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Questions tagged [stochastic-process]

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6
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0answers
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About assumptions needed to get convergence of stochastic gradient methods on non-convex objectives

What are the minimal conditions we know of under which we can prove that a stochastic gradient based algorithm can convergence to criticality on a non-convex objective? Are there any necessary ...
2
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1answer
93 views

Stochastic gradient methods and risk of neural nets

Under many situations it is currently provable that we can minimize the risk of neural nets using stochastic gradient based algorithms. For example : https://arxiv.org/abs/1811.03804, https://arxiv....
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0answers
32 views

Getting to local/global minima with (stochastic) gradient descent on non-convex objectives

Is there any class of non-convex objective functions for which (stochastic) gradient descent can provably get to a local or a global minima? (..maybe in the approximate sense like a point such that ...
1
vote
0answers
31 views

Problem dependent lower bound for stochastic bandits with full information

Suppose you have a $K$ armed stochastic bandit problem but with full information. There are $K$ arms with mean rewards $\mu_1,...,\mu_K$. At each step we have to select an arm, collect the reward from ...
2
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1answer
71 views

Constant Width Max Sum Product Multi-objective Shortest path problem

This question is a follow-up on the question I asked three days ago here. For convenience I restate it here. I am given a graph. Each edge is labelled by a vector of numbers, called weights. They ...
5
votes
1answer
148 views

Max Sum Product Multi-objective Shortest path problem

Is anything known about the following problem: I am given a graph. Each edge is labelled by a vector of numbers, called weights. They are numbers between 0 and 1. A path is first assigned a vector, ...
2
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0answers
38 views

Stochastic optimization with erroneous oracles

I am interested in a class of optimization problems of which we know that the input variable is first subjected to noise $\xi$ before entering the data-producing process $f$. I write the objective in ...
2
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0answers
119 views

High-Probability bounds for Stochastic multi-armed Bandit Problems

This paper gives some high probability results for UCB algorithm of the form, \begin{align} \mathbb{P}(R_{n} > r_0.x) \leq O(n^{-2\rho x + 1} + x^{-2 \rho + 1} ) \end{align} where $\rho$ is a ...
6
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2answers
2k views

What is the probability of a virus spreading through a network given a virus source node?

Model: Consider an infinite undirected connected graph $\mathcal{G}=(\mathcal{V},\mathcal{E})$. At time $t=0$, a given virus node $s\in\mathcal{V}$ starts infecting the network $\mathcal{G}$. ...
3
votes
1answer
572 views

Objective function for stochastic optimization

Stochastic Optimization problems in general deals with random variables in the 'loss function'. Incase of a Deterministic optimization problem with basic objective $\parallel Ax-b \parallel_2^2$, we ...
5
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0answers
165 views

The regularity of Markov chains with a threshold

(This question has been asked on math.se, with no response.) I am studying Paz's "Introduction to Probabilistic Automata" and there is an exercise I cannot solve: Ex. 11, p. 170: Let $\Sigma = \{a\...
3
votes
1answer
267 views

Are randomly generated infinite patterns computable?

Fix a prefix-free universal Turing machine $U$. Consider the following random process*. The state of the process is a bit-string $s$, initialized with the empty string (say). Suppose the value of the ...
-1
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1answer
84 views

Issue in understanding conditional likelihood for a producton rule

The Equation1 in paper in link explains how to assign probability to a production rule. Fig1 explains with an example. Now, I have a problem in understanding how to work with this formula since it ...
6
votes
1answer
366 views

Generating graph for random walk given hitting time distribution

given a discrete distribution of hitting time probabilities, is it possible to generate a random walk that generates this hitting time distribution? More specifically I am interested in generating a ...
16
votes
2answers
499 views

Avalanche like stochastic process

Consider the following process: There are $n$ bins arranged from top to bottom. Initially, each bin contains one ball. In every step, we pick a ball $b$ uniformly at random and move all ...