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A Scaled Gradient Descent Method for Unconstrained Optimization Problems With A Priori Estimation of the Minimum ValueD'Alves, Curtis January 2017 (has links)
A scaled gradient descent method for competition of applications of conjugate gradient with priori estimations of the minimum value / This research proposes a novel method of improving the Gradient Descent method in an effort to be competitive with applications of the conjugate gradient method while reducing computation per iteration. Iterative methods for unconstrained optimization have found widespread application in digital signal processing applications for large inverse problems, such as the use of conjugate gradient for parallel image reconstruction in MR Imaging. In these problems, very good estimates of the minimum value at the objective function can be obtained by estimating the noise variance in the signal, or using additional measurements.
The method proposed uses an estimation of the minimum to develop a scaling for Gradient Descent at each iteration, thus avoiding the necessity of a computationally extensive line search. A sufficient condition for convergence and proof are provided for the method, as well as an analysis of convergence rates for varying conditioned problems. The method is compared against the gradient descent and conjugate gradient methods.
A method with a computationally inexpensive scaling factor is achieved that converges linearly for well-conditioned problems. The method is tested with tricky non-linear problems against gradient descent, but proves unsuccessful without augmenting with a line search. However with line search augmentation the method still outperforms gradient descent in iterations. The method is also benchmarked against conjugate gradient for linear problems, where it achieves similar convergence for well-conditioned problems even without augmenting with a line search. / Thesis / Master of Science (MSc) / This research proposes a novel method of improving the Gradient Descent method in an effort to be competitive with applications of the conjugate gradient method while reducing computation per iteration. Iterative methods for unconstrained optimization have found widespread application in digital signal processing applications for large inverse problems, such as the use of conjugate gradient for parallel image reconstruction in MR Imaging. In these problems, very good estimates of the minimum value at the objective function can be obtained by estimating the noise variance in the signal, or using additional measurements.
The method proposed uses an estimation of the minimum to develop a scaling for Gradient Descent at each iteration, thus avoiding the necessity of a computationally extensive line search. A sufficient condition for convergence and proof are provided for the method, as well as an analysis of convergence rates for varying conditioned problems. The method is compared against the gradient descent and conjugate gradient methods.
A method with a computationally inexpensive scaling factor is achieved that converges linearly for well-conditioned problems. The method is tested with tricky non-linear problems against gradient descent, but proves unsuccessful without augmenting with a line search. However with line search augmentation the method still outperforms gradient descent in iterations. The method is also benchmarked against conjugate gradient for linear problems, where it achieves similar convergence for well-conditioned problems even without augmenting with a line search.
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Solution Of Inverse Electrocardiography Problem Using Minimum Relative Entropy MethodBircan, Ali 01 October 2010 (has links) (PDF)
The interpretation of heart' / s electrical activity is very important in clinical medicine since contraction of cardiac muscles is initiated by the electrical activity of the heart. The electrocardiogram (ECG) is a diagnostic tool that measures and records the electrical activity of the heart. The conventional 12 lead ECG is a clinical tool that provides information about the heart status. However, it has limited information about functionality of heart due to limited number of recordings. A better alternative approach for understanding cardiac electrical activity is the incorporation of body surface potential measurements with torso geometry and the estimation of the equivalent cardiac sources. The problem of the estimating the cardiac sources from the torso potentials and the body geometry is called the inverse problem of electrocardiography. The aim of this thesis is reconstructing accurate high resolution maps of epicardial potential representing the electrical activity of the heart from the body surface measurements. However, accurate estimation of the epicardial potentials is not an easy problem due to ill-posed nature of the inverse problem. In this thesis, the linear inverse ECG problem is solved using different optimization techniques such as Conic Quadratic Programming, multiple constrained convex optimization, Linearly Constrained Tikhonov Regularization and Minimum Relative Entropy (MRE) method. The prior information used in MRE method is the lower and upper bounds of epicardial potentials and a prior expected value of epicardial potentials. The results are compared with Tikhonov Regularization and with the true potentials.
