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Solving complex real problems often demands advanced algorithms, and then continuous improvements in the internal operations of a search technique are needed. Hybrid algorithms, parallel techniques, theoretical advances, and much more are…

Neural and Evolutionary Computing · Computer Science 2025-08-12 Tomohiro Harada , Enrique Alba , Gabriel Luque

As human-robot interaction (HRI) systems advance, so does the difficulty of evaluating and understanding the strengths and limitations of these systems in different environments and with different users. To this end, previous methods have…

The transition of the power grid requires new technologies and methodologies, which can only be developed and tested in simulations. Especially larger simulation setups with many levels of detail can become quite slow. Therefore, the number…

Signal Processing · Electrical Eng. & Systems 2020-06-23 Stephan Balduin , Tom Westermann , Erika Puiutta

This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are available. A tried and tested technique is to build surrogates of the objective and the…

Optimization and Control · Mathematics 2022-08-18 Charles Audet , Sébastien Le Digabel , Renaud Saltet

Gradient-free optimization methods, such as surrogate based optimization (SBO) methods, and genetic (GAs), or evolutionary (EAs) algorithms have gained popularity in the field of constrained optimization of expensive black-box functions.…

Optimization and Control · Mathematics 2021-07-22 Ahmed Abouhussein , Nusrat Islam , Yulia T. Peet

We develop a hyperparameter optimisation algorithm, Automated Budget Constrained Training (AutoBCT), which balances the quality of a model with the computational cost required to tune it. The relationship between hyperparameters, model…

Machine Learning · Statistics 2024-02-06 Lukas Cironis , Jan Palczewski , Georgios Aivaliotis

Automatically searching for optimal hyperparameter configurations is of crucial importance for applying deep learning algorithms in practice. Recently, Bayesian optimization has been proposed for optimizing hyperparameters of various…

Artificial Intelligence · Computer Science 2017-01-24 Ilija Ilievski , Taimoor Akhtar , Jiashi Feng , Christine Annette Shoemaker

Problem decomposition plays a vital role when applying cooperative coevolution (CC) to large scale global optimization problems. However, most learning-based decomposition algorithms either only apply to additively separable problems or…

Neural and Evolutionary Computing · Computer Science 2021-01-20 An Chen , Zhigang Ren , Muyi Wang , Yongsheng Liang , Hanqing Liu , Wenhao Du

We investigate optimal order execution problems in discrete time with instantaneous price impact and stochastic resilience. First, in the setting of linear transient price impact we derive a closed-form recursion for the optimal strategy,…

Trading and Market Microstructure · Quantitative Finance 2023-10-31 Tao Chen , Mike Ludkovski , Moritz Voß

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

Building a surrogate model of an objective function has shown to be effective to assist evolutionary algorithms (EAs) to solve real-world complex optimisation problems which involve either computationally expensive numerical simulations or…

Neural and Evolutionary Computing · Computer Science 2020-02-11 Xiaoran Ruan , Ke Li , Bilel Derbel , Arnaud Liefooghe

Zero-shot hyperparameter optimization (HPO) is a simple yet effective use of transfer learning for constructing a small list of hyperparameter (HP) configurations that complement each other. That is to say, for any given dataset, at least…

Machine Learning · Statistics 2020-07-28 Fela Winkelmolen , Nikita Ivkin , H. Furkan Bozkurt , Zohar Karnin

Variational quantum algorithms are a leading candidate for early applications on noisy intermediate-scale quantum computers. These algorithms depend on a classical optimization outer-loop that minimizes some function of a parameterized…

Constrained optimization of high-dimensional numerical problems plays an important role in many scientific and industrial applications. Function evaluations in many industrial applications are severely limited and no analytical information…

Optimization and Control · Mathematics 2016-01-01 Samineh Bagheri , Wolfgang Konen , Michael Emmerich , Thomas Bäck

Creating artificial intelligence (AI) systems capable of demonstrating lifelong learning is a fundamental challenge, and many approaches and metrics have been proposed to analyze algorithmic properties. However, for existing lifelong…

Machine Learning · Computer Science 2022-08-01 Corban Rivera , Chace Ashcraft , Alexander New , James Schmidt , Gautam Vallabha

We introduce CODES, a benchmark for comprehensive evaluation of surrogate architectures for coupled ODE systems. Besides standard metrics like mean squared error (MSE) and inference time, CODES provides insights into surrogate behaviour…

Machine Learning · Computer Science 2024-11-21 Robin Janssen , Immanuel Sulzer , Tobias Buck

The area under the ROC curve (AUC) is a widely used performance measure in machine learning. Increasingly, however, in several applications, ranging from ranking to biometric screening to medicine, performance is measured not in terms of…

Machine Learning · Computer Science 2016-11-29 Harikrishna Narasimhan , Shivani Agarwal

The performance of many algorithms in the fields of hard combinatorial problem solving, machine learning or AI in general depends on tuned hyperparameter configurations. Automated methods have been proposed to alleviate users from the…

Machine Learning · Computer Science 2019-08-23 André Biedenkapp , H. Furkan Bozkurt , Frank Hutter , Marius Lindauer

Offline optimization is an emerging problem in many experimental engineering domains including protein, drug or aircraft design, where online experimentation to collect evaluation data is too expensive or dangerous. To avoid that, one has…

Machine Learning · Computer Science 2024-05-10 Yassine Chemingui , Aryan Deshwal , Trong Nghia Hoang , Janardhan Rao Doppa

In this manuscript, we research on the behaviors of surrogates for the rank function on different image processing problems and their optimization algorithms. We first propose a novel nonconvex rank surrogate on the general rank…

Machine Learning · Computer Science 2024-09-23 Cho-Ying Wu , Jian-Jiun Ding
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