scholarly journals Monitoring experts

2021 ◽  
Vol 16 (4) ◽  
pp. 1313-1350
Author(s):  
Yaron Azrieli
Keyword(s):  
Cost Function ◽  
Decision Maker ◽  
Value Of Information ◽  
Previous Literature ◽  
Optimal Contracts ◽  
Ex Post ◽  
The Cost ◽  
Entire Vector

We study the design of contracts that incentivize experts to collect information and truthfully report it to a decision maker. We depart from most of the previous literature by assuming that the transfers cannot depend on the realized state or on the ex post payoff of the decision maker. The contract thus has to induce the experts to “monitor each other” by making the transfers contingent on the entire vector of reports. We characterize the least costly contract that implements any given vector of efforts and derive the cost function for the decision maker. We then study properties of optimal contracts by comparing the value of information and its cost.

scholarly journals An Adaptive Optimization Method Based on Learning Rate Schedule for Neural Networks

2021 ◽  
Vol 11 (2) ◽  
pp. 850
Author(s):  
Dokkyun Yi ◽  
Sangmin Ji ◽  
Jieun Park
Keyword(s):  
Artificial Intelligence ◽  
Cost Function ◽  
Numerical Experiments ◽  
Global Minimum ◽  
Optimization Method ◽  
Learning Method ◽  
Adaptive Optimization ◽  
The Cost ◽  
Proof Of Convergence ◽  
Learning Data

Artificial intelligence (AI) is achieved by optimizing the cost function constructed from learning data. Changing the parameters in the cost function is an AI learning process (or AI learning for convenience). If AI learning is well performed, then the value of the cost function is the global minimum. In order to obtain the well-learned AI learning, the parameter should be no change in the value of the cost function at the global minimum. One useful optimization method is the momentum method; however, the momentum method has difficulty stopping the parameter when the value of the cost function satisfies the global minimum (non-stop problem). The proposed method is based on the momentum method. In order to solve the non-stop problem of the momentum method, we use the value of the cost function to our method. Therefore, as the learning method processes, the mechanism in our method reduces the amount of change in the parameter by the effect of the value of the cost function. We verified the method through proof of convergence and numerical experiments with existing methods to ensure that the learning works well.

The Value of Consumer Data in Online Advertising

2017 ◽  
Vol 16 (3) ◽  
pp. 269-289
Author(s):  
Marc Bourreau ◽  
Bernard Caillaud ◽  
Romain de Nijs
Keyword(s):  
Information Disclosure ◽  
Value Of Information ◽  
Online Advertising ◽  
Personal Data ◽  
Specific Information ◽  
Incremental Value ◽  
Imperfectly Competitive ◽  
Social Returns ◽  
Consumer Data ◽  
The Cost

Abstract In this paper we propose a model where consumer personal data have multidimensional characteristics, and are used by platforms to offer ad slots with better targeting possibilities to a market of differentiated advertisers through real-time auctions. A platform controls the amount of information about consumers that it discloses to advertisers, thereby affecting the dispersion of advertisers’ valuations for the slot. We first show by way of simulations that the amount of consumer-specific information that is optimally revealed to advertisers increases with the degree of competition on the advertising market and decreases with the cost of information disclosure for a monopolistic platform, competing platforms or a welfare-maximizing platform, provided the advertising market is not highly concentrated. Second, we exhibit different properties between the welfare-maximizing situation and the imperfectly competitive market situations with respect to how the incremental value of information varies: there are decreasing social returns to consumers’ data, while private returns may be increasing or decreasing locally.

Sorting permutations by fragmentation-weighted operations

2020 ◽  
Vol 18 (02) ◽  
pp. 2050006 ◽  
Author(s):  
Alexsandro Oliveira Alexandrino ◽  
Carla Negri Lintzmayer ◽  
Zanoni Dias
Keyword(s):  
Approximation Algorithms ◽  
Computational Biology ◽  
Cost Function ◽  
Traditional Approach ◽  
Upper Bounds ◽  
Evolutionary Distance ◽  
Lower And Upper Bounds ◽  
Approximation Factor ◽  
New Type ◽  
The Cost

One of the main problems in Computational Biology is to find the evolutionary distance among species. In most approaches, such distance only involves rearrangements, which are mutations that alter large pieces of the species’ genome. When we represent genomes as permutations, the problem of transforming one genome into another is equivalent to the problem of Sorting Permutations by Rearrangement Operations. The traditional approach is to consider that any rearrangement has the same probability to happen, and so, the goal is to find a minimum sequence of operations which sorts the permutation. However, studies have shown that some rearrangements are more likely to happen than others, and so a weighted approach is more realistic. In a weighted approach, the goal is to find a sequence which sorts the permutations, such that the cost of that sequence is minimum. This work introduces a new type of cost function, which is related to the amount of fragmentation caused by a rearrangement. We present some results about the lower and upper bounds for the fragmentation-weighted problems and the relation between the unweighted and the fragmentation-weighted approach. Our main results are 2-approximation algorithms for five versions of this problem involving reversals and transpositions. We also give bounds for the diameters concerning these problems and provide an improved approximation factor for simple permutations considering transpositions.

