterative algorithm approximating second-order information using von Neumann series is discussed. We present convergence guarantees for stronglyconvex and smooth functions. Our analysis is much simpler in contrast to a similar algorithm and its analysis, LISSA. The algorithm is primarily suitable for training large scale linear models, where the number of data points is very large....

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Physical Review Letters

سال: 2017

ISSN: 0031-9007,1079-7114

DOI: 10.1103/physrevlett.119.250601