Related papers: Tuning metaheuristics by sequential optimization o…
Hyperparameter tuning is an active area of research in machine learning, where the aim is to identify the optimal hyperparameters that provide the best performance on the validation set. Hyperparameter tuning is often achieved using naive…
Metaheuristics are universal optimization algorithms which should be used for solving difficult problems, unsolvable by classic approaches. In this paper we aim at constructing novel socio-cognitive metaheuristic based on castes, and apply…
Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…
The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…
Methods for neural network hyperparameter optimization and meta-modeling are computationally expensive due to the need to train a large number of model configurations. In this paper, we show that standard frequentist regression models can…
We propose a novel iterative algorithm for estimating a deterministic but unknown parameter vector in the presence of model uncertainties. This iterative algorithm is based on a system model where an overall noise term describes both, the…
Within a statistical learning setting, we propose and study an iterative regularization algorithm for least squares defined by an incremental gradient method. In particular, we show that, if all other parameters are fixed a priori, the…
Here we propose a novel searching scheme for a tuning parameter in high-dimensional penalized regression methods to address variable selection and modeling when sample sizes are limited compared to the data dimensions. Our method is…
Fair algorithm evaluation is conditioned on the existence of high-quality benchmark datasets that are non-redundant and are representative of typical optimization scenarios. In this paper, we evaluate three heuristics for selecting diverse…
Precision matrix estimation is a fundamental topic in multivariate statistics and modern machine learning. This paper proposes an adversarially perturbed precision matrix estimation framework, motivated by recent developments in adversarial…
Modern learning models are characterized by large hyperparameter spaces and long training times. These properties, coupled with the rise of parallel computing and the growing demand to productionize machine learning workloads, motivate the…
Human mesh recovery from single images remains challenging due to inherent depth ambiguity and limited generalization across domains. While recent methods combine regression and optimization approaches, they struggle with poor…
Solving an optimization task in any domain is a very challenging problem, especially when dealing with nonlinear problems and non-convex functions. Many meta-heuristic algorithms are very efficient when solving nonlinear functions. A…
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…
Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…
A recent family of techniques, dubbed lightweight fine-tuning methods, facilitates parameter-efficient transfer learning by updating only a small set of additional parameters while keeping the parameters of the pretrained language model…
We propose a first-order method for convex optimization, where instead of being restricted to the gradient from a single parameter, gradients from multiple parameters can be used during each step of gradient descent. This setup is…
Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…
We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…
Tuning machine learning models at scale, especially finding the right hyperparameter values, can be difficult and time-consuming. In addition to the computational effort required, this process also requires some ancillary efforts including…