Related papers: A General Stochastic Algorithmic Framework for Min…
The stochastic simulation algorithm (SSA) is widely used to perform exact forward simulation of discrete stochastic processes in biology. However, the computational cost, driven by sequential event-by-event sampling across large ensembles,…
Bayesian Optimization (BO) is an effective method for finding the global optimum of expensive black-box functions. However, it is well known that applying BO to high-dimensional optimization problems is challenging. To address this issue, a…
Feature selection is a crucial step in machine learning, especially for high-dimensional datasets, where irrelevant and redundant features can degrade model performance and increase computational costs. This paper proposes a novel…
Multi-Objective Optimization (MOO) is very difficult for expensive functions because most current MOO methods rely on a large number of function evaluations to get an accurate solution. We address this problem with surrogate approximation…
Many expensive black-box optimisation problems are sensitive to their inputs. In these problems it makes more sense to locate a region of good designs, than a single-possibly fragile-optimal design. Expensive black-box functions can be…
Automated algorithm selection for continuous black-box optimization depends on representing problem information under limited probing and selecting solvers under heavy-tailed performance distributions. This paper proposes a geometric…
This work presents the convergence rate analysis of stochastic variants of the broad class of direct-search methods of directional type. It introduces an algorithm designed to optimize differentiable objective functions $f$ whose values can…
Bayesian optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…
Constrained second-order convex optimization algorithms are the method of choice when a high accuracy solution to a problem is needed, due to their local quadratic convergence. These algorithms require the solution of a constrained…
This paper investigates the MaxRS problem in spatial databases. Given a set O of weighted points and a rectangular region r of a given size, the goal of the MaxRS problem is to find a location of r such that the sum of the weights of all…
Stochastic approximation (SA) algorithms have been widely applied in minimization problems when the loss functions and/or the gradient information are only accessible through noisy evaluations. Stochastic gradient (SG) descent---a…
Multidimensional scaling (MDS) is a popular dimensionality reduction techniques that has been widely used for network visualization and cooperative localization. However, the traditional stress minimization formulation of MDS necessitates…
Black-box global optimization aims at minimizing an objective function whose analytical form is not known. To do so, many state-of-the-art methods rely on sampling-based strategies, where sampling distributions are built in an iterative…
Stochastic approximation techniques play an important role in solving many problems encountered in machine learning or adaptive signal processing. In these contexts, the statistics of the data are often unknown a priori or their direct…
We introduce a novel multiobjective optimization algorithm based on the conformational space annealing (CSA) algorithm, MOCSA. It has three characteristic features: (a) Dominance relationship and distance between solutions in the objective…
We introduce Self-supervised Online Reward Shaping (SORS), which aims to improve the sample efficiency of any RL algorithm in sparse-reward environments by automatically densifying rewards. The proposed framework alternates between…
Efficiently solving multi-objective optimization problems for simulation optimization of important scientific and engineering applications such as materials design is becoming an increasingly important research topic. This is due largely to…
Multiobjective simulation optimization (MOSO) problems are optimization problems with multiple conflicting objectives, where evaluation of at least one of the objectives depends on a black-box numerical code or real-world experiment, which…
Selection of perefect parameters for low-pass filters can sometimes be an expensive problem with no analytical solution or differentiability of cost function. In this paper, we introduce a new PSO-inspired algorithm, that incorporates the…
In this paper, we propose a distributed stochastic second-order proximal method that enables agents in a network to cooperatively minimize the sum of their local loss functions without any centralized coordination. The proposed algorithm,…