4.8MLAug 18, 2017
The Stochastic Replica Approach to Machine Learning: Stability and Parameter OptimizationPatrick Chao, Tahereh Mazaheri, Bo Sun et al.
We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as expansions in terms of various stochastic functions. The algorithm predicts the classification/regression values of new data by combining (via voting) the outputs of these numerous linear expansions in randomly chosen functions. The few parameters (typically only one parameter is used in all studied examples) that this model has may be automatically optimized. The algorithm has been tested on 10 diverse training data sets of various types and feature space dimensions. It has been shown to consistently exhibit high accuracy and readily allow for optimization of parameters, while simultaneously avoiding pitfalls of existing algorithms such as those associated with class imbalance. We very briefly speculate on whether spatial coordinates in physical theories may be viewed as emergent "features" that enable a robust machine learning type description of data with generic low order smooth functions.
2.3STAT-MECHJun 27, 2014
An interacting replica approach applied to the traveling salesman problemBo Sun, Blake Leonard, Peter Ronhovde et al.
We present a physics inspired heuristic method for solving combinatorial optimization problems. Our approach is specifically motivated by the desire to avoid trapping in metastable local minima- a common occurrence in hard problems with multiple extrema. Our method involves (i) coupling otherwise independent simulations of a system ("replicas") via geometrical distances as well as (ii) probabilistic inference applied to the solutions found by individual replicas. The {\it ensemble} of replicas evolves as to maximize the inter-replica correlation while simultaneously minimize the local intra-replica cost function (e.g., the total path length in the Traveling Salesman Problem within each replica). We demonstrate how our method improves the performance of rudimentary local optimization schemes long applied to the NP hard Traveling Salesman Problem. In particular, we apply our method to the well-known "$k$-opt" algorithm and examine two particular cases- $k=2$ and $k=3$. With the aid of geometrical coupling alone, we are able to determine for the optimum tour length on systems up to $280$ cities (an order of magnitude larger than the largest systems typically solved by the bare $k=3$ opt). The probabilistic replica-based inference approach improves $k-opt$ even further and determines the optimal solution of a problem with $318$ cities and find tours whose total length is close to that of the optimal solutions for other systems with a larger number of cities.