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Contributions à la conception de systèmes à hautes performances, programmables et sûrs: principes, interfaces, algorithmes et outilsCohen, Albert 23 March 2007 (has links) (PDF)
La loi de Moore sur semi-conducteurs approche de sa fin. L'evolution de l'architecture de von Neumann à travers les 40 ans d'histoire du microprocesseur a conduit à des circuits d'une insoutenable complexité, à un très faible rendement de calcul par transistor, et une forte consommation énergetique. D'autre-part, le monde du calcul parallèle ne supporte pas la comparaison avec les niveaux de portabilité, d'accessibilité, de productivité et de fiabilité de l'ingénérie du logiciel séquentiel. Ce dangereux fossé se traduit par des défis passionnants pour la recherche en compilation et en langages de programmation pour le calcul à hautes performances, généraliste ou embarqué. Cette thèse motive notre piste pour relever ces défis, introduit nos principales directions de travail, et établit des perspectives de recherche.
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Estudos sobre a implementação online de uma técnica de estimação de energia no calorímetro hadrônico do atlas em cenários de alta luminosidadeTeixeira, Marcos Vinícius 21 August 2015 (has links)
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Previous issue date: 2015-08-21 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Este trabalho tem como objetivo o estudo de técnicas para a estimação da amplitude de sinais no calorímetro de telhas (TileCal) do ATLAS no LHC em cenários de alta luminosidade. Em alta luminosidade, sinais provenientes de colisões adjacentes são observados, ocasionando o efeito de empilhamento de sinais. Neste ambiente, o método COF (do inglês, Constrained Optimal Filter), apresenta desempenho superior ao algoritmo atualmente implementado no sistema. Entretanto, o COF requer a inversão de matrizes para o cálculo da pseudo-inversa de uma matriz de convolução, dificultando sua implementação online. Para evitar a inversão de matrizes, este trabalho apresenta métodos interativos, para a daptação do COF, que resultam em operações matemáticas simples. Baseados no Gradiente Descendente, os resultados demonstraram que os algoritmos são capazes de estimar a amplitude de sinais empilhados, além do sinal de interesse com eficiência similar ao COF. Visando a implementação online, este trabalho apresenta estudos sobre a complexidade dos métodos iterativos e propõe uma arquitetura de processamento em FPGA. Baseado em uma estrutura sequencial e utilizando lógica aritmética em ponto fixo, os resultados demonstraram que a arquitetura desenvolvida é capaz executar o método iterativo, atendendo os requisitos de tempo de processamento exigidos no TileCal. / This work aims at the study of techniques for online energy estimation in the ATLAS hadronic Calorimeter (TileCal) on the LHC collider. During further periods of the LHC operation, signals coming from adjacent collisions will be observed within the same window, producing a signal superposition. In this environment, the energy reconstruction method COF (Constrained Optimal Filter) outperforms the algorithm currently implemented in the system. However , the COF method requires an inversion of matrices and its online implementation is not feasible. To avoid such inversion of matrices, this work presents iteractive methods to implement the COF, resulting in simple mathematical operations. Based on the Gradient Descent, the results demonstrate that the algorithms are capable of estimating the amplitude of the superimposed signals with efficiency similar to COF. In addition, a processing architecture for FPGA implementation is proposed. The analysis has shown that the algorithms can be implemented in the new TilaCal electronics, reaching the processing time requirements.
