ALOPEX (an abbreviation of "algorithms of pattern extraction") is a correlation based machine learning algorithm first proposed by Tzanakou and Harth in 1974.
In machine learning, the goal is to train a system to minimize a cost function or (referring to ALOPEX) a response function. Many training algorithms, such as backpropagation, have an inherent susceptibility to getting "stuck" in local minima or maxima of the response function. ALOPEX uses a cross-correlation of differences and a stochastic process to overcome this in an attempt to reach the absolute minimum (or maximum) of the response function.
ALOPEX, in its simplest form is defined by an updating equation:
where:
Essentially, ALOPEX changes each system variable based on a product of: the previous change in the variable , the resulting change in the cost function , and the learning rate parameter . Further, to find the absolute minimum (or maximum), the stochastic process (Gaussian or other) is added to stochastically "push" the algorithm out of any local minima.
The method of least squares is a parameter estimation method in regression analysis based on minimizing the sum of the squares of the residuals made in the results of each individual equation.
Gradient descent is a method for unconstrained mathematical optimization. It is a first-order iterative algorithm for finding a local minimum of a differentiable multivariate function.
In numerical analysis, stochastic tunneling (STUN) is an approach to global optimization based on the Monte Carlo method-sampling of the function to be objective minimized in which the function is nonlinearly transformed to allow for easier tunneling among regions containing function minima. Easier tunneling allows for faster exploration of sample space and faster convergence to a good solution.
Stochastic gradient descent is an iterative method for optimizing an objective function with suitable smoothness properties. It can be regarded as a stochastic approximation of gradient descent optimization, since it replaces the actual gradient by an estimate thereof. Especially in high-dimensional optimization problems this reduces the very high computational burden, achieving faster iterations in exchange for a lower convergence rate.
Q-learning is a model-free reinforcement learning algorithm to learn the value of an action in a particular state. It does not require a model of the environment, and it can handle problems with stochastic transitions and rewards without requiring adaptations.
In machine learning, backpropagation is a gradient estimation method used to train neural network models. The gradient estimate is used by the optimization algorithm to compute the network parameter updates.
In probability theory, fractional Brownian motion (fBm), also called a fractal Brownian motion, is a generalization of Brownian motion. Unlike classical Brownian motion, the increments of fBm need not be independent. fBm is a continuous-time Gaussian process on , that starts at zero, has expectation zero for all in , and has the following covariance function:
In (unconstrained) mathematical optimization, a backtracking line search is a line search method to determine the amount to move along a given search direction. Its use requires that the objective function is differentiable and that its gradient is known.
In spatial statistics the theoretical variogram, denoted , is a function describing the degree of spatial dependence of a spatial random field or stochastic process . The semivariogram is half the variogram.
In numerical optimization, the nonlinear conjugate gradient method generalizes the conjugate gradient method to nonlinear optimization. For a quadratic function
Stress majorization is an optimization strategy used in multidimensional scaling (MDS) where, for a set of -dimensional data items, a configuration of points in -dimensional space is sought that minimizes the so-called stress function . Usually is or , i.e. the matrix lists points in or dimensional Euclidean space so that the result may be visualised. The function is a cost or loss function that measures the squared differences between ideal distances and actual distances in r-dimensional space. It is defined as:
The Gaussian network model (GNM) is a representation of a biological macromolecule as an elastic mass-and-spring network to study, understand, and characterize the mechanical aspects of its long-time large-scale dynamics. The model has a wide range of applications from small proteins such as enzymes composed of a single domain, to large macromolecular assemblies such as a ribosome or a viral capsid. Protein domain dynamics plays key roles in a multitude of molecular recognition and cell signalling processes. Protein domains, connected by intrinsically disordered flexible linker domains, induce long-range allostery via protein domain dynamics. The resultant dynamic modes cannot be generally predicted from static structures of either the entire protein or individual domains.
