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This paper studies quantum annealing (QA) for clustering, which can be seen as an extension of simulated annealing (SA). We derive a QA algorithm for clustering and propose an annealing schedule, which is crucial in practice. Experiments…
We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…
We developed a new quantum annealing (QA) algorithm for Dirichlet process mixture (DPM) models based on the Chinese restaurant process (CRP). QA is a parallelized extension of simulated annealing (SA), i.e., it is a parallel stochastic…
The Metropolis process (MP) and Simulated Annealing (SA) are stochastic local search heuristics that are often used in solving combinatorial optimization problems. Despite significant interest, there are very few theoretical results…
As one of the most robust global optimization methods, simulated annealing has received considerable attention, with many variations that attempt to improve the cooling schedule. This paper introduces a variant of simulated annealing that…
We consider stochastic optimization problems which use observed data to estimate essential characteristics of the random quantities involved. Sample average approximation (SAA) or empirical (plug-in) estimation are very popular ways to use…
A large class of optimisation problems can be mapped to the Ising model where all details are encoded in the coupling of spins. The task of the original mathematical optimisation is then equivalent to finding the ground state of the…
We demonstrate that the performance of a quantum annealer on hard random Ising optimization problems can be substantially improved using quantum annealing correction (QAC). Our error correction strategy is tailored to the D-Wave Two device.…
We propose a new metaheuristic training scheme that combines Stochastic Gradient Descent (SGD) and Discrete Optimization in an unconventional way. Our idea is to define a discrete neighborhood of the current SGD point containing a number of…
We propose a novel method for reducing the number of variables in quadratic unconstrained binary optimization problems, using a quantum annealer (or any sampler) to fix the value of a large portion of the variables to values that have a…
This article critically investigates the limitations of the simulated annealing algorithm using probabilistic bits (pSA) in solving large-scale combinatorial optimization problems. The study begins with an in-depth analysis of the pSA…
Motivated by applications in reinforcement learning (RL), we study a nonlinear stochastic approximation (SA) algorithm under Markovian noise, and establish its finite-sample convergence bounds under various stepsizes. Specifically, we show…
We propose a new method for solving binary optimization problems under inequality constraints using a quantum annealer. To deal with inequality constraints, we often use slack variables, as in previous approaches. When we use slack…
Many machine learning and optimization algorithms can be cast as instances of stochastic approximation (SA). The convergence rate of these algorithms is known to be slow, with the optimal mean squared error (MSE) of order $O(n^{-1})$. In…
We evaluate the application of quantum annealing (QA) to a real-world combinatorial optimisation problem-room scheduling for sports camps at the Australian Institute of Sport-using both classical and quantum approaches. Due to current…
Linear regression is a data analysis technique, which is categorized as supervised learning. By utilizing known data, we can predict unknown data. Recently, researchers have explored the use of quantum annealing (QA) to perform linear…
Although many efficient heuristics have been developed to solve binary optimization problems, these typically produce correlated solutions for degenerate problems. Most notably, transverse-field quantum annealing - the heuristic employed in…
The modified Method of Successive Approximations (MSA) is an iterative scheme for approximating solutions to stochastic control problems in continuous time based on Pontryagin Optimality Principle which, starting with an initial open loop…
Traditionally, stochastic approximation schemes for SVIs have relied on strong monotonicity and Lipschitzian properties of the underlying map. In contrast, we consider monotone stochastic variational inequality (SVI) problems where the…
We present the parallel and interacting stochastic approximation annealing (PISAA) algorithm, a stochastic simulation procedure for global optimisation, that extends and improves the stochastic approximation annealing (SAA) by using…