Related papers: Significance-based Estimation-of-Distribution Algo…
Estimation of distribution algorithms (EDAs) constitute a new branch of evolutionary optimization algorithms, providing effective and efficient optimization performance in a variety of research areas. Recent studies have proposed new EDAs…
We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…
Stochastic optimization finds a wide range of applications in operations research and management science. However, existing stochastic optimization techniques usually require the information of random samples (e.g., demands in the…
Genetic Algorithms (GAs) are known for their efficiency in solving combinatorial optimization problems, thanks to their ability to explore diverse solution spaces, handle various representations, exploit parallelism, preserve good…
This paper presents several types of evolutionary algorithms (EAs) used for global optimization on real domains. The interest has been focused on multimodal problems, where the difficulties of a premature convergence usually occurs. First…
This paper shows how the Bayesian network paradigm can be used in order to solve combinatorial optimization problems. To do it some methods of structure learning from data and simulation of Bayesian networks are inserted inside Estimation…
An increasing number of machine learning problems, such as robust or adversarial variants of existing algorithms, require minimizing a loss function that is itself defined as a maximum. Carrying a loop of stochastic gradient ascent (SGA)…
Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…
Distributed algorithms and theories are called for in this era of big data. Under weaker local signal-to-noise ratios, we improve upon the celebrated one-round distributed principal component analysis (PCA) algorithm designed in the spirit…
Many statistical problems involve optimization over a discrete parameter space having an unknown dimension. In such settings, gradient-based methods often fail due to the non-differentiability of the objective function or a non-convex or…
The application of genetic algorithms (GAs) to many optimization problems in organizations often results in good performance and high quality solutions. For successful and efficient use of GAs, it is not enough to simply apply simple GAs…
Estimation of Distribution Algorithms (EDAs) require flexible probability models that can be efficiently learned and sampled. Autoencoders (AE) are generative stochastic networks with these desired properties. We integrate a special type of…
We provide a rigorous runtime analysis concerning the update strength, a vital parameter in probabilistic model-building GAs such as the step size $1/K$ in the compact Genetic Algorithm (cGA) and the evaporation factor $\rho$ in ACO. While…
Evolutionary algorithms (EAs), such as the genetic algorithm (GA), offer an elegant way to handle combinatorial optimization problems (COPs). However, limited by expertise and resources, most users do not have enough capability to implement…
Estimation of distribution algorithms (EDA) as one of the EAs is a stochastic optimization problem which establishes a probability model to describe the distribution of solutions and randomly samples the probability model to create…
The aim of this work is studying the use of copulas and vines in the optimization with Estimation of Distribution Algorithms (EDAs). Two EDAs are built around the multivariate product and normal copulas, and other two are based on…
We propose a novel evolutionary algorithm on bit vectors which derives from the principles of information theory. The information-theoretic evolutionary algorithm (it-EA) iteratively updates a search distribution with two parameters, the…
Evolutionary algorithms (EAs) are population-based metaheuristics, originally inspired by aspects of natural evolution. Modern varieties incorporate a broad mixture of search mechanisms, and tend to blend inspiration from nature with…
This paper extends previous work done by Tanese on the distributed genetic algorithm (DGA). Tanese found that the DGA outperformed the canonical serial genetic algorithm (CGA) on a class of difficult, randomly-generated Walsh polynomials.…
Stochastic Gradient Descent-Ascent (SGDA) is one of the most prominent algorithms for solving min-max optimization and variational inequalities problems (VIP) appearing in various machine learning tasks. The success of the method led to…