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This work concerns the evolutionary approaches to distributed stochastic black-box optimization, in which each worker can individually solve an approximation of the problem with nature-inspired algorithms. We propose a distributed evolution…

Neural and Evolutionary Computing · Computer Science 2022-04-12 Xiaoyu He , Zibin Zheng , Chuan Chen , Yuren Zhou , Chuan Luo , Qingwei Lin

Portfolio optimization is a financial task which requires the allocation of capital on a set of financial assets to achieve a better trade-off between return and risk. To solve this problem, recent studies applied multi-objective…

Neural and Evolutionary Computing · Computer Science 2020-03-17 Yifan He , Claus Aranha

We show that a large class of Estimation of Distribution Algorithms, including, but not limited to, Covariance Matrix Adaption, can be written as a Monte Carlo Expectation-Maximization algorithm, and as exact EM in the limit of infinite…

Machine Learning · Computer Science 2022-06-14 David H. Brookes , Akosua Busia , Clara Fannjiang , Kevin Murphy , Jennifer Listgarten

A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classification. A variant of the EM algorithm is developed for parameter estimation by exploiting the relationship with the general inverse…

Methodology · Statistics 2017-10-09 Brian C. Franczak , Ryan P. Browne , Paul D. McNicholas

The performance of deep neural networks, such as Deep Belief Networks formed by Restricted Boltzmann Machines (RBMs), strongly depends on their training, which is the process of adjusting their parameters. This process can be posed as an…

Neural and Evolutionary Computing · Computer Science 2019-07-16 S. Ivvan Valdez , Alfonso Rojas-Domínguez

In this paper, a new structure of cooperative learning automata so-called extended learning automata (eDLA) is introduced. Based on the proposed structure, a new iterative randomized heuristic algorithm for finding optimal sub-graph in a…

Artificial Intelligence · Computer Science 2013-08-14 M. R. Mollakhalili Meybodi , M. R. Meybodi

Tukey's halfspace depth can be seen as a stochastic program and as such it is not guarded against optimizer's curse, so that a limited training sample may easily result in a poor out-of-sample performance. We propose a generalized halfspace…

Optimization and Control · Mathematics 2024-05-13 Jevgenijs Ivanovs , Pavlo Mozharovskyi

This paper discusses the problem of adaptive estimation of a univariate object like the value of a regression function at a given point or a linear functional in a linear inverse problem. We consider an adaptive procedure originated from…

Statistics Theory · Mathematics 2009-08-26 Vladimir Spokoiny , Céline Vial

The practice of evolutionary algorithms involves the tuning of many parameters. How big should the population be? How many generations should the algorithm run? What is the (tournament selection) tournament size? What probabilities should…

Neural and Evolutionary Computing · Computer Science 2018-06-08 Moshe Sipper , Weixuan Fu , Karuna Ahuja , Jason H. Moore

The smoothing distribution of dynamic probit models with Gaussian state dynamics was recently proved to belong to the unified skew-normal family. Although this is computationally tractable in small-to-moderate settings, it may become…

Computation · Statistics 2023-09-06 Niccolò Anceschi , Augusto Fasano , Giovanni Rebaudo

We propose and analyze a self-adaptive version of the $(1,\lambda)$ evolutionary algorithm in which the current mutation rate is part of the individual and thus also subject to mutation. A rigorous runtime analysis on the OneMax benchmark…

Neural and Evolutionary Computing · Computer Science 2018-12-03 Benjamin Doerr , Carsten Witt , Jing Yang

Optimization algorithms are widely employed to tackle complex problems, but designing them manually is often labor-intensive and requires significant expertise. Global placement is a fundamental step in electronic design automation (EDA).…

Neural and Evolutionary Computing · Computer Science 2025-04-28 Xufeng Yao , Jiaxi Jiang , Yuxuan Zhao , Peiyu Liao , Yibo Lin , Bei Yu

We introduce a new family of multivariate distributions by taking the component-wise Tukey-h transformation of a random vector following a skew-normal distribution. The proposed distribution is named the skew-normal-Tukey-h distribution and…

Methodology · Statistics 2023-10-19 Sagnik Mondal , Marc G. Genton

A complete numerical implementation, in both singlet and non-singlet sectors, of a very elegant method to solve the QCD Evolution equations, due to Furmanski and Petronzio, is presented. The algorithm is directly implemented in x-space by a…

High Energy Physics - Phenomenology · Physics 2014-11-17 Claudio Coriano , Cetin Savkli

Evolutionary Computation is a branch of computer science with which, traditionally, High Energy Physics has fewer connections. Its methods were investigated in this field, mainly for data analysis tasks. These methods and studies are,…

Data Analysis, Statistics and Probability · Physics 2008-04-03 Liliana Teodorescu

The parameters choosing (such as probabilities of choosing X-basis or Z-basis, intensity of signal state and decoy state, etc.) and system calibrating will be more challenging when the number of users of a measurement-device-independent…

As mathematical model for the evolutionary equations of species the masterequation is choiced. Two formulations will be demonstrated to include the changes of parameters into the masterequation - that is, on the one hand, the formation of a…

Populations and Evolution · Quantitative Biology 2007-05-23 Ingrid Hartmann

The effective planning and allocation of resources in modern breeding programs is a complex task. Breeding program design and operational management have a major impact on the success of a breeding program and changing parameters such as…

Quantitative Methods · Quantitative Biology 2024-07-25 Azadeh Hassanpour , Johannes Geibel , Henner Simianer , Antje Rohde , Torsten Pook

This paper studies hypothesis testing and parameter estimation in the context of the divide and conquer algorithm. In a unified likelihood based framework, we propose new test statistics and point estimators obtained by aggregating various…

Statistics Theory · Mathematics 2015-09-21 Heather Battey , Jianqing Fan , Han Liu , Junwei Lu , Ziwei Zhu

We describe a general-purpose method for finding high-quality solutions to hard optimization problems, inspired by self-organized critical models of co-evolution such as the Bak-Sneppen model. The method, called Extremal Optimization,…

Optimization and Control · Mathematics 2007-05-23 Stefan Boettcher , Allon G. Percus