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In this paper a novel stochastic optimization and extremum seeking algorithm is presented, one which is based on time-delayed random perturbations and step size adaptation. For the case of a one-dimensional quadratic unconstrained…

Optimization and Control · Mathematics 2024-10-29 Naum Dimitrieski , Michael Reyer , Mohamed-Ali Belabbas , Christian Ebenbauer

First passage time (FPT) theory is often used to estimate timescales in cellular and molecular biology. While the overwhelming majority of studies have focused on the time it takes a given single Brownian searcher to reach a target,…

Quantitative Methods · Quantitative Biology 2020-03-13 Sean D. Lawley , Jacob B. Madrid

The assessment of a job's Quality of Service (QoS) often revolves around its flow time, also referred to as response time. This study delves into two fundamental objectives for scheduling jobs: the average flow time and the maximum flow…

Data Structures and Algorithms · Computer Science 2025-05-02 Tung-Wei Kuo

Swarm intelligence effectively optimizes complex systems across fields like engineering and healthcare, yet algorithm solutions often suffer from low reliability due to unclear configurations and hyperparameters. This study analyzes…

Machine Learning · Computer Science 2025-08-13 Nitin Gupta , Indu Bala , Bapi Dutta , Luis Martínez , Anupam Yadav

Many machine learning and optimization algorithms are built upon the framework of stochastic approximation (SA), for which the selection of step-size (or learning rate) $\{\alpha_n\}$ is crucial for success. An essential condition for…

Statistics Theory · Mathematics 2025-08-05 Caio Kalil Lauand , Sean Meyn

Anticipating the low energy arrangements of atoms in space is an indispensable scientific task. Modern stochastic approaches to searching for these configurations depend on the optimisation of structures to nearby local minima in the energy…

Materials Science · Physics 2019-02-07 Chris J. Pickard

We introduce a new online algorithm for expected log-likelihood maximization in situations where the objective function is multi-modal and/or has saddle points, that we term G-PFSO. The key element underpinning G-PFSO is a probability…

Machine Learning · Statistics 2022-07-07 Mathieu Gerber , Randal Douc

Gravitational Search Algorithm (GSA) and Particle Swarm Optimization (PSO) are nature-inspired, swarm-based optimization algorithms respectively. Though they have been widely used for single-objective optimization since their inception,…

Neural and Evolutionary Computing · Computer Science 2020-09-01 Devroop Kar , Manosij Ghosh , Ritam Guha , Ram Sarkar , Laura García-Hernández , Ajith Abraham

Swarm optimization algorithms are widely used for feature selection before data mining and machine learning applications. The metaheuristic nature-inspired feature selection approaches are used for single-objective optimization tasks,…

Artificial Intelligence · Computer Science 2021-07-30 Hritam Basak , Mayukhmali Das , Susmita Modak

In this work, the Particle Swarm Optimization (PSO) algorithm has been used to train various Variational Quantum Circuits (VQCs). This approach is motivated by the fact that commonly used gradient-based optimization methods can suffer from…

Quantum Physics · Physics 2025-09-22 Marco Mordacci , Michele Amoretti

This paper discusses how particle swarm optimization (PSO) can be used to generate quantum circuits to solve an instance of the MaxOne problem. It then analyzes previous studies on evolutionary algorithms for circuit synthesis. With a brief…

Neural and Evolutionary Computing · Computer Science 2025-07-08 Mirza Hizriyan Nubli Hidayat , Tan Chye Cheah

As one of Bayesian analysis tools, Hidden Markov Model (HMM) has been used to in extensive applications. Most HMMs are solved by Baum-Welch algorithm (BWHMM) to predict the model parameters, which is difficult to find global optimal…

Machine Learning · Statistics 2018-11-09 L. Chang , Yacine Ouzrout , Antoine Nongaillard , Abdelaziz Bouras

Particle Swarm Optimization (PSO) has emerged as a powerful metaheuristic global optimization approach over the past three decades. Its appeal lies in its ability to tackle complex multidimensional problems that defy conventional…

Neural and Evolutionary Computing · Computer Science 2023-12-18 Arun K Pujari , Sowmini Devi Veeramachaneni

The study of first-order optimization algorithms (FOA) typically starts with assumptions on the objective functions, most commonly smoothness and strong convexity. These metrics are used to tune the hyperparameters of FOA. We introduce a…

Machine Learning · Computer Science 2024-05-30 Charles Guille-Escuret , Baptiste Goujaud , Manuela Girotti , Ioannis Mitliagkas

For obtaining optimal first-order convergence guarantee for stochastic optimization, it is necessary to use a recurrent data sampling algorithm that samples every data point with sufficient frequency. Most commonly used data sampling…

Optimization and Control · Mathematics 2024-07-23 William G. Powell , Hanbaek Lyu

Evolutionary computation (EC) algorithms, such as discrete and multi-objective versions of particle swarm optimization (PSO), have been applied to solve the Feature selection (FS) problem, tackling the combinatorial explosion of search…

Neural and Evolutionary Computing · Computer Science 2019-01-28 Hassen Dhrif , Luis G. Sanchez Giraldo , Miroslav Kubat , Stefan Wuchty

Biological events are often initiated when a random "searcher" finds a "target," which is called a first passage time (FPT). In some biological systems involving multiple searchers, an important timescale is the time it takes the slowest…

Biological Physics · Physics 2023-04-19 Sean D Lawley , Joshua Johnson

We study the problem of global maximization of a function f given a finite number of evaluations perturbed by noise. We consider a very weak assumption on the function, namely that it is locally smooth (in some precise sense) with respect…

Machine Learning · Computer Science 2026-04-28 Michal Valko , Alexandra Carpentier , Rémi Munos

Addressing the issue of SVMs parameters optimization, this study proposes an efficient memetic algorithm based on Particle Swarm Optimization algorithm (PSO) and Pattern Search (PS). In the proposed memetic algorithm, PSO is responsible for…

Machine Learning · Computer Science 2014-01-10 Yukun Bao , Zhongyi Hu , Tao Xiong

We consider the stochastic geometry model where the location of each node is a random point in a given metric space, or the existence of each node is uncertain. We study the problems of computing the expected lengths of several…

Data Structures and Algorithms · Computer Science 2015-02-18 Lingxiao Huang , Jian Li