Related papers: Injecting External Solutions Into CMA-ES
Surrogate assisted evolutionary algorithms (EA) are rapidly gaining popularity where applications of EA in complex real world problem domains are concerned. Although EAs are powerful global optimizers, finding optimal solution to complex…
In this study, we consider a continuous min--max optimization problem $\min_{x \in \mathbb{X} \max_{y \in \mathbb{Y}}}f(x,y)$ whose objective function is a black-box. We propose a novel approach to minimize the worst-case objective function…
Despite the state-of-the-art performance of the covariance matrix adaptation evolution strategy (CMA-ES), high-dimensional black-box optimization problems are challenging tasks. Such problems often involve a property called low effective…
In the post-Moore era, main performance gains of black-box optimizers are increasingly depending on parallelism, especially for large-scale optimization (LSO). Here we propose to parallelize the well-established covariance matrix adaptation…
Processing high-volume, streaming data is increasingly common in modern statistics and machine learning, where batch-mode algorithms are often impractical because they require repeated passes over the full dataset. This has motivated…
This paper presents a comprehensive analysis of the well-known extragradient (EG) method for solving both equations and inclusions. First, we unify and generalize EG for [non]linear equations to a wider class of algorithms, encompassing…
We introduce a new numerical method based on machine learning to approximate the solution of elliptic partial differential equations with collocation using a set of sigmoidal functions. We show that a feedforward neural network with a…
In this paper we investigate the convergence properties of a variant of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). Our study is based on the recent theoretical foundation that the pure rank-mu update CMA-ES performs the…
Many state-of-the-art automated machine learning (AutoML) systems use greedy ensemble selection (GES) by Caruana et al. (2004) to ensemble models found during model selection post hoc. Thereby, boosting predictive performance and likely…
Embedded devices are omnipresent in modern networks including the ones operating inside critical environments. However, due to their constrained nature, novel mechanisms are required to provide external, and non-intrusive anomaly detection.…
We present a new accelerated gradient-based method for solving smooth unconstrained optimization problems. The goal is to embed a heavy-ball type of momentum into the Fast Gradient Method (FGM). For this purpose, we devise a generalization…
Newton-type methods enjoy fast local convergence and strong empirical performance, but achieving global guarantees comparable to first-order methods remains challenging. Even for simple strongly convex problems, no straightforward variant…
Recently it was shown by Nesterov (2011) that techniques form convex optimization can be used to successfully accelerate simple derivative-free randomized optimization methods. The appeal of those schemes lies in their low complexity, which…
In this study, we consider simulation-based worst-case optimization problems with continuous design variables and a finite scenario set. To reduce the number of simulations required and increase the number of restarts for better local…
Completely positive factorization (CPF) is a critical task with applications in many fields. This paper proposes a novel method for the CPF. Based on the idea of exterior point iteration, an optimization model is given, which aims to…
Improved EM strategies, based on the idea of efficient data augmentation (Meng and van Dyk 1997, 1998), are presented for ML estimation of mixture proportions. The resulting algorithms inherit the simplicity, ease of implementation, and…
A customer service platform system with a core text semantic similarity (STS) task faces two urgent challenges: Firstly, one platform system needs to adapt to different domains of customers, i.e., different domains adaptation (DDA).…
The EM (Expectation-Maximization) algorithm is regarded as an MM (Majorization-Minimization) algorithm for maximum likelihood estimation of statistical models. Expanding this view, this paper demonstrates that by choosing an appropriate…
The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…
With the development of fast and massively parallel evaluations in many domains, Quality-Diversity (QD) algorithms, that already proved promising in a large range of applications, have seen their potential multiplied. However, we have yet…