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This paper compares two leading approaches for robust optimization in the models of online algorithms and mechanism design. Competitive analysis compares the performance of an online algorithm to an offline benchmark in worst-case over…

Computer Science and Game Theory · Computer Science 2020-09-09 Jason Hartline , Aleck Johnsen , Yingkai Li

Kernel approximation via nonlinear random feature maps is widely used in speeding up kernel machines. There are two main challenges for the conventional kernel approximation methods. First, before performing kernel approximation, a good…

Machine Learning · Statistics 2015-03-16 Felix X. Yu , Sanjiv Kumar , Henry Rowley , Shih-Fu Chang

Consensus maximisation (MaxCon), which is widely used for robust fitting in computer vision, aims to find the largest subset of data that fits the model within some tolerance level. In this paper, we outline the connection between MaxCon…

Computer Vision and Pattern Recognition · Computer Science 2021-03-09 Ruwan Tennakoon , David Suter , Erchuan Zhang , Tat-Jun Chin , Alireza Bab-Hadiashar

In order to design broadband extreme ultraviolet multilayers with many objectives, the multiobjective genetic algorithm and the multiobjective genetics algorithm with reference direction have been improved and combined used. The certain…

Optics · Physics 2020-08-17 Shang-qi Kuang , Xiao-wei Song , Jing-quan Lin

We view sequential design as a model selection problem to determine which new observation is expected to be the most informative, given the existing set of observations. For estimating a probability distribution on a bounded interval, we…

Methodology · Statistics 2018-07-19 Madhurima Nath , Stephen Eubank

In this paper we study the fundamental problems of maximizing a continuous non-monotone submodular function over the hypercube, both with and without coordinate-wise concavity. This family of optimization problems has several applications…

Data Structures and Algorithms · Computer Science 2018-05-25 Rad Niazadeh , Tim Roughgarden , Joshua R. Wang

We are interested in mesh-free formulas based on the Monte-Carlo methodology for the approximation of multi-dimensional integrals, and we investigate their accuracy when the functions belong to a reproducing-kernel space. A kernel typically…

Analysis of PDEs · Mathematics 2020-08-26 Philippe G. LeFloch , Jean-Marc Mercier

A key challenge in science and engineering is to design experiments to learn about some unknown quantity of interest. Classical experimental design optimally allocates the experimental budget to maximize a notion of utility (e.g., reduction…

Machine Learning · Computer Science 2022-11-10 Mojmír Mutný , Tadeusz Janik , Andreas Krause

Within the framework of complex system design, it is often necessary to solve mixed variable optimization problems, in which the objective and constraint functions can depend simultaneously on continuous and discrete variables.…

Optimization and Control · Mathematics 2020-03-10 Julien Pelamatti , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Yannick Guerin

We construct validation designs $Z_m$ aimed at estimating the integrated squared prediction error of a given design $X_n$. Our approach is based on the minimization of a maximum mean discrepancy for a particular kernel, conditional on…

Methodology · Statistics 2021-12-13 Luc Pronzato , Maria-João Rendas

Over the decade since deep neural networks became state of the art image classifiers there has been a tendency towards less use of max pooling: the function that takes the largest of nearby pixels in an image. Since max pooling featured…

Machine Learning · Computer Science 2022-03-03 Kyle Matoba , Nikolaos Dimitriadis , François Fleuret

In optimal experimental design, the objective is to select a limited set of experiments that maximizes information about unknown model parameters based on factor levels. This work addresses the generalized D-optimal design problem, allowing…

Data Structures and Algorithms · Computer Science 2024-11-05 Aditya Pillai , Gabriel Ponte , Marcia Fampa , Jon Lee , and Mohit Singh , Weijun Xie

Suppose an online platform wants to compare a treatment and control policy, e.g., two different matching algorithms in a ridesharing system, or two different inventory management algorithms in an online retail site. Standard randomized…

Methodology · Statistics 2022-12-27 Peter Glynn , Ramesh Johari , Mohammad Rasouli

Matching mechanisms play a central role in operations management across diverse fields including education, healthcare, and online platforms. However, experimentally comparing a new matching algorithm against a status quo presents some…

Methodology · Statistics 2026-01-30 Chonghuan Wang

Designs of experiments for multivariate case are reviewed. Fast algorithm of construction of good Latin hypercube designs is developed.

Methodology · Statistics 2009-07-13 Andrey Pepelyshev

We describe two quantum algorithms to approximate the mean value of a black-box function. The first algorithm is novel and asymptotically optimal while the second is a variation on an earlier algorithm due to Aharonov. Both algorithms have…

Quantum Physics · Physics 2011-06-22 Gilles Brassard , Frederic Dupuis , Sebastien Gambs , Alain Tapp

In the paper, the global optimization problem of a multidimensional "black-box" function satisfying the Lipschitz condition over a hyperinterval with an unknown Lipschitz constant is considered. A new efficient algorithm for solving this…

Optimization and Control · Mathematics 2015-03-19 Yaroslav D. Sergeyev , Dmitri E. Kvasov

We describe an algorithm that allows one to find dense packing configurations of a number of congruent disks in arbitrary domains in two or more dimensions. We have applied it to a large class of two dimensional domains such as rectangles,…

Computational Geometry · Computer Science 2023-09-01 Paolo Amore , Damian de la Cruz , Valeria Hernandez , Ian Rincon , Ulises Zarate

This paper studies the statistical complexity of kernel hyperparameter tuning in the setting of active regression under adversarial noise. We consider the problem of finding the best interpolant from a class of kernels with unknown…

Machine Learning · Computer Science 2020-06-16 Raphael A. Meyer , Christopher Musco

Simulation models, in particular agent-based models, are gaining popularity in economics. The considerable flexibility they offer, as well as their capacity to reproduce a variety of empirically observed behaviours of complex systems, give…

Econometrics · Economics 2024-02-20 Joel Dyer , Patrick Cannon , J. Doyne Farmer , Sebastian Schmon
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