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OMSCS/Courses/ML/UL01 - Randomized Optimization.md

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@@ -45,3 +45,42 @@ Boltzmann Distribution (analogy).
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## Genetic Algorithms
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https://edstem.org/us/courses/71185/lessons/126665/slides/706912
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## MIMIC
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See: [[isbell-mimic-nips-1997.pdf]]
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- only points, no structure
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- convey structure
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- unclear probability distribution
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- directly model distribution
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- successively refine model
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$$
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P_\theta(X)=
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\begin{cases}
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\frac{1}{Z_\theta} \text{ if } f(X) \ge \theta \\
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0 \text{ otherwise} \\
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\end{cases}
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$$
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- $P_{\theta_{min}}(X)$
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- The output is the uniform distribution
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- $P_{\theta_{min}}(X)$
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- The output is optima distribution
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![[Pasted image 20250310104533.png]]
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![[Pasted image 20250310104614.png]]
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- Similar to GA
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- define some population
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- select only the fittest from that population
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- estimate a new distribution that's similar to those
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- The structure is how we represent the probability distribution
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- Gradually move from $\theta_{min}$ to $\theta_{max}$
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- $P_{\theta} \approx P_{\theta+\epsilon}$
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- $P_{\theta_t}$ should contain all of the samples that exist in $P_{\theta_{t+1}}$. This allows you to refine from the uniform distribution toward the optimum distribution.
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### Estimating Distributions (MIMIC)
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- $P(X)=P(X_1 \space|\space X_{2..n})P(X_2 \space|\space X_{3..n})...P(X_n)$
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- $X=\{X_1, X_2, X_3, ... X_n\}$
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- "The probability of seeing all of the features of some example is just the joint distribution over all of the features."
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