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Importance sampling (IS) is a powerful Monte Carlo (MC) methodology for approximating integrals, for instance in the context of Bayesian inference. In IS, the samples are simulated from the so-called proposal distribution, and the choice of…

Machine Learning · Computer Science 2022-09-29 Ali Mousavi , Reza Monsefi , Víctor Elvira

Much recent research has been conducted in the area of Bayesian learning, particularly with regard to the optimization of hyper-parameters via Gaussian process regression. The methodologies rely chiefly on the method of maximizing the…

Machine Learning · Statistics 2014-05-13 James Brofos

In recent years, many design automation methods have been developed to routinely create approximate implementations of circuits and programs that show excellent trade-offs between the quality of output and required resources. This paper…

Neural and Evolutionary Computing · Computer Science 2021-08-17 Lukas Sekanina

Optimization algorithms are widely employed to tackle complex problems, but designing them manually is often labor-intensive and requires significant expertise. Global placement is a fundamental step in electronic design automation (EDA).…

Neural and Evolutionary Computing · Computer Science 2025-04-28 Xufeng Yao , Jiaxi Jiang , Yuxuan Zhao , Peiyu Liao , Yibo Lin , Bei Yu

Implementing Bayesian variable selection for linear Gaussian regression models for analysing high dimensional data sets is of current interest in many fields. In order to make such analysis operational, we propose a new sampling algorithm…

Computation · Statistics 2010-02-16 Leonardo Bottolo , Sylvia Richardson

Diversity plays a crucial role in evolutionary computation. While diversity has been mainly used to prevent the population of an evolutionary algorithm from premature convergence, the use of evolutionary algorithms to obtain a diverse set…

Neural and Evolutionary Computing · Computer Science 2018-02-16 Aneta Neumann , Wanru Gao , Carola Doerr , Frank Neumann , Markus Wagner

As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…

Machine Learning · Statistics 2019-12-10 Biyi Fang , Diego Klabjan

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

It has been widely recognized that the performance of a multi-agent system is highly affected by its organization. A large scale system may have billions of possible ways of organization, which makes it impractical to find an optimal choice…

Multiagent Systems · Computer Science 2014-11-25 Zhiqi Shen , Ling Yu , Han Yu

We introduce a novel approach for discriminative classification using evolutionary algorithms. We first propose an algorithm to optimize the total loss value using a modified 0-1 loss function in a one-dimensional space for classification.…

Neural and Evolutionary Computing · Computer Science 2018-04-27 Mohammad Reza Bonyadi , David C. Reutens

With this paper, we contribute to the growing research area of feature-based analysis of bio-inspired computing. In this research area, problem instances are classified according to different features of the underlying problem in terms of…

Neural and Evolutionary Computing · Computer Science 2016-02-10 Shayan Poursoltan , Frank Neumann

Variational Bayesian inference and (collapsed) Gibbs sampling are the two important classes of inference algorithms for Bayesian networks. Both have their advantages and disadvantages: collapsed Gibbs sampling is unbiased but is also…

Machine Learning · Computer Science 2012-06-18 Max Welling , Yee Whye Teh , Hilbert Kappen

Stochastic optimization finds a wide range of applications in operations research and management science. However, existing stochastic optimization techniques usually require the information of random samples (e.g., demands in the…

Optimization and Control · Mathematics 2019-04-18 Xi Chen , Qihang Lin , Zizhuo Wang

A new model for evolving Evolutionary Algorithms (EAs) is proposed in this paper. The model is based on the Multi Expression Programming (MEP) technique. Each MEP chromosome encodes an evolutionary pattern that is repeatedly used for…

Neural and Evolutionary Computing · Computer Science 2021-10-13 Mihai Oltean

Evolutionary Algorithms (EAs) are often challenging to apply in real-world settings since evolutionary computations involve a large number of evaluations of a typically expensive fitness function. For example, an evaluation could involve…

Neural and Evolutionary Computing · Computer Science 2024-04-08 Mohammed Ghaith Altarabichi , Sławomir Nowaczyk , Sepideh Pashami , Peyman Sheikholharam Mashhadi

To efficiently evaluate system reliability based on Monte Carlo simulation, importance sampling is used widely. The optimal importance sampling density was derived in 1950s for the deterministic simulation model, which maps an input to an…

Methodology · Statistics 2019-06-04 Quoc Dung Cao , Youngjun Choe

Genetic algorithms are a widely used method in chemometrics for extracting variable subsets with high prediction power. Most fitness measures used by these genetic algorithms are based on the ordinary least-squares fit of the resulting…

Computation · Statistics 2017-11-21 David Kepplinger , Peter Filzmoser , Kurt Varmuza

This paper proposes a novel evolutionary algorithm called Epistocracy which incorporates human socio-political behavior and intelligence to solve complex optimization problems. The inspiration of the Epistocracy algorithm originates from a…

Neural and Evolutionary Computing · Computer Science 2021-02-02 Seyed Ziae Mousavi Mojab , Seyedmohammad Shams , Hamid Soltanian-Zadeh , Farshad Fotouhi

At present, high-dimensional global optimization problems with time-series models have received much attention from engineering fields. Since it was proposed, Bayesian optimization has quickly become a popular and promising approach for…

Machine Learning · Computer Science 2021-08-06 Yuyang Chen , Kaiming Bi , Chih-Hang J. Wu , David Ben-Arieh , Ashesh Sinha

The Adaptive Multiple Importance Sampling (AMIS) algorithm is aimed at an optimal recycling of past simulations in an iterated importance sampling scheme. The difference with earlier adaptive importance sampling implementations like…

Computation · Statistics 2011-10-04 Jean-Marie Cornuet , Jean-Michel Marin , Antonietta Mira , Christian P. Robert