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Particle swam optimization (PSO) is a popular stochastic optimization method that has found wide applications in diverse fields. However, PSO suffers from high computational complexity and slow convergence speed. High computational…

Neural and Evolutionary Computing · Computer Science 2014-01-06 Muhammad Saqib Sohail , Muhammad Omer Bin Saeed , Syed Zeeshan Rizvi , Mobien Shoaib , Asrar Ul Haq Sheikh

This paper presents a particle swarm optimizer for production of endurance time excitation functions. These excitations are intensifying acceleration time histories that are used as input motions in endurance time method. The accuracy of…

Signal Processing · Electrical Eng. & Systems 2019-11-01 Mohammadreza Mashayekhi , Mojtaba Harati , Homayoon E. Estekanchi

Deep learning has been successfully applied in several fields such as machine translation, manufacturing, and pattern recognition. However, successful application of deep learning depends upon appropriately setting its parameters to achieve…

Neural and Evolutionary Computing · Computer Science 2017-11-29 Basheer Qolomany , Majdi Maabreh , Ala Al-Fuqaha , Ajay Gupta , Driss Benhaddou

A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic…

Computational Finance · Quantitative Finance 2019-01-23 Zhiyi Shen , Chengguo Weng

This study proposes a method for estimating the mechanical parameters of vehicles and bridges and the road unevenness, using only vehicle vibration and position data. In the proposed method, vehicle input and bridge vibration are estimated…

Signal Processing · Electrical Eng. & Systems 2022-01-21 Kyosuke Yamamoto , Kakeru Murakami , Ryota Shin , Yukihiko Okada

We develop a first-order (pseudo-)gradient approach for optimizing functions over the stationary distribution of discrete-time Markov chains (DTMC). We give insights into why solving this optimization problem is challenging and show how…

Optimization and Control · Mathematics 2024-07-23 Nanne A. Dieleman , Joost Berkhout , Bernd Heidergott

Planning in stochastic and partially observable environments is a central issue in artificial intelligence. One commonly used technique for solving such a problem is by constructing an accurate model firstly. Although some recent approaches…

Artificial Intelligence · Computer Science 2019-04-08 Yunlong Liu , Jianyang Zheng

Particle Swarm Optimization (PSO) frequently suffers from premature convergence. This paper introduces a family of problem-informed diversity-enhancing strategies that manipulate the swarm's social and cognitive components. These include…

Neural and Evolutionary Computing · Computer Science 2026-05-26 Piotr Urbańczyk , Aleksandra Urbańczyk

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

Being the most classical generative model for serial data, state-space models (SSM) are fundamental in AI and statistical machine learning. In SSM, any form of parameter learning or latent state inference typically involves the computation…

Machine Learning · Statistics 2024-07-04 Alessandro Mastrototaro , Jimmy Olsson

Premature convergence in particle swarm optimization (PSO) algorithm usually leads to gaining local optimum and preventing from surveying those regions of solution space which have optimal points in. In this paper, by applying special…

Neural and Evolutionary Computing · Computer Science 2018-07-03 Anvar Bahrampour , Omid Mohamad Nezami

Feature selection is the process of identifying statistically most relevant features to improve the predictive capabilities of the classifiers. To find the best features subsets, the population based approaches like Particle Swarm…

Neural and Evolutionary Computing · Computer Science 2018-06-28 Naresh Mallenahalli , T. Hitendra Sarma

Business optimization is becoming increasingly important because all business activities aim to maximize the profit and performance of products and services, under limited resources and appropriate constraints. Recent developments in…

Optimization and Control · Mathematics 2012-03-30 Xin-She Yang , Suash Deb , Simon Fong

This paper investigates methods for estimating the optimal stochastic control policy for a Markov Decision Process with unknown transition dynamics and an unknown reward function. This form of model-free reinforcement learning comprises…

Machine Learning · Computer Science 2019-12-06 Brandon Trabucco , Albert Qu , Simon Li , Ganeshkumar Ashokavardhanan

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

In this report, a novel variation of Particle Swarm Optimization (PSO) algorithm, called Multiagent Coordination Optimization (MCO), is implemented in a parallel computing way for practical use by introducing MATLAB built-in function…

Optimization and Control · Mathematics 2014-12-02 Qing Hui , Haopeng Zhang

Sequential Monte Carlo (SMC), also known as particle filters, has been widely accepted as a powerful computational tool for making inference with dynamical systems. A key step in SMC is resampling, which plays the role of steering the…

Methodology · Statistics 2020-12-08 Yichao Li , Wenshuo Wang , Ke Deng , Jun S Liu

In simulation-based inferences for partially observed Markov process models (POMP), the by-product of the Monte Carlo filtering is an approximation of the log likelihood function. Recently, iterated filtering [14, 13] has originally been…

Methodology · Statistics 2018-02-26 Dao Nguyen

Swarm based optimization algorithms have demonstrated remarkable success in solving complex optimization problems. However, their widespread adoption remains sceptical due to limited transparency in how different algorithmic components…

Neural and Evolutionary Computing · Computer Science 2026-04-01 Nitin Gupta , Bapi Dutta , Anupam Yadav

This paper derives, under minimal modelling assumptions, a simple to use theorem for obtaining both order-$1$ and order-$2$ stability criteria for a common class of particle swarm optimization (PSO) variants. Specifically, PSO variants that…

Neural and Evolutionary Computing · Computer Science 2020-04-02 Christopher W Cleghorn , Belinda Stapelberg
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