Maximum Likelihood Ensemble Filter: Theoretical Aspects

2005 ◽  
Vol 133 (6) ◽  
pp. 1710-1726 ◽  
Author(s):  
Milija Zupanski
Keyword(s):  
Maximum Likelihood ◽  
Data Assimilation ◽  
Cost Function ◽  
Ensemble Data Assimilation ◽  
Error Covariance ◽  
Ensemble Data ◽  
Analysis Error ◽  
Nonlinear Observation ◽  
The Cost ◽  
Maximum Likelihood Ensemble Filter

Abstract A new ensemble-based data assimilation method, named the maximum likelihood ensemble filter (MLEF), is presented. The analysis solution maximizes the likelihood of the posterior probability distribution, obtained by minimization of a cost function that depends on a general nonlinear observation operator. The MLEF belongs to the class of deterministic ensemble filters, since no perturbed observations are employed. As in variational and ensemble data assimilation methods, the cost function is derived using a Gaussian probability density function framework. Like other ensemble data assimilation algorithms, the MLEF produces an estimate of the analysis uncertainty (e.g., analysis error covariance). In addition to the common use of ensembles in calculation of the forecast error covariance, the ensembles in MLEF are exploited to efficiently calculate the Hessian preconditioning and the gradient of the cost function. A sufficient number of iterative minimization steps is 2–3, because of superior Hessian preconditioning. The MLEF method is well suited for use with highly nonlinear observation operators, for a small additional computational cost of minimization. The consistent treatment of nonlinear observation operators through optimization is an advantage of the MLEF over other ensemble data assimilation algorithms. The cost of MLEF is comparable to the cost of existing ensemble Kalman filter algorithms. The method is directly applicable to most complex forecast models and observation operators. In this paper, the MLEF method is applied to data assimilation with the one-dimensional Korteweg–de Vries–Burgers equation. The tested observation operator is quadratic, in order to make the assimilation problem more challenging. The results illustrate the stability of the MLEF performance, as well as the benefit of the cost function minimization. The improvement is noted in terms of the rms error, as well as the analysis error covariance. The statistics of innovation vectors (observation minus forecast) also indicate a stable performance of the MLEF algorithm. Additional experiments suggest the amplified benefit of targeted observations in ensemble data assimilation.

Using the cost function to generate Marshallian demand systems

2000 ◽  
Vol 25 (2) ◽  
pp. 209-227 ◽  
Author(s):  
Keith R. McLaren ◽  
Peter D. Rossitter ◽  
Alan A. Powell
Keyword(s):  
Cost Function ◽  
Demand Systems ◽  
The Cost

Optimal actuator placement in adaptive optics systems

2021 ◽  
pp. 107754632110324
Author(s):  
Berk Altıner ◽  
Bilal Erol ◽  
Akın Delibaşı
Keyword(s):  
Cost Function ◽  
Adaptive Optics ◽  
Disturbance Attenuation ◽  
Linear Quadratic ◽  
Placement Problem ◽  
Convex Optimization Problem ◽  
Wavefront Aberrations ◽  
The Cost ◽  
Actuator Placement ◽  
Quadratic Cost Function

Adaptive optics systems are powerful tools that are implemented to degrade the effects of wavefront aberrations. In this article, the optimal actuator placement problem is addressed for the improvement of disturbance attenuation capability of adaptive optics systems due to the fact that actuator placement is directly related to the enhancement of system performance. For this purpose, the linear-quadratic cost function is chosen, so that optimized actuator layouts can be specialized according to the type of wavefront aberrations. It is then considered as a convex optimization problem, and the cost function is formulated for the disturbance attenuation case. The success of the presented method is demonstrated by simulation results.

Sparse Incremental Delta-Bar-Delta for System Identification

2014 ◽  
Vol 665 ◽  
pp. 643-646
Author(s):  
Ying Liu ◽  
Yan Ye ◽  
Chun Guang Li
Keyword(s):  
System Identification ◽  
Cost Function ◽  
Learning Algorithm ◽  
Learning System ◽  
The Other ◽  
Sparse System ◽  
Speed Up ◽  
Sparse System Identification ◽  
The Cost ◽  
Zero Attractor

Metalearning algorithm learns the base learning algorithm, targeted for improving the performance of the learning system. The incremental delta-bar-delta (IDBD) algorithm is such a metalearning algorithm. On the other hand, sparse algorithms are gaining popularity due to their good performance and wide applications. In this paper, we propose a sparse IDBD algorithm by taking the sparsity of the systems into account. Thenorm penalty is contained in the cost function of the standard IDBD, which is equivalent to adding a zero attractor in the iterations, thus can speed up convergence if the system of interest is indeed sparse. Simulations demonstrate that the proposed algorithm is superior to the competing algorithms in sparse system identification.

