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Online portfolio optimization with transaction costs is a big challenge in large-scale intelligent computing community, since its undersample from rapidly-changing market and complexity from varying transaction costs. In this paper, we focus on this problem and solve it by machine learning system. Specifically, we reformulate the optimization problem with the minimization over simplex containing three items, which are negative expected return, the elastic net regularization of transaction costs controlled term and portfolio variable, respectively. We propose to apply linearized augmented Lagrangian method (LALM) and the alternating direction method of multipliers (ADMM) to solve the optimization model in a higher efficiency, meanwhile theoretically guarantee their convergence and deduce closed-form solutions of their subproblems in each iteration. Furthermore, we conduct extensive experiments on five benchmark datasets from real market to demonstrate that the proposed algorithms outperform compared state-of-the-art strategies in most cases in six dimensions. [ABSTRACT FROM AUTHOR]

In the development of anti-breast cancer drugs, the quantitative structure-activity relationship model of compounds is usually used to select potential active compounds. However, the existing methods often have problems such as low model prediction performance, lack of overall consideration of the biological activity and related properties of compounds, and difficulty in directly selection candidate drugs. Therefore, this paper constructs a complete set of compound selection framework from three aspects: feature selection, relationship mapping and multi-objective optimization problem solving. In feature selection part, a feature selection method based on unsupervised spectral clustering is proposed. The selected features have more comprehensive information expression ability. In the relationship mapping part, a variety of machine learning algorithms are used for comparative experiments. Finally, the CatBoost algorithm is selected to perform the relationship mapping between each other, and better prediction performance is achieved. In the multi-objective optimization part, based on the analysis of the conflict relationship between the objectives, the AGE-MOEA algorithm is improved and used to solve this problem. Compared with various algorithms, the improved algorithm has better search performance. [ABSTRACT FROM AUTHOR]

The learning with errors (LWE) problem is a problem derived from machine learning that is believed to be intractable for quantum computers. This paper proposes a method that can reduce an LWE problem to a set of maximum independent set (MIS) problems, which are graph problems that are suitable for a quantum annealing machine to solve. The reduction algorithm can reduce an n-dimensional LWE problem to several small MIS problems with at most 2 O (n) nodes when the lattice-reduction algorithm used in the LWE-reduction method successfully finds short vectors. The algorithm is useful for solving LWE problems in a quantum-classical hybrid manner by using an existing quantum algorithm to solve the MIS problems. For example, the smallest LWE challenge problem is reduced to MIS problems with about 40,000 vertices. This result means that the smallest LWE challenge problem will be within the scope of a real quantum computer in the near future. [ABSTRACT FROM AUTHOR]

A major challenge in machine learning is the computational expense of training these models. Model training can be viewed as a form of optimization used to fit a machine learning model to a set of data, which can take up significant amount of time on classical computers. Adiabatic quantum computers have been shown to excel at solving optimization problems, and therefore, we believe, present a promising alternative to improve machine learning training times. In this paper, we present an adiabatic quantum computing approach for training a linear regression model. In order to do this, we formulate the regression problem as a quadratic unconstrained binary optimization (QUBO) problem. We analyze our quantum approach theoretically, test it on the D-Wave adiabatic quantum computer and compare its performance to a classical approach that uses the Scikit-learn library in Python. Our analysis shows that the quantum approach attains up to 2.8 × speedup over the classical approach on larger datasets, and performs at par with the classical approach on the regression error metric. The quantum approach used the D-Wave 2000Q adiabatic quantum computer, whereas the classical approach used a desktop workstation with an 8-core Intel i9 processor. As such, the results obtained in this work must be interpreted within the context of the specific hardware and software implementations of these machines. [ABSTRACT FROM AUTHOR]

