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In this paper, we consider an approach to the parallelizing of the algorithms realizing the modified probability changigng method with adaptation and partial rollback procedure for constrained pseudo-Boolean optimization problems. Existing…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-03 Lev Kazakovtsev

Chance constrained program is computationally intractable due to the existence of chance constraints, which are randomly disturbed and should be satisfied with a probability. This paper proposes a two-layer randomized algorithm to address…

Optimization and Control · Mathematics 2019-11-11 Xun Shen , Jiancang Zhuang , Xingguo Zhang

Anytime search algorithms are useful for planning problems where a solution is desired under a limited time budget. Anytime algorithms first aim to provide a feasible solution quickly and then attempt to improve it until the time budget…

Artificial Intelligence · Computer Science 2023-05-09 Hanlan Yang , Shohin Mukherjee , Maxim Likhachev

The goal of ranking and selection (R&S) procedures is to identify the best stochastic system from among a finite set of competing alternatives. Such procedures require constructing estimates of each system's performance, which can be…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-17 Eric C. Ni , Dragos F. Ciocan , Shane G. Henderson , Susan R. Hunter

Generalization, i.e., the ability of solving problem instances that are not available during the system design and development phase, is a critical goal for intelligent systems. A typical way to achieve good generalization is to learn a…

Neural and Evolutionary Computing · Computer Science 2021-02-24 Ke Tang , Shengcai Liu , Peng Yang , Xin Yao

We consider learning problems over training sets in which both, the number of training examples and the dimension of the feature vectors, are large. To solve these problems we propose the random parallel stochastic algorithm (RAPSA). We…

Machine Learning · Computer Science 2016-06-17 Aryan Mokhtari , Alec Koppel , Alejandro Ribeiro

Parallel search algorithms harness the multithreading capability of modern processors to achieve faster planning. One such algorithm is PA*SE (Parallel A* for Slow Expansions), which parallelizes state expansions to achieve faster planning…

Robotics · Computer Science 2023-01-11 Shohin Mukherjee , Sandip Aine , Maxim Likhachev

Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…

Numerical Analysis · Mathematics 2017-01-04 Bogdan Opanchuk , Simon Kiesewetter , Peter D. Drummond

The growth in the use of computationally intensive statistical procedures, especially with Big Data, has necessitated the usage of parallel computation on diverse platforms such as multicore, GPU, clusters and clouds. However, slowdown due…

Computation · Statistics 2014-09-23 Norman Matloff

In scheduling problems, deterministic task durations are often assumed. This usually does not capture reality and may lead to schedules that are not robust to (small) changes to these task lengths. The use of stochastic task durations…

Optimization and Control · Mathematics 2026-05-25 Philip de Bruin , Bram Elderhorst , Marjan van den Akker , Han Hoogeveen

We consider learning problems over training sets in which both, the number of training examples and the dimension of the feature vectors, are large. To solve these problems we propose the random parallel stochastic algorithm (RAPSA). We…

Machine Learning · Computer Science 2016-03-23 Aryan Mokhtari , Alec Koppel , Alejandro Ribeiro

In this paper, we propose a new framework for designing fast parallel algorithms for fundamental statistical subset selection tasks that include feature selection and experimental design. Such tasks are known to be weakly submodular and are…

Machine Learning · Computer Science 2021-04-02 Sharon Qian , Yaron Singer

Many of the artificial intelligence techniques developed to date rely on heuristic search through large spaces. Unfortunately, the size of these spaces and the corresponding computational effort reduce the applicability of otherwise novel…

Artificial Intelligence · Computer Science 2011-05-30 D. J. Cook , R. C. Varnell

Machine learning models, and deep neural networks in particular, are increasingly deployed in risk-sensitive domains such as healthcare, environmental forecasting, and finance, where reliable quantification of predictive uncertainty is…

Machine Learning · Computer Science 2026-04-07 Asena Karolin Özdemir , Lars H. Heyen , Arvid Weyrauch , Achim Streit , Markus Götz , Charlotte Debus

We develop parallel predictive entropy search (PPES), a novel algorithm for Bayesian optimization of expensive black-box objective functions. At each iteration, PPES aims to select a batch of points which will maximize the information gain…

Machine Learning · Computer Science 2015-11-24 Amar Shah , Zoubin Ghahramani

In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…

Information Theory · Computer Science 2019-10-23 Naeimeh Omidvar , An Liu , Vincent Lau , Danny H. K. Tsang , Mohammad Reza Pakravan

Stochastic computer simulations enable users to gain new insights into complex physical systems. Optimization is a common problem in this context: users seek to find model inputs that maximize the expected value of an objective function.…

Optimization and Control · Mathematics 2018-09-13 Atiye Alaeddini , Daniel J. Klein

To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a…

Optimization and Control · Mathematics 2019-12-17 Sebastian Götschel , Michael L. Minion

In this paper we develop optimal algorithms in the binary-forking model for a variety of fundamental problems, including sorting, semisorting, list ranking, tree contraction, range minima, and ordered set union, intersection and difference.…

Data Structures and Algorithms · Computer Science 2020-06-26 Guy E. Blelloch , Jeremy T. Fineman , Yan Gu , Yihan Sun

Optimistic parallelization is a promising approach for the parallelization of irregular algorithms: potentially interfering tasks are launched dynamically, and the runtime system detects conflicts between concurrent activities, aborting and…

Programming Languages · Computer Science 2012-06-28 Francesco Versaci , Keshav Pingali
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