Migration velocity analysis from locally coherent events in 2‐D laterally heterogeneous media, Part I: Theoretical aspects

Geophysics ◽  
2002 ◽  
Vol 67 (4) ◽  
pp. 1202-1212 ◽  
Author(s):  
Hervé Chauris ◽  
Mark S. Noble ◽  
Gilles Lambaré ◽  
Pascal Podvin
Keyword(s):  
Cost Function ◽  
Velocity Model ◽  
Migration Velocity ◽  
Velocity Estimation ◽  
Velocity Analysis ◽  
Seismic Reflection Data ◽  
Velocity Models ◽  
Migration Velocity Analysis ◽  
Paraxial Ray ◽  
The Cost

We present a new method based on migration velocity analysis (MVA) to estimate 2‐D velocity models from seismic reflection data with no assumption on reflector geometry or the background velocity field. Classical approaches using picking on common image gathers (CIGs) must consider continuous events over the whole panel. This interpretive step may be difficult—particularly for applications on real data sets. We propose to overcome the limiting factor by considering locally coherent events. A locally coherent event can be defined whenever the imaged reflectivity locally shows lateral coherency at some location in the image cube. In the prestack depth‐migrated volume obtained for an a priori velocity model, locally coherent events are picked automatically, without interpretation, and are characterized by their positions and slopes (tangent to the event). Even a single locally coherent event has information on the unknown velocity model, carried by the value of the slope measured in the CIG. The velocity is estimated by minimizing these slopes. We first introduce the cost function and explain its physical meaning. The theoretical developments lead to two equivalent expressions of the cost function: one formulated in the depth‐migrated domain on locally coherent events in CIGs and the other in the time domain. We thus establish direct links between different methods devoted to velocity estimation: migration velocity analysis using locally coherent events and slope tomography. We finally explain how to compute the gradient of the cost function using paraxial ray tracing to update the velocity model. Our method provides smooth, inverted velocity models consistent with Kirchhoff‐type migration schemes and requires neither the introduction of interfaces nor the interpretation of continuous events. As for most automatic velocity analysis methods, careful preprocessing must be applied to remove coherent noise such as multiples.

scholarly journals HapSolo: an optimization approach for removing secondary haplotigs during diploid genome assembly and scaffolding

2021 ◽  
Vol 22 (1) ◽  
Author(s):  
Edwin A. Solares ◽  
Yuan Tao ◽  
Anthony D. Long ◽  
Brandon S. Gaut
Keyword(s):  
Cost Function ◽  
Anopheles Funestus ◽  
Hill Climbing ◽  
Optimization Approach ◽  
Sequencing Technology ◽  
Genome Data ◽  
A Genome ◽  
Long Read ◽  
Downstream Analysis ◽  
The Cost

Abstract Background Despite marked recent improvements in long-read sequencing technology, the assembly of diploid genomes remains a difficult task. A major obstacle is distinguishing between alternative contigs that represent highly heterozygous regions. If primary and secondary contigs are not properly identified, the primary assembly will overrepresent both the size and complexity of the genome, which complicates downstream analysis such as scaffolding. Results Here we illustrate a new method, which we call HapSolo, that identifies secondary contigs and defines a primary assembly based on multiple pairwise contig alignment metrics. HapSolo evaluates candidate primary assemblies using BUSCO scores and then distinguishes among candidate assemblies using a cost function. The cost function can be defined by the user but by default considers the number of missing, duplicated and single BUSCO genes within the assembly. HapSolo performs hill climbing to minimize cost over thousands of candidate assemblies. We illustrate the performance of HapSolo on genome data from three species: the Chardonnay grape (Vitis vinifera), with a genome of 490 Mb, a mosquito (Anopheles funestus; 200 Mb) and the Thorny Skate (Amblyraja radiata; 2650 Mb). Conclusions HapSolo rapidly identified candidate assemblies that yield improvements in assembly metrics, including decreased genome size and improved N50 scores. Contig N50 scores improved by 35%, 9% and 9% for Chardonnay, mosquito and the thorny skate, respectively, relative to unreduced primary assemblies. The benefits of HapSolo were amplified by down-stream analyses, which we illustrated by scaffolding with Hi-C data. We found, for example, that prior to the application of HapSolo, only 52% of the Chardonnay genome was captured in the largest 19 scaffolds, corresponding to the number of chromosomes. After the application of HapSolo, this value increased to ~ 84%. The improvements for the mosquito’s largest three scaffolds, representing the number of chromosomes, were from 61 to 86%, and the improvement was even more pronounced for thorny skate. We compared the scaffolding results to assemblies that were based on PurgeDups for identifying secondary contigs, with generally superior results for HapSolo.

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