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arXiv:2403.01192

A Composite Decomposition Method for Large-Scale Global Optimization

Cooperative co-evolution (CC) algorithms, based on the divide-and-conquer strategy, have emerged as the predominant approach to solving large-scale global optimization (LSGO) problems. The efficiency and accuracy of the grouping stage significantly impact the performance of the optimization process. While the general separability grouping (GSG) method has overcome the limitation of previous differential grouping (DG) methods by enabling the decomposition of non-additively separable functions, it suffers from high computational complexity. To address this challenge, this article proposes a composite separability grouping (CSG) method, seamlessly integrating DG and GSG into a problem decomposition framework to utilize the strengths of both approaches. CSG introduces a step-by-step decomposition framework that accurately decomposes various problem types using fewer computational resources. By sequentially identifying additively, multiplicatively and generally separable variables, CSG progressively groups non-separable variables by recursively considering the interactions between each non-separable variable and the formed non-separable groups. Furthermore, to enhance the efficiency and accuracy of CSG, we introduce two innovative methods: a multiplicatively separable variable detection method and a non-separable variable grouping method. These two methods are designed to effectively detect multiplicatively separable variables and efficiently group non-separable variables, respectively. Extensive experimental results demonstrate that CSG achieves more accurate variable grouping with lower computational complexity compared to GSG and state-of-the-art DG series designs.

arXiv:2209.09062공식 코드 · Papers with Code

Overview of the SV-Ident 2022 Shared Task on Survey Variable Identification in Social Science Publications

In this paper, we provide an overview of the SV-Ident shared task as part of the 3rd Workshop on Scholarly Document Processing (SDP) at COLING 2022. In the shared task, participants were provided with a sentence and a vocabulary of variables, and asked to identify which variables, if any, are mentioned in individual sentences from scholarly documents in full text. Two teams made a total of 9 submissions to the shared task leaderboard. While none of the teams improve on the baseline systems, we still draw insights from their submissions. Furthermore, we provide a detailed evaluation. Data and baselines for our shared task are freely available at https://github.com/vadis-project/sv-ident

arXiv:2209.06804

Towards Automated Survey Variable Search and Summarization in Social Science Publications

Nowadays there is a growing trend in many scientific disciplines to support researchers by providing enhanced information access through linking of publications and underlying datasets, so as to support research with infrastructure to enhance reproducibility and reusability of research results. In this research note, we present an overview of an ongoing research project, named VADIS (VAriable Detection, Interlinking and Summarization), that aims at developing technology and infrastructure for enhanced information access in the Social Sciences via search and summarization of publications on the basis of automatic identification and indexing of survey variables in text. We provide an overview of the overarching vision underlying our project, its main components, and related challenges, as well as a thorough discussion of how these are meant to address the limitations of current information access systems for publications in the Social Sciences. We show how this goal can be concretely implemented in an end-user system by presenting a search prototype, which is based on user requirements collected from qualitative interviews with empirical Social Science researchers.

arXiv:2011.08138

Coarse-grained and emergent distributed parameter systems from data

We explore the derivation of distributed parameter system evolution laws (and in particular, partial differential operators and associated partial differential equations, PDEs) from spatiotemporal data. This is, of course, a classical identification problem; our focus here is on the use of manifold learning techniques (and, in particular, variations of Diffusion Maps) in conjunction with neural network learning algorithms that allow us to attempt this task when the dependent variables, and even the independent variables of the PDE are not known a priori and must be themselves derived from the data. The similarity measure used in Diffusion Maps for dependent coarse variable detection involves distances between local particle distribution observations; for independent variable detection we use distances between local short-time dynamics. We demonstrate each approach through an illustrative established PDE example. Such variable-free, emergent space identification algorithms connect naturally with equation-free multiscale computation tools.

arXiv:2007.15769

Instrument variable detection with graph learning : an application to high dimensional GIS-census data for house pricing

Endogeneity bias and instrument variable validation have always been important topics in statistics and econometrics. In the era of big data, such issues typically combine with dimensionality issues and, hence, require even more attention. In this paper, we merge two well-known tools from machine learning and biostatistics---variable selection algorithms and probablistic graphs---to estimate house prices and the corresponding causal structure using 2010 data on Sydney. The estimation uses a 200-gigabyte ultrahigh dimensional database consisting of local school data, GIS information, census data, house characteristics and other socio-economic records. Using "big data", we show that it is possible to perform a data-driven instrument selection efficiently and purge out the invalid instruments. Our approach improves the sparsity of variable selection, stability and robustness in the presence of high dimensionality, complicated causal structures and the consequent multicollinearity, and recovers a sparse and intuitive causal structure. The approach also reveals an efficiency and effectiveness in endogeneity detection, instrument validation, weak instrument pruning and the selection of valid instruments. From the perspective of machine learning, the estimation results both align with and confirms the facts of Sydney house market, the classical economic theories and the previous findings of simultaneous equations modeling. Moreover, the estimation results are consistent with and supported by classical econometric tools such as two-stage least square regression and different instrument tests. All the code may be found at \url{https://github.com/isaac2math/solar_graph_learning}.