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Related papers: Issues in designing hybrid algorithms

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Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…

Machine Learning · Statistics 2014-03-25 Michael A. Gelbart , Jasper Snoek , Ryan P. Adams

Optimization problems characterized by both discrete and continuous variables are common across various disciplines, presenting unique challenges due to their complex solution landscapes and the difficulty of navigating mixed-variable…

Optimization and Control · Mathematics 2024-06-03 Haoyan Zhai , Qianli Hu , Jiangning Chen

This paper examines the use of a hierarchical coevolutionary genetic algorithm under different partnering strategies. Cascading clusters of sub-populations are built from the bottom up, with higher-level sub-populations optimising larger…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Uwe Aickelin , Larry Bull

The efficiency of Hamiltonian Monte Carlo (HMC) can suffer when sampling a distribution with a wide range of length scales, because the small step sizes needed for stability in high-curvature regions are inefficient elsewhere. To address…

Machine Learning · Statistics 2023-11-09 Chirag Modi , Alex Barnett , Bob Carpenter

Predictive algorithms are now used to help distribute a large share of our society's resources and sanctions, such as healthcare, loans, criminal detentions, and tax audits. Under the right circumstances, these algorithms can improve the…

Machine Learning · Computer Science 2023-02-21 Alex Chohlas-Wood , Madison Coots , Sharad Goel , Julian Nyarko

Rich data generating mechanisms are ubiquitous in this age of information and require complex statistical models to draw meaningful inference. While Bayesian analysis has seen enormous development in the last 30 years, benefitting from the…

Computation · Statistics 2022-10-20 Radu V. Craiu , Evgeny Levi

Langevin algorithms are popular Markov chain Monte Carlo methods that are often used to solve high-dimensional large-scale sampling problems in machine learning. The most classical Langevin Monte Carlo algorithm is based on the overdamped…

Probability · Mathematics 2026-05-21 Nian Yao , Pervez Ali , Xihua Tao , Lingjiong Zhu

Rank aggregation aims to combine the preference rankings of a number of alternatives from different voters into a single consensus ranking. As a useful model for a variety of practical applications, however, it is a computationally…

Neural and Evolutionary Computing · Computer Science 2022-01-12 Yangming Zhou , Jin-Kao Hao , Zhen Li , Fred Glover

Recommender systems use algorithms to provide users with product or service recommendations. Recently, these systems have been using machine learning algorithms from the field of artificial intelligence. However, choosing a suitable machine…

Software Engineering · Computer Science 2016-02-25 Ivens Portugal , Paulo Alencar , Donald Cowan

Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory…

Cosmology and Nongalactic Astrophysics · Physics 2020-12-01 Hector J. Hortua , Riccardo Volpi , Dimitri Marinelli , Luigi Malago

We propose an algorithm for a family of optimization problems where the objective can be decomposed as a sum of functions with monotonicity properties. The motivating problem is optimization of hyperparameters of machine learning…

Machine Learning · Computer Science 2018-02-20 Wenyi Wang , William J. Welch

The Algorithm Selection Problem is concerned with selecting the best algorithm to solve a given problem on a case-by-case basis. It has become especially relevant in the last decade, as researchers are increasingly investigating how to…

Artificial Intelligence · Computer Science 2012-10-31 Lars Kotthoff

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…

Methodology · Statistics 2024-06-21 Luca Martino , Victor Elvira

By the growing trend of online shopping and e-commerce websites, recommendation systems have gained more importance in recent years in order to increase the sales ratios of companies. Different algorithms on recommendation systems are used…

Information Retrieval · Computer Science 2017-01-19 Gürkan Alpaslan

Statistically resolving the underlying haplotype pair for a genotype measurement is an important intermediate step in gene mapping studies, and has received much attention recently. Consequently, a variety of methods for this problem have…

Machine Learning · Computer Science 2007-10-29 Matti Kääriäinen , Niels Landwehr , Sampsa Lappalainen , Taneli Mielikäinen

Markov chain Monte Carlo is a class of algorithms for drawing Markovian samples from high-dimensional target densities to approximate the numerical integration associated with computing statistical expectation, especially in Bayesian…

Computation · Statistics 2018-03-28 Khoa T. Tran

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

Markov Chain Monte Carlo (MCMC) methods, such as the Metropolis-Hastings (MH) algorithm, are widely used for Bayesian inference. One of the most important issues for any MCMC method is the convergence of the Markov chain, which depends…

Computation · Statistics 2015-11-20 Luca Martino , Jesse Read , David Luengo

Domain experts often possess valuable physical insights that are overlooked in fully automated decision-making processes such as Bayesian optimisation. In this article we apply high-throughput (batch) Bayesian optimisation alongside…

Machine Learning · Computer Science 2023-12-06 Tom Savage , Ehecatl Antonio del Rio Chanona

Heuristic algorithms have shown a good ability to solve a variety of optimization problems. Stockpile blending problem as an important component of the mine scheduling problem is an optimization problem with continuous search space…

Neural and Evolutionary Computing · Computer Science 2021-02-11 Yue Xie , Aneta Neumann , Frank Neumann
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