The non-random two-liquid model is an activity coefficient model introduced by Renon and Prausnitz in 1968 that correlates the activity coefficients of a compound with its mole fractions in the liquid phase concerned. It is frequently applied in the field of chemical engineering to calculate phase equilibria. The concept of NRTL is based on the hypothesis of Wilson, who stated that the local concentration around a molecule in most mixtures is different from the bulk concentration. This difference is due to a difference between the interaction energy of the central molecule with the molecules of its own kind and that with the molecules of the other kind . The energy difference also introduces a non-randomness at the local molecular level. The NRTL model belongs to the so-called local-composition models. Other models of this type are the Wilson model, the UNIQUAC model, and the group contribution model UNIFAC. These local-composition models are not thermodynamically consistent for a one-fluid model for a real mixture due to the assumption that the local composition around molecule i is independent of the local composition around molecule j. This assumption is not true, as was shown by Flemr in 1976. However, they are consistent if a hypothetical two-liquid model is used. Models, which have consistency between bulk and the local molecular concentrations around different types of molecules are COSMO-RS, and COSMOSPACE.
Non-linear least squares is the form of least squares analysis used to fit a set of m observations with a model that is non-linear in n unknown parameters (m ≥ n). It is used in some forms of nonlinear regression. The basis of the method is to approximate the model by a linear one and to refine the parameters by successive iterations. There are many similarities to linear least squares, but also some significant differences. In economic theory, the non-linear least squares method is applied in (i) the probit regression, (ii) threshold regression, (iii) smooth regression, (iv) logistic link regression, (v) Box–Cox transformed regressors ().
In computer science, online machine learning is a method of machine learning in which data becomes available in a sequential order and is used to update the best predictor for future data at each step, as opposed to batch learning techniques which generate the best predictor by learning on the entire training data set at once. Online learning is a common technique used in areas of machine learning where it is computationally infeasible to train over the entire dataset, requiring the need of out-of-core algorithms. It is also used in situations where it is necessary for the algorithm to dynamically adapt to new patterns in the data, or when the data itself is generated as a function of time, e.g., stock price prediction. Online learning algorithms may be prone to catastrophic interference, a problem that can be addressed by incremental learning approaches.
Simultaneous perturbation stochastic approximation (SPSA) is an algorithmic method for optimizing systems with multiple unknown parameters. It is a type of stochastic approximation algorithm. As an optimization method, it is appropriately suited to large-scale population models, adaptive modeling, simulation optimization, and atmospheric modeling. Many examples are presented at the SPSA website http://www.jhuapl.edu/SPSA. A comprehensive book on the subject is Bhatnagar et al. (2013). An early paper on the subject is Spall (1987) and the foundational paper providing the key theory and justification is Spall (1992).
Gradient boosting is a machine learning technique based on boosting in a functional space, where the target is pseudo-residuals rather than the typical residuals used in traditional boosting. It gives a prediction model in the form of an ensemble of weak prediction models, i.e., models that make very few assumptions about the data, which are typically simple decision trees. When a decision tree is the weak learner, the resulting algorithm is called gradient-boosted trees; it usually outperforms random forest. A gradient-boosted trees model is built in a stage-wise fashion as in other boosting methods, but it generalizes the other methods by allowing optimization of an arbitrary differentiable loss function.
In statistics and physics, multicanonical ensemble is a Markov chain Monte Carlo sampling technique that uses the Metropolis–Hastings algorithm to compute integrals where the integrand has a rough landscape with multiple local minima. It samples states according to the inverse of the density of states, which has to be known a priori or be computed using other techniques like the Wang and Landau algorithm. Multicanonical sampling is an important technique for spin systems like the Ising model or spin glasses.
Inverse modeling is a mathematical technique where the objective is to determine the physical properties of the subsurface of an earth region that has produced a given seismogram. Cooke and Schneider (1983) defined it as calculation of the earth's structure and physical parameters from some set of observed seismic data. The underlying assumption in this method is that the collected seismic data are from an earth structure that matches the cross-section computed from the inversion algorithm. Some common earth properties that are inverted for include acoustic velocity, formation and fluid densities, acoustic impedance, Poisson's ratio, formation compressibility, shear rigidity, porosity, and fluid saturation.
Data-driven control systems are a broad family of control systems, in which the identification of the process model and/or the design of the controller are based entirely on experimental data collected from the plant.