The power quality and efficiency of the hydro-power station depend on the stable operation of the hydro-generator unit, which needs to continue to operate and it is prone to axis failure. Therefore, to adopt effective axis adjustment technology to eliminate faults. This paper proposes a new method for axis adjustment of hydro-generator unit based on an improved grey prediction model and swarms intelligence optimization neural network. First of all, it proposes a sequence acceleration translation and mean value transformation method, which is used to pre-process the axis net total swing sequence that exhibits oscillating fluctuations. It uses e1 and e2 factor transformation to establish an improved axis net total swing gray prediction model. Then, the advanced flamingo search algorithm is used to search the maximum value of the sine function of the net total pendulum of the axis, and the axis adjustment orientation is obtained. This method solves the problem that GM(1, 1) can only be predicted by monotone sequence in the past and the problem that the search algorithm is easy to fall into local optimum, effectively improves the calculation efficiency of axis and shorts the search time. Simulation examples show that the proposed method can significantly improve accuracy of axis adjustment. This method greatly improves the efficiency of azimuth search for axis adjustment. [ABSTRACT FROM AUTHOR]

Traditional supervised learning algorithms do not satisfactorily solve the classification problem on imbalanced data sets, since they tend to assign the majority class, to the detriment of the minority class classification. In this paper, we introduce the Bayesian network-based over-sampling method (BOSME), which is a new over-sampling methodology based on Bayesian networks. Over-sampling methods handle imbalanced data by generating synthetic minority instances, with the benefit that classifiers learned from a more balanced data set have a better ability to predict the minority class. What makes BOSME different is that it relies on a new approach, generating artificial instances of the minority class following the probability distribution of a Bayesian network that is learned from the original minority classes by likelihood maximization. We compare BOSME with the benchmark synthetic minority over-sampling technique (SMOTE) through a series of experiments in the context of indirect cost-sensitive learning, with some state-of-the-art classifiers and various data sets, showing statistical evidence in favor of BOSME, with respect to the expected (misclassification) cost. [ABSTRACT FROM AUTHOR]

We propose the regularized recurrent inference machine (rRIM), a novel machine-learning approach to solve the challenging problem of deriving the pairing glue function from measured optical spectra. The rRIM incorporates physical principles into both training and inference and affords noise robustness, flexibility with out-of-distribution data, and reduced data requirements. It effectively obtains reliable pairing glue functions from experimental optical spectra and yields promising solutions for similar inverse problems of the Fredholm integral equation of the first kind. [ABSTRACT FROM AUTHOR]

Rate of penetration (ROP) is a key factor in drilling optimization, cost reduction and drilling cycle shortening. Due to the systematicity, complexity and uncertainty of drilling operations, however, it has always been a problem to establish a highly accurate and interpretable ROP prediction model to guide and optimize drilling operations. To solve this problem in the Tarim Basin, this study proposes four categories of hybrid physics-machine learning (ML) methods for modeling. One of which is residual modeling, in which an ML model learns to predict errors or residuals, via a physical model; the second is integrated coupling, in which the output of the physical model is used as an input to the ML model; the third is simple average, in which predictions from both the physical model and the ML model are combined; and the last is bootstrap aggregating (bagging), which follows the idea of ensemble learning to combine different physical models' advantages. A total of 5655 real data points from the Halahatang oil field were used to test the performance of the various models. The results showed that the residual modeling model, with an R2 of 0.9936, had the best performance, followed by the simple average model and bagging with R2 values of 0.9394 and 0.5998, respectively. From the view of prediction accuracy, and model interpretability, the hybrid physics-ML model with residual modeling is the optimal method for ROP prediction. [ABSTRACT FROM AUTHOR]

A normalizing flow (NF) is a mapping that transforms a chosen probability distribution to a normal distribution. Such flows are a common technique used for data generation and density estimation in machine learning and data science. The density estimate obtained with a NF requires a change of variables formula that involves the computation of the Jacobian determinant of the NF transformation. In order to tractably compute this determinant, continuous normalizing flows (CNF) estimate the mapping and its Jacobian determinant using a neural ODE. Optimal transport (OT) theory has been successfully used to assist in finding CNFs by formulating them as OT problems with a soft penalty for enforcing the standard normal distribution as a target measure. A drawback of OT-based CNFs is the addition of a hyperparameter, α , that controls the strength of the soft penalty and requires significant tuning. We present JKO-Flow, an algorithm to solve OT-based CNF without the need of tuning α . This is achieved by integrating the OT CNF framework into a Wasserstein gradient flow framework, also known as the JKO scheme. Instead of tuning α , we repeatedly solve the optimization problem for a fixed α effectively performing a JKO update with a time-step α . Hence we obtain a "divide and conquer" algorithm by repeatedly solving simpler problems instead of solving a potentially harder problem with large α . [ABSTRACT FROM AUTHOR]

