Current state of the art solution to the curse of dimensionality problem

Submitted by Yasir Ali Khan SE-028

Department of Electrical Engineering, Pakistan Institute of Engineering and Applied Sciences, PIEAS.

Curse of Dimmensionality:
While solving optimal control problems through Dynamic Programming, large amount of memory is required. This may sometimes leads to infeasible solution. Serious remedies should be devised to avoid this problem. Many people have proposed solutions for this so called curse of dimensionality. Some state of the art solutions are given below.

Different solutions:
WILLIAM M. MCENEANEY in his paper A CURSE-OF-DIMENSIONALITY-FREE NUMERICAL METHOD FOR SOLUTION OF CERTAIN HJB PDES explains as follows, In previous work of the author and others, max-plus methods have been explored for solution of first-order, nonlinear Hamilton-Jacobi-Bellman partial differential equations (HJB PDEs) and corresponding nonlinear control problems. These methods exploit the max-plus linearity of the associated semigroups. In particular, although the problems are nonlinear, the semigroups are linear in the max-plus sense. These methods have been used successfully to compute solutions. Although they provide certain computational-speed advantages, they still generally suffer from the curse-of-dimensionality. Here we consider HJB PDEs where the Hamiltonian takes the form of a (pointwise) maximum of linear/quadratic forms. The approach to solution will be rather general, but in order to ground the work, we consider only constituent Hamiltonians corresponding to long-run average-cost-per-unit-time optimal control problems for the development. We obtain a numerical method not subject to the curse-of-dimensionality. The method is based on construction of the dual-space semigroup corresponding to the HJB PDE. This dual-space semigroup is constructed from the dual-space semigroups corresponding to the constituent linear/quadratic Hamiltonians. The dual-space semigroup is particularly useful due to its form as a max-plus integral operator with kernel obtained from the originating semigroup. One considers repeated application of the dual-space semigroup to obtain the solution.

Man-wai mak in his paper provides a solution to the curse of dimensionality problem in the pairwise scoring techniques that are commonly used in bioinformatics and biometrics applications. It has been recently discovered that stacking the pairwise comparison scores between an unknown patterns and a set of known patterns can result in feature vectors with nice discriminative properties for classification. However, such technique can lead to curse of

dimensionality because the vectors size is equal to the training set size. To overcome this problem, this paper shows that the pairwise score matrices possess a symmetric and diagonally dominant property that allows us to select the most relevant features independently by an FDAlike technique. Then, the paper demonstrates the capability of the technique via a protein sequence classification problem. It was found that 10-fold reduction in the number of feature dimensions and recognition time can be achieved with just 4 % reduction in recognition accuracy.