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General-purpose optimization through information maximizationLockett, Alan Justin 05 July 2012 (has links)
The primary goal of artificial intelligence research is to develop a
machine capable of learning to solve disparate real-world tasks
autonomously, without relying on specialized problem-specific
inputs. This dissertation suggests that such machines are
realistic: If No Free Lunch theorems were to apply to all real-world
problems, then the world would be utterly unpredictable. In
response, the dissertation proposes the information-maximization
principle, which claims that the optimal optimization methods make
the best use of the information available to them. This principle
results in a new algorithm, evolutionary annealing, which is shown
to perform well especially in challenging problems with irregular
structure. / text
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Ανάπτυξη αποδοτικών παραμετρικών τεχνικών αντιστοίχισης εικόνων με εφαρμογή στην υπολογιστική όρασηΕυαγγελίδης, Γεώργιος 12 January 2009 (has links)
Μια από τις συνεχώς εξελισσόμενες περιοχές της επιστήμης των υπολογιστών είναι η Υπολογιστική Όραση, σκοπός της οποίας είναι η δημιουργία έξυπνων συστημάτων για την ανάκτηση πληροφοριών από πραγματικές εικόνες. Πολλές σύγχρονες εφαρμογές της υπολογιστικής όρασης βασίζονται στην αντιστοίχιση εικόνων. Την πλειοψηφία των αλγορίθμων αντιστοίχισης συνθέτουν παραμετρικές τεχνικές, σύμφωνα με τις οποίες υιοθετείται ένα παραμετρικό μοντέλο, το οποίο εφαρμοζόμενο στη μια εικόνα δύναται να παρέχει μια προσέγγιση της άλλης. Στο πλαίσιο της διατριβής μελετάται εκτενώς το πρόβλημα της Στερεοσκοπικής Αντιστοίχισης και το γενικό πρόβλημα της Ευθυγράμμισης Εικόνων. Για την αντιμετώπιση του πρώτου προβλήματος προτείνεται ένας τοπικός αλγόριθμος διαφορικής αντιστοίχισης που κάνει χρήση μιας νέας συνάρτησης κόστους, του Τροποποιημένου Συντελεστή Συσχέτισης (ECC), η οποία ενσωματώνει το παραμετρικό μοντέλο μετατόπισης στον κλασικό συντελεστή συσχέτισης. Η ενσωμάτωση αυτή καθιστά τη νέα συνάρτηση κατάλληλη για εκτιμήσεις ανομοιότητας με ακρίβεια μικρότερη από αυτήν του εικονοστοιχείου. Αν και η συνάρτηση αυτή είναι μη γραμμική ως προς την παράμετρο μετατόπισης, το πρόβλημα μεγιστοποίησης έχει κλειστού τύπου λύση με αποτέλεσμα τη μειωμένη πολυπλοκότητα της διαδικασίας της αντιστοίχισης με ακρίβεια υπο-εικονοστοιχείου. Ο προτεινόμενος αλγόριθμος παρέχει ακριβή αποτελέσματα ακόμα και κάτω από μη γραμμικές φωτομετρικές παραμορφώσεις, ενώ η απόδοσή του υπερτερεί έναντι γνωστών στη διεθνή βιβλιογραφία τεχνικών αντιστοίχισης ενώ φαίνεται να είναι απαλλαγμένος από το φαινόμενο pixel locking. Στην περίπτωση του προβλήματος της ευθυγράμμισης εικόνων, η προτεινόμενη συνάρτηση γενικεύεται με αποτέλεσμα τη δυνατότητα χρήσης οποιουδήποτε δισδιάστατου μετασχηματισμού. Η μεγιστοποίησή της, η οποία αποτελεί ένα μη γραμμικό πρόβλημα, επιτυγχάνεται μέσω της επίλυσης μιας ακολουθίας υπο-προβλημάτων βελτιστοποίησης. Σε κάθε επανάληψη επιβάλλεται η μεγιστοποίηση μιας μη γραμμικής συνάρτησης του διανύσματος διορθώσεων των παραμέτρων, η οποία αποδεικνύεται ότι καταλήγει στη λύση ενός γραμμικού συστήματος. Δύο εκδόσεις του σχήματος αυτού προτείνονται: ο αλγόριθμος Forwards Additive ECC (FA-ECC) και o αποδοτικός υπολογιστικά αλγόριθμος Inverse Compositional ECC (IC-ECC). Τα προτεινόμενα σχήματα συγκρίνονται με τα αντίστοιχα (FA-LK και SIC) του αλγόριθμου Lucas-Kanade, ο οποίος αποτελεί σημείο αναφοράς στη σχετική βιβλιογραφία, μέσα από μια σειρά πειραμάτων. Ο αλγόριθμος FA-ECC παρουσιάζει όμοια πολυπλοκότητα με τον ευρέως χρησιμοποιούμενο αλγόριθμο FA-LΚ και παρέχει πιο ακριβή αποτελέσματα ενώ συγκλίνει με αισθητά μεγαλύτερη πιθανότητα και ταχύτητα. Παράλληλα, παρουσιάζεται πιο εύρωστος σε περιπτώσεις παρουσίας προσθετικού θορύβου, φωτομετρικών παραμορφώσεων και υπερ-μοντελοποίησης της γεωμετρικής παραμόρφωσης των εικόνων. Ο αλγόριθμος IC-ECC κάνει χρήση της αντίστροφης λογικής, η οποία στηρίζεται