Related papers: Minima distribution for global optimization
Bounds on the log partition function are important in a variety of contexts, including approximate inference, model fitting, decision theory, and large deviations analysis. We introduce a new class of upper bounds on the log partition…
This paper explores the fundamental properties of distributed minimization of a sum of functions with each function only known to one node, and a pre-specified level of node knowledge and computational capacity. We define the optimization…
Given a proper convex lower semicontinuous function defined on a Hilbert space and whose solution set is supposed nonempty. For attaining a global minimizer when this convex function is continuously differentiable, we approach it by a…
We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…
The paper deals with the distributed minimum sharing problem: a set of decision-makers compute the minimum of some local quantities of interest in a distributed and decentralized way by exchanging information through a communication…
We develop a rigorous framework for global non-convex optimization by reformulating the minimization problem as a discounted infinite-horizon optimal control problem. For non-convex, continuous, and possibly non-smooth objective functions…
We consider the problem of maximizing an unknown function over a compact and convex set using as few observations as possible. We observe that the optimization of the function essentially relies on learning the induced bipartite ranking…
A broad set of sufficient conditions that guarantees the existence of the maximum entropy (maxent) distribution consistent with specified bounds on certain generalized moments is derived. Most results in the literature are either focused on…
The paper search for the minimum of the entropy of a two- dimensional distribution in the Fr\'echet class, the class of distributions with given marginals. The main result for discrete distributions is an algorithm for building the…
We study the set of continuous functions that admit no spurious local optima (i.e. local minima that are not global minima) which we term \textit{global functions}. They satisfy various powerful properties for analyzing nonconvex and…
In a random model of minimum cost bipartite matching based on exponentially distributed edge costs, we show that the distribution of the cost of the optimal solution can be computed efficiently. The distribution is represented by its moment…
We identity the optimal non-infinitesimal direction of descent for a convex function. An algorithm is developed that can theoretically minimize a subset of (non-convex) functions.
Machine learning algorithms typically perform optimization over a class of non-convex functions. In this work, we provide bounds on the fundamental hardness of identifying the global minimizer of a non convex function. Specifically, we…
We consider the gradient method with variable step size for minimizing functions that are definable in o-minimal structures on the real field and differentiable with locally Lipschitz gradients. We prove that global convergence holds if…
In this paper, we observe a sparse mean vector through Gaussian noise and we aim at estimating some additive functional of the mean in the minimax sense. More precisely, we generalize the results of (Collier et al., 2017, 2019) to a very…
While much progress has been achieved over the last decades in neuro-inspired machine learning, there are still fundamental theoretical problems in gradient-based learning using combinations of neurons. These problems, such as saddle points…
We prove that the finite-difference based derivative-free descent (FD-DFD) methods have a capability to find the global minima for a class of multiple minima problems. Our main result shows that, for a class of multiple minima objectives…
This paper propose a new frame work for finding global minima which we call optimization by cut. In each iteration, it takes some samples from the feasible region and evaluates the objective function at these points. Based on the…
This paper presents a particle-based optimization method designed for addressing minimization problems with equality constraints, particularly in cases where the loss function exhibits non-differentiability or non-convexity. The proposed…
We propose a generalization of separability in the context of global optimization. Our results apply to objective functions implemented as differentiable computer programs. They are presented in the context of a simple branch and bound…