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2012


Entropy Search for Information-Efficient Global Optimization
Entropy Search for Information-Efficient Global Optimization

Hennig, P., Schuler, C.

Journal of Machine Learning Research, 13, pages: 1809-1837, -, June 2012 (article)

Abstract
Contemporary global optimization algorithms are based on local measures of utility, rather than a probability measure over location and value of the optimum. They thus attempt to collect low function values, not to learn about the optimum. The reason for the absence of probabilistic global optimizers is that the corresponding inference problem is intractable in several ways. This paper develops desiderata for probabilistic optimization algorithms, then presents a concrete algorithm which addresses each of the computational intractabilities with a sequence of approximations and explicitly adresses the decision problem of maximizing information gain from each evaluation.

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2012


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2008


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Frequency analysis with coupled nonlinear oscillators

Buchli, J., Righetti, L., Ijspeert, A.

Physica D: Nonlinear Phenomena, 237(13):1705-1718, August 2008 (article)

Abstract
We present a method to obtain the frequency spectrum of a signal with a nonlinear dynamical system. The dynamical system is composed of a pool of adaptive frequency oscillators with negative mean-field coupling. For the frequency analysis, the synchronization and adaptation properties of the component oscillators are exploited. The frequency spectrum of the signal is reflected in the statistics of the intrinsic frequencies of the oscillators. The frequency analysis is completely embedded in the dynamics of the system. Thus, no pre-processing or additional parameters, such as time windows, are needed. Representative results of the numerical integration of the system are presented. It is shown, that the oscillators tune to the correct frequencies for both discrete and continuous spectra. Due to its dynamic nature the system is also capable to track non-stationary spectra. Further, we show that the system can be modeled in a probabilistic manner by means of a nonlinear Fokker–Planck equation. The probabilistic treatment is in good agreement with the numerical results, and provides a useful tool to understand the underlying mechanisms leading to convergence.

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link (url) DOI [BibTex]

2008


link (url) DOI [BibTex]