Related papers: A First Analysis of Kernels for Kriging-based Opti…
Developing feature selection algorithms that move beyond a pure correlational to a more causal analysis of observational data is an important problem in the sciences. Several algorithms attempt to do so by discovering the Markov blanket of…
Kernel-based methods enjoy powerful generalization capabilities in handling a variety of learning tasks. When such methods are provided with sufficient training data, broadly-applicable classes of nonlinear functions can be approximated…
In certain real-world optimization scenarios, practitioners are not interested in solving multiple problems but rather in finding the best solution to a single, specific problem. When the computational budget is large relative to the cost…
The use of kernels for nonlinear prediction is widespread in machine learning. They have been popularized in support vector machines and used in kernel ridge regression, amongst others. Kernel methods share three aspects. First, instead of…
The classical kernel ridge regression problem aims to find the best fit for the output $Y$ as a function of the input data $X\in \mathbb{R}^d$, with a fixed choice of regularization term imposed by a given choice of a reproducing kernel…
In imitation learning for planning, parameters of heuristic functions are optimized against a set of solved problem instances. This work revisits the necessary and sufficient conditions of strictly optimally efficient heuristics for forward…
Many scientific problems require identifying a small set of covariates that are associated with a target response and estimating their effects. Often, these effects are nonlinear and include interactions, so linear and additive methods can…
We propose a method for feature selection that employs kernel-based measures of independence to find a subset of covariates that is maximally predictive of the response. Building on past work in kernel dimension reduction, we show how to…
Kernel spectral clustering corresponds to a weighted kernel principal component analysis problem in a constrained optimization framework. The primal formulation leads to an eigen-decomposition of a centered Laplacian matrix at the dual…
The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…
Both biological and artificial neural networks inherently balance their performance with their operational cost, which balances their computational abilities. Typically, an efficient neuromorphic neural network is one that learns…
Kernel methods are considered an effective technique for on-line learning. Many approaches have been developed for compactly representing the dual solution of a kernel method when the problem imposes memory constraints. However, in…
Kernel methods are an important class of techniques in machine learning. To be effective, good feature maps are crucial for mapping non-linearly separable input data into a higher dimensional (feature) space, thus allowing the data to be…
We typically construct optimal designs based on a single objective function. To better capture the breadth of an experiment's goals, we could instead construct a multiple objective optimal design based on multiple objective functions. While…
Research on new optimization algorithms is often funded based on the motivation that such algorithms might improve the capabilities to deal with real-world and industrially relevant optimization challenges. Besides a huge variety of…
In order to better understand feature learning in neural networks, we propose a framework for understanding linear models in tangent feature space where the features are allowed to be transformed during training. We consider linear…
It is not uncommon that meta-heuristic algorithms contain some intrinsic parameters, the optimal configuration of which is crucial for achieving their peak performance. However, evaluating the effectiveness of a configuration is expensive,…
Hierarchical categorical variables often exhibit many levels (high granularity) and many classes within each level (high dimensionality). This may cause overfitting and estimation issues when including such covariates in a predictive model.…
Submodular functions play a key role in the area of optimization as they allow to model many real-world problems that face diminishing returns. Evolutionary algorithms have been shown to obtain strong theoretical performance guarantees for…
The central task in modeling complex dynamical systems is parameter estimation. This task involves numerous evaluations of a computationally expensive objective function. Surrogate-based optimization introduces a computationally efficient…