Entanglement detection in high dimensional systems is a NP-hard problem since it is lacking an efficient way. Given a bipartite quantum state of interest free entanglement can be detected efficiently by the PPT-criterion (Peres-Horodecki criterion), in contrast to detecting bound entanglement, i.e. a curious form of entanglement that can also not be distilled into maximally (free) entangled states. Only a few bound entangled states have been found, typically by constructing dedicated entanglement witnesses, so naturally the question arises how large is the volume of those states. We define a large family of magically symmetric states of bipartite qutrits for which we find 82 % to be free entangled, 2 % to be certainly separable and as much as 10 % to be bound entangled, which shows that this kind of entanglement is not rare. Via various machine learning algorithms we can confirm that the remaining 6 % of states are more likely to belonging to the set of separable states than bound entangled states. Most important we find via dimension reduction algorithms that there is a strong two-dimensional (linear) sub-structure in the set of bound entangled states. This revealed structure opens a novel path to find and characterize bound entanglement towards solving the long-standing problem of what the existence of bound entanglement is implying. [ABSTRACT FROM AUTHOR]

Many physics problems involve integration in multi-dimensional space whose analytic solution is not available. The integrals can be evaluated using numerical integration methods, but it requires a large computational cost in some cases, so an efficient algorithm plays an important role in solving the physics problems. We propose a novel numerical multi-dimensional integration algorithm using machine learning (ML). After training a ML regression model to mimic a target integrand, the regression model is used to evaluate an approximation of the integral. Then, the difference between the approximation and the true answer is calculated to correct the bias in the approximation of the integral induced by ML prediction errors. Because of the bias correction, the final estimate of the integral is unbiased and has a statistically correct error estimation. Three ML models of multi-layer perceptron, gradient boosting decision tree, and Gaussian process regression algorithms are investigated. The performance of the proposed algorithm is demonstrated on six different families of integrands that typically appear in physics problems at various dimensions and integrand difficulties. The results show that, for the same total number of integrand evaluations, the new algorithm provides integral estimates with more than an order of magnitude smaller uncertainties than those of the VEGAS algorithm in most of the test cases. [ABSTRACT FROM AUTHOR]

When unoccupied by an explicit external task, humans engage in a wide range of different types of self-generated thinking. These are often unrelated to the immediate environment and have unique psychological features. Although contemporary perspectives on ongoing thought recognise the heterogeneity of these self-generated states, we lack both a clear understanding of how to classify the specific states, and how they can be mapped empirically. In the current study, we capitalise on advances in machine learning that allow continuous neural data to be divided into a set of distinct temporally re-occurring patterns, or states. We applied this technique to a large set of resting state data in which we also acquired retrospective descriptions of the participants' experiences during the scan. We found that two of the identified states were predictive of patterns of thinking at rest. One state highlighted a pattern of neural activity commonly seen during demanding tasks, and the time individuals spent in this state was associated with descriptions of experience focused on problem solving in the future. A second state was associated with patterns of activity that are commonly seen under less demanding conditions, and the time spent in it was linked to reports of intrusive thoughts about the past. Finally, we found that these two neural states tended to fall at either end of a neural hierarchy that is thought to reflect the brain's response to cognitive demands. Together, these results demonstrate that approaches which take advantage of time-varying changes in neural function can play an important role in understanding the repertoire of self-generated states. Moreover, they establish that important features of self-generated ongoing experience are related to variation along a similar vein to those seen when the brain responds to cognitive task demands. [ABSTRACT FROM AUTHOR]