Related papers: A global optimization algorithm for sparse mixed m…
A new strategy for global geometry optimization of clusters is presented. Important features are a restriction of search space to favorable nearest-neighbor distance ranges, a suitable cluster growth representation with diminished…
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…
We consider the problem of global optimization with noisy zeroth order oracles - a well-motivated problem useful for various applications ranging from hyper-parameter tuning for deep learning to new material design. Existing work relies on…
Bayesian optimization relies on iteratively constructing and optimizing an acquisition function. The latter turns out to be a challenging, non-convex optimization problem itself. Despite the relative importance of this step, most algorithms…
Running machine learning algorithms on large and rapidly growing volumes of data is often computationally expensive, one common trick to reduce the size of a data set, and thus reduce the computational cost of machine learning algorithms,…
For obtaining optimal first-order convergence guarantee for stochastic optimization, it is necessary to use a recurrent data sampling algorithm that samples every data point with sufficient frequency. Most commonly used data sampling…
Genetic fitness optimization using small populations or small population updates across generations generally suffers from randomly diverging evolutions. We propose a notion of highly probable fitness optimization through feasible…
Cutting planes are crucial for the performance of branch-and-cut algorithms for solving mixed-integer programming (MIP) problems, and linear row aggregation has been successfully applied to better leverage the potential of several major…
This paper is concerned with a recently developed paradigm for population-based optimization, termed particle filter optimization (PFO). This paradigm is attractive in terms of coherence in theory and easiness in mathematical analysis and…
Distributed optimization is fundamental to modern machine learning applications like federated learning, but existing methods often struggle with ill-conditioned problems and face stability-versus-speed tradeoffs. We introduce fractional…
With the recent success of representation learning methods, which includes deep learning as a special case, there has been considerable interest in developing representation learning techniques that can incorporate known physical…
Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known…
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…
This paper introduces a new global optimization algorithm for solving the generalized linear multiplicative problem (GLMP). The algorithm starts by introducing $\bar{p}$ new variables and applying a logarithmic transformation to convert the…
We present a multi-objective evolutionary optimization algorithm that uses Gaussian process (GP) regression-based models to select trial solutions in a multi-generation iterative procedure. In each generation, a surrogate model is…
Greedy optimization methods such as Matching Pursuit (MP) and Frank-Wolfe (FW) algorithms regained popularity in recent years due to their simplicity, effectiveness and theoretical guarantees. MP and FW address optimization over the linear…
Resource allocation problems in many computer systems can be formulated as mathematical optimization problems. However, finding exact solutions to these problems using off-the-shelf solvers is often intractable for large problem sizes with…
This paper presents a novel partially distributed outer approximation algorithm, named PaDOA, for solving a class of structured mixed integer convex programming (MICP) problems to global optimality. The proposed scheme uses an iterative…
In this paper, we tested several sparse optimization algorithms based on the public dataset of the DREAM5 Gene Regulatory Network Inference Challenge. And we find that introducing 20% of the regulatory network as a priori known data can…
In this paper we enhance Generalized Self-Adapting Particle Swarm Optimization algorithm (GAPSO), initially introduced at the Parallel Problem Solving from Nature 2018 conference, and to investigate its properties. The research on GAPSO is…