# Questions tagged [constraint]

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### Prediction basis for ti() smooths in mgcv

How are the sum to zero constraints absorbed in a bivariate decomposition smooth, ti()? And more importantly, how can we recover the parameters in the original basis to make predictions with new data (...
50 views

### Convex multiple variables optimization problem with constraints in python [closed]

I am currently trying to implement the following optimization problem in python (in order to resolve it with scipy.optimize.minimize). Please note that $\alpha$ is given, $T$ is the number of ...
53 views

### How can I shift the average probability keeping constraint (0.0:1.0)?

I have a large datasets of values that range from 0 to n. I am interpreting the values as probabilities for a later pseudo-random selection process. To make the values serve as probabilities, I ...
152 views

### What analysis can I perform for constrained optimalization of coil parameters

I have about 20 discrete sets of variable coil parameters that I need to assign values to, satisfying given constraints. The objective is to minimize the manufacturing cost (and to satisfy the ...
36 views

### Learning Lagrangian multiplier for regularization term in the loss function

There is a method for imposing physical constraints on the neural networks, in which a physics-based loss is added to the loss function. This term is usually a function of the output of the network. ...
9 views

### Sparsity-inducing priors for non-negative random variables

Which priors could be used for inducing sparsity on a random variable with non-negativity constraints?
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### Learn decision function for choosing between slow (accurate) and fast (inaccurate) networks

Suppose that we deal with a learning process (e.g., a retrieval task), for which we have learned two functions (typically implemented as neural networks), namely $f_{\text{slow}}$ and $f_{\text{fast}}$...
33 views

### Multiple Linear Regression with constraints that should satisfy a curve

I would like to estimate a multiple linear regression model with 15 coefficients like this: Y=a1x1+a2x2+a3x3+.....+a15x15+e I have a set of data that include Y(29x1) and X(29x15). I want ...
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### How many parameters would the saturated model have if there were no constraints?

In a saturated log-linear model for three variables, the equation is $\lambda+\lambda^A+\lambda^B+\lambda^C+\lambda^{AB}+\lambda^{BC}+\lambda^{AC}+\lambda^{ABC}$ I understand that we have to impose ...
18 views

### Is there an idiomatic way of setting constraints on parameters in R?

Let's say I have 2 categorical variables foo and bar that have the same 4 levels A, B, C and D I have a response variable $Y$, ...
30 views

### How to impose a global constraint on cost function of a neural network?

I have a training set of time series samples. Each sample is composed of a noise process (input) and the corresponding trajectory (output) which is the solution of the stochastic differential equation ...
46 views

### How to update symmetric, positive definite matrix in the constrained Hamiltonian Monte Carlo algorithm?

original post I'm working on the implementation of the Hamiltonian Monte Carlo (HMC) algorithm which includes a covariance matrix parameter, say $\Sigma$. Let $\Phi$ be the (initialized) momentum ...
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### Sum of residuals in constrained linear regression

Does sum of residuals == 0 hold even if we add ordinality constraints for the coefficients in a regression model? It would be great if someone can point out to any literature (paper/presentation/...
51 views

### How to handle real-world (soft) constraints in an optimization problem? [closed]

I am working on a problem which involves optimizing for minimum power consumption in a large compressor network interconnected through pipelines (think of a connected graph with nodes as compressors ...
332 views

### How to implement constraints in a neural network for a regression problem?

Let's say I have different sensors in an engine, and I make a neural net which predicts the engine's temperature given different operating conditions measured by the sensors. I happen to know the ...
124 views

### contraints on parameters in MCMC

I run a basic version of mcmc, based on example given in this Metropolis-Hasting tutorial ...
34 views

### Sample subsets with distribution proportional to elementwise product

I have a set of $n$ elements, $x_1,x_2,\dots,x_n$, each with a weight $w_1, w_2,\dots, w_n$. I want to sample a subset of fixed size $k$ such that the probability of drawing $\{x_a,\dots,x_b\}$ is ...
81 views

### What are some of the approaches of defining joint pdf under sum constrain?

For example, we have three random variables, $x_1 = Uniform(10,20)$ $x_2 = Uniform(20,40)$ $x_3 = Uniform(50,150)$ which follows the condition $x_1+x_2+x_3 = 100$ I am looking for a joint ...