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We develop a new randomized iterative algorithm---stochastic dual ascent (SDA)---for finding the projection of a given vector onto the solution space of a linear system. The method is dual in nature: with the dual being a non-strongly…

Numerical Analysis · Mathematics 2016-01-29 Robert Mansel Gower , Peter Richtarik

Although linear and quadratic discriminant analysis are widely recognized classical methods, they can encounter significant challenges when dealing with non-Gaussian distributions or contaminated datasets. This is primarily due to their…

Machine Learning · Statistics 2023-11-14 Pierre Houdouin , Matthieu Jonckheere , Frederic Pascal

This article proposes a distributed multi-task learning (MTL) algorithm based on supervised principal component analysis (SPCA) which is: (i) theoretically optimal for Gaussian mixtures, (ii) computationally cheap and scalable. Supporting…

Machine Learning · Computer Science 2021-10-12 Sami Fakhry , Romain Couillet , Malik Tiomoko

We show how the expectation-maximization (EM) algorithm can be applied exactly for the fitting of mixtures of general multivariate skew t (MST) distributions, eliminating the need for computationally expensive Monte Carlo estimation. Finite…

Methodology · Statistics 2012-09-06 S. X. Lee , G. J. McLachlan

The majority of research on estimation-of-distribution algorithms (EDAs) concentrates on pseudo-Boolean optimization and permutation problems, leaving the domain of EDAs for problems in which the decision variables can take more than two…

Neural and Evolutionary Computing · Computer Science 2024-05-21 Firas Ben Jedidia , Benjamin Doerr , Martin S. Krejca

Evolutionary algorithms (EAs) are general-purpose problem solvers that usually perform an unbiased search. This is reasonable and desirable in a black-box scenario. For combinatorial optimization problems, often more knowledge about the…

Neural and Evolutionary Computing · Computer Science 2020-04-23 Vahid Roostapour , Jakob Bossek , Frank Neumann

With the increasing practicality of deep learning applications, practitioners are inevitably faced with datasets corrupted by noise from various sources such as measurement errors, mislabeling, and estimated surrogate inputs/outputs that…

Machine Learning · Computer Science 2023-08-30 Wendyam Eric Lionel Ilboudo , Taisuke Kobayashi , Takamitsu Matsubara

The population-based optimization algorithms have provided promising results in feature selection problems. However, the main challenges are high time complexity. Moreover, the interaction between features is another big challenge in FS…

Neural and Evolutionary Computing · Computer Science 2021-10-26 Motahare Namakin , Modjtaba Rouhani , Mostafa Sabzekar

The class of $\alpha$-stable distributions with a wide range of applications in economics, telecommunications, biology, applied, and theoretical physics. This is due to the fact that it possesses both the skewness and heavy tails. Since…

Statistics Theory · Mathematics 2018-11-13 Mahdi Teimouri

A new adopted evolutionary algorithm is presented in this paper to solve the non-smooth, non-convex and non-linear multi-area economic dispatch (MAED). MAED includes some areas which contains its own power generation and loads. By…

Other Computer Science · Computer Science 2018-06-18 Mina Yazdandoost , Peyman Khazaei , Salar Saadatian , Rahim Kamali

Optimizing over the stationary distribution of stochastic differential equations (SDEs) is computationally challenging. A new forward propagation algorithm has been recently proposed for the online optimization of SDEs. The algorithm solves…

Probability · Mathematics 2022-07-12 Ziheng Wang , Justin Sirignano

We study nonparametric estimation of the distribution function (DF) of a continuous random variable based on a ranked set sampling design using the exponentially tilted (ET) empirical likelihood method. We propose ET estimators of the DF…

Computation · Statistics 2015-06-23 Saeid Amiri , Mohammad Jafari Jozani , Reza Modarres

Embeddings in machine learning are low-dimensional representations of complex input patterns, with the property that simple geometric operations like Euclidean distances and dot products can be used for classification and comparison tasks.…

Machine Learning · Statistics 2018-02-28 Niko Brummer , Anna Silnova , Lukas Burget , Themos Stafylakis

Estimation of distribution algorithms (EDAs) provide a distribution - based approach for optimization which adapts its probability distribution during the run of the algorithm. We contribute to the theoretical understanding of EDAs and…

Neural and Evolutionary Computing · Computer Science 2022-11-28 Tobias Friedrich , Timo Kötzing , Frank Neumann , Aishwarya Radhakrishnan

The adoption of probabilistic models for the best individuals found so far is a powerful approach for evolutionary computation. Increasingly more complex models have been used by estimation of distribution algorithms (EDAs), which often…

Neural and Evolutionary Computing · Computer Science 2007-10-16 Leonardo Emmendorfer , Aurora Pozo

Transfer learning has achieved promising results by leveraging knowledge from the source domain to annotate the target domain which has few or none labels. Existing methods often seek to minimize the distribution divergence between domains,…

Machine Learning · Computer Science 2018-07-03 Jindong Wang , Yiqiang Chen , Shuji Hao , Wenjie Feng , Zhiqi Shen

We study the empirical measure of the output of the t-distributed stochastic neighbour embedding algorithm when the initial data is given by n independent, identically distributed inputs. We prove that under certain assumptions on the…

Probability · Mathematics 2023-04-18 Antonio Auffinger , Daniel Fletcher

Gaussian process priors are commonly used in aerospace design for performing Bayesian optimization. Nonetheless, Gaussian processes suffer two significant drawbacks: outliers are a priori assumed unlikely, and the posterior variance…

Machine Learning · Statistics 2018-01-19 Brendan D. Tracey , David H. Wolpert

This paper studies the distributed optimization problem under the influence of heavy-tailed gradient noises. Here, a heavy-tailed noise means that the noise does not necessarily satisfy the bounded variance assumption. Instead, it satisfies…

Optimization and Control · Mathematics 2025-05-12 Chao Sun , Huiming Zhang , Bo Chen , Li Yu

Efficiently and reliably estimating uncertainty is an important objective in deep learning. It is especially pertinent to autoregressive sequence tasks, where training and inference costs are typically very high. However, existing research…

Machine Learning · Computer Science 2023-05-18 Yassir Fathullah , Guoxuan Xia , Mark Gales