στην αλλαγή των ρόλων των εικόνων αντιστοίχισης και συνδυάζει τον κανόνα ενημέρωσης των παραμέτρων μέσω της σύνθεσης των μετασχηματισμών. Τα δύο αυτά χαρακτηριστικά έχουν ως αποτέλεσμα τη δραστική μείωση του υπολογιστικού κόστους, ακόμα και σε σχέση με τον SIC αλγόριθμο, με τον οποίο βέβαια παρουσιάζει παρόμοια συμπεριφορά. Αν και ο αλγόριθμος FA-ECC γενικά υπερτερεί έναντι των τριών άλλων αλγορίθμων, η επιλογή μεταξύ των δύο προτεινόμενων σχημάτων εξαρτάται από το λόγο μεταξύ ακρίβειας αντιστοίχισης και υπολογιστικού κόστους. / Computer Vision has been recently one of the most active research areas in computer society. Many modern computer vision applications require the solution of the well known image registration problem which consist in finding correspondences between projections of the same scene. The majority of registration algorithms adopt a specific parametric transformation model, which is applied to one image, thus providing an approach of the other one. Towards the solution of the Stereo Correspondence problem, where the goal is the construction of the disparity map, a local differential algorithm is proposed which involves a new similarity criterion, the Enhanced Correlation Coefficient (ECC). This criterion is invariant to linear photometric distortions and results from the incorporation of a single parameter model into the classical correlation coefficient, defining thus a continuous objective function. Although the objective function is non-linear in translation parameter, its maximization results in a closed form solution, saving thus much computational burden. The proposed algorithm provides accurate results even under non-linear photometric distortions and its performance is superior to well known conventional stereo correspondence techniques. In addition, the proposed technique seems not to suffer from pixel locking effect and outperforms even stereo techniques, dedicated to the cancellation of this effect. For the image alignment problem, the maximization of a generalized version of ECC function that incorporates any 2D warp transformation is proposed. Although this function is a highly non-linear function of the warp parameters, an efficient iterative scheme for its maximization is developed. In each iteration of the new scheme, an efficient approximation of the nonlinear objective function is used leading to a closed form solution of low computational complexity. Two different iterative schemes are proposed; the Forwards Additive ECC (FA-ECC) and the Inverse Compositional ECC (IC-ECC) algorithm. Τhe proposed iterative schemes are compared with the corresponding schemes (FA-LK and SIC) of the leading Lucas-Kanade algorithm, through a series of experiments. FA-ECC algorithm makes use of the known additive parameter update rule and its computational cost is similar to the one required by the most widely used FA-LK algorithm. The proposed iterative scheme exhibits increased learning ability, since it converges faster with higher probability. This superiority is retained even in presence of additive noise and photometric distortion, as well as in cases of over-modelling the geometric distortion of the images. On the other hand, IC-ECC algorithm makes use of inverse logic by swapping the role of images and adopts the transformation composition update rule. As a consequence of these two options, the complexity per iteration is drastically reduced and the resulting algorithm constitutes the most computationally efficient scheme than three other above mentioned algorithms. However, empirical learning curves and probability of convergence scores indicate that the proposed algorithm has a similar performance to the one exhibited by SIC. Though FA-ECC seems to be clearly more robust in real situation conditions among all the above mentioned alignment algorithms, the choice between two proposed schemes necessitates a trade-off between accuracy and speed.
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