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Optimization methods Morten Nielsen Department of Systems biology, DTU
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*Adapted from slides by Chen Kaeasar, Ben-Gurion University The path to the closest local minimum = local minimization Minimization
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*Adapted from slides by Chen Kaeasar, Ben-Gurion University The path to the closest local minimum = local minimization Minimization
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The path to the global minimum *Adapted from slides by Chen Kaeasar, Ben-Gurion University Minimization
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Outline Optimization procedures –Gradient descent –Monte Carlo Overfitting –cross-validation Method evaluation
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Linear methods. Error estimate I1I1 I2I2 w1w1 w2w2 Linear function o
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Gradient descent (from wekipedia) Gradient descent is based on the observation that if the real-valued function F(x) is defined and differentiable in a neighborhood of a point a, then F(x) decreases fastest if one goes from a in the direction of the negative gradient of F at a. It follows that, if for > 0 a small enough number, then F(b)<F(a)
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Gradient descent (example)
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Gradient descent
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Weights are changed in the opposite direction of the gradient of the error
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Gradient descent (Linear function) Weights are changed in the opposite direction of the gradient of the error I1I1 I2I2 w1w1 w2w2 Linear function o
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Gradient descent Weights are changed in the opposite direction of the gradient of the error I1I1 I2I2 w1w1 w2w2 Linear function o
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Gradient descent. Example Weights are changed in the opposite direction of the gradient of the error I1I1 I2I2 w1w1 w2w2 Linear function o
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Gradient descent. Example Weights are changed in the opposite direction of the gradient of the error I1I1 I2I2 w1w1 w2w2 Linear function o
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Gradient descent. Doing it your self Weights are changed in the opposite direction of the gradient of the error 10 W 1 =0.1W 2 =0.1 Linear function o What are the weights after 2 forward (calculate predictions) and backward (update weights) iterations with the given input, and has the error decrease (use =0.1, and t=1)?
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Fill out the table itrW1W2O 00.1 1 2 What are the weights after 2 forward/backward iterations with the given input, and has the error decrease (use =0.1, t=1)? 10 W 1 =0.1W 2 =0.1 Linear function o
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Fill out the table itrW1W2O 00.1 10.190.10.19 20.270.10.27 What are the weights after 2 forward/backward iterations with the given input, and has the error decrease (use =0.1, t=1)? 10 W 1 =0.1W 2 =0.1 Linear function o
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Monte Carlo Because of their reliance on repeated computation of random or pseudo-random numbers, Monte Carlo methods are most suited to calculation by a computer. Monte Carlo methods tend to be used when it is unfeasible or impossible to compute an exact result with a deterministic algorithm Or when you are too stupid to do the math yourself?
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Example: Estimating Π by Independent Monte-Carlo Samples Suppose we throw darts randomly (and uniformly) at the square: Algorithm: For i=[1..ntrials] x = (random# in [0..r]) y = (random# in [0..r]) distance = sqrt (x^2 + y^2) if distance ≤ r hits++ End Output: Adapted from course slides by Craig Douglas http://www.chem.unl.edu/zeng/joy/m clab/mcintro.html
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Estimating
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After a long run, we want to find low- energy conformations, with high probability Sampling Protein Conformations with MCMC (Markov Chain Monte Carlo) Protein image taken from Chemical Biology, 2006 Markov-Chain Monte-Carlo (MCMC) with “proposals”: 1.Perturb Structure to create a “proposal” 2.Accept or reject new conformation with a “certain” probability Markov-Chain Monte-Carlo (MCMC) with “proposals”: 1.Perturb Structure to create a “proposal” 2.Accept or reject new conformation with a “certain” probability But how? A (physically) natural * choice is the Boltzman distribution, proportional to: E i = energy of state i k B = Boltzman constant T = temperature Z = “Partition Function” A (physically) natural * choice is the Boltzman distribution, proportional to: E i = energy of state i k B = Boltzman constant T = temperature Z = “Partition Function” * In theory, the Boltzman distribution is a bit problematic in non-gas phase, but never mind that for now… Slides adapted from Barak Raveh
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The Metropolis-Hastings Criterion Boltzman Distribution: The energy score and temperature are computed (quite) easily The “only” problem is calculating Z (the “partition function”) – this requires summing over all states. Metropolis showed that MCMC will converge to the true Boltzman distribution, if we accept a new proposal with probability "Equations of State Calculations by Fast Computing Machines“ – Metropolis, N. et al. Journal of Chemical Physics (1953) Slides adapted from Barak Raveh
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If we run till infinity, with good perturbations, we will visit every conformation according to the Boltzman distribution Sampling Protein Conformations with Metropolis-Hastings MCMC Protein image taken from Chemical Biology, 2006 Markov-Chain Monte-Carlo (MCMC) with “proposals”: 1.Perturb Structure to create a “proposal” 2.Accept or reject new conformation by the Metropolis criterion 3.Repeat for many iterations Markov-Chain Monte-Carlo (MCMC) with “proposals”: 1.Perturb Structure to create a “proposal” 2.Accept or reject new conformation by the Metropolis criterion 3.Repeat for many iterations But we just want to find the energy minimum. If we do our perturbations in a smart manner, we can still cover relevant (realistic, low- energy) parts of the search space Slides adapted from Barak Raveh
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Monte Carlo (Minimization) dE<0dE>0
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The Traveling Salesman Adapted from www.mpp.mpg.de/~caldwell/ss11/ExtraTS.pdf
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Gibbs sampler. Monte Carlo simulations RFFGGDRGAPKRG YLDPLIRGLLARPAKLQV KPGQPPRLLIYDASNRATGIPA GSLFVYNITTNKYKAFLDKQ SALLSSDITASVNCAK GFKGEQGPKGEP DVFKELKVHHANENI SRYWAIRTRSGGI TYSTNEIDLQLSQEDGQTIE RFFGGDRGAPKRG YLDPLIRGLLARPAKLQV KPGQPPRLLIYDASNRATGIPA GSLFVYNITTNKYKAFLDKQ SALLSSDITASVNCAK GFKGEQGPKGEP DVFKELKVHHANENI SRYWAIRTRSGGI TYSTNEIDLQLSQEDGQTIE E1 = 5.4 E2 = 5.7 E2 = 5.2 dE>0; P accept =1 dE<0; 0 < P accept < 1 Note the sign. Maximization
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Monte Carlo Temperature What is the Monte Carlo temperature? Say dE=-0.2, T=1 T=0.001
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MC minimization
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Monte Carlo - Examples Why a temperature?
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Local minima
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