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This paper introduces a novel family of generalized exponentiated gradient (EG) updates derived from an Alpha-Beta divergence regularization function. Collectively referred to as EGAB, the proposed updates belong to the category of…

Machine Learning · Computer Science 2024-12-30 Andrzej Cichocki , Sergio Cruces , Auxiliadora Sarmiento , Toshihisa Tanaka

Many recent applications in machine learning and data fitting call for the algorithmic solution of structured smooth convex optimization problems. Although the gradient descent method is a natural choice for this task, it requires exact…

Optimization and Control · Mathematics 2013-09-03 Anthony Man-Cho So

In this paper we investigate the generalization error of gradient descent (GD) applied to an $\ell_2$-regularized OLS objective function in the linear model. Based on our analysis we develop new methodology for computationally tractable and…

Statistics Theory · Mathematics 2026-01-27 Thomas Stark , Lukas Steinberger

Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…

Machine Learning · Computer Science 2024-07-09 Pallavi Mitra , Felix Biessmann

Offline model-based optimization (MBO) refers to the task of optimizing a black-box objective function using only a fixed set of prior input-output data, without any active experimentation. Recent work has introduced quantum extremal…

Multi-Modal Learning (MML) integrates information from diverse modalities to improve predictive accuracy. While existing optimization strategies have made significant strides by mitigating gradient direction conflicts, we revisit MML from a…

Machine Learning · Computer Science 2026-02-09 Peizheng Guo , Jingyao Wang , Wenwen Qiang , Jiahuan Zhou , Changwen Zheng , Gang Hua

Bilevel optimization enjoys a wide range of applications in emerging machine learning and signal processing problems such as hyper-parameter optimization, image reconstruction, meta-learning, adversarial training, and reinforcement…

Machine Learning · Computer Science 2025-01-08 Han Shen , Quan Xiao , Tianyi Chen

The optimization of high-dimensional black-box functions is a challenging problem. When a low-dimensional linear embedding structure can be assumed, existing Bayesian optimization (BO) methods often transform the original problem into…

Machine Learning · Statistics 2022-11-03 Shuhei A. Horiguchi , Tomoharu Iwata , Taku Tsuzuki , Yosuke Ozawa

This paper considers global optimization with a black-box unknown objective function that can be non-convex and non-differentiable. Such a difficult optimization problem arises in many real-world applications, such as parameter tuning in…

Optimization and Control · Mathematics 2016-07-19 Kenji Kawaguchi , Yu Maruyama , Xiaoyu Zheng

Training large neural networks (NNs) requires optimizing high-dimensional data-dependent loss functions. The optimization landscape of these functions is often highly complex and textured, even fractal-like, with many spurious local minima,…

Machine Learning · Computer Science 2025-10-27 Mohammed Djameleddine Belgoumri , Mohamed Reda Bouadjenek , Hakim Hacid , Imran Razzak , Sunil Aryal

Small data learning problems are characterized by a significant discrepancy between the limited amount of response variable observations and the large feature space dimension. In this setting, the common learning tools struggle to identify…

Machine Learning · Computer Science 2023-10-31 Edoardo Vecchi , Davide Bassetti , Fabio Graziato , Lukas Pospisil , Illia Horenko

Deep neural networks (DNNs) have achieved remarkable performance in many tasks, yet they often behave as opaque black boxes. Explanation-guided learning (EGL) methods steer DNNs using human-provided explanations or supervision on model…

Machine Learning · Computer Science 2026-03-03 Chao Chen , Yanhui Chen , Shanshan Lin , Dongsheng Hong , Shu Wu , Xiangwen Liao , Chuanyi Liu

Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…

Machine Learning · Statistics 2019-09-30 Valerio Perrone , Huibin Shen , Matthias Seeger , Cedric Archambeau , Rodolphe Jenatton

Bayesian Optimization (BO) has shown significant success in tackling expensive low-dimensional black-box optimization problems. Many optimization problems of interest are high-dimensional, and scaling BO to such settings remains an…

Machine Learning · Statistics 2022-06-02 Eric Han , Ishank Arora , Jonathan Scarlett

Efficient Global Optimization (EGO) is the canonical form of Bayesian optimization that has been successfully applied to solve global optimization of expensive-to-evaluate black-box problems. However, EGO struggles to scale with dimension,…

Optimization and Control · Mathematics 2022-04-26 Youssef Diouane , Victor Picheny , Rodolphe Le Riche , Alexandre Scotto Di Perrotolo

Recent Meta-learning for Black-Box Optimization (MetaBBO) methods harness neural networks to meta-learn configurations of traditional black-box optimizers. Despite their success, they are inevitably restricted by the limitations of…

Machine Learning · Computer Science 2024-02-08 Jiacheng Chen , Zeyuan Ma , Hongshu Guo , Yining Ma , Jie Zhang , Yue-Jiao Gong

Many problems in science and engineering involve optimizing an expensive black-box function over a high-dimensional space. For such black-box optimization (BBO) problems, we typically assume a small budget for online function evaluations,…

Machine Learning · Computer Science 2023-08-22 Siddarth Krishnamoorthy , Satvik Mehul Mashkaria , Aditya Grover

We propose a new technique that boosts the convergence of training generative adversarial networks. Generally, the rate of training deep models reduces severely after multiple iterations. A key reason for this phenomenon is that a deep…

Machine Learning · Statistics 2018-06-15 Atsushi Nitanda , Taiji Suzuki

Bayesian optimization is a broadly applied methodology to optimize the expensive black-box function. Despite its success, it still faces the challenge from the high-dimensional search space. To alleviate this problem, we propose a novel…

Machine Learning · Computer Science 2020-10-20 Jingfan Chen , Guanghui Zhu , Chunfeng Yuan , Yihua Huang

We develop in this paper a framework of empirical gain maximization (EGM) to address the robust regression problem where heavy-tailed noise or outliers may present in the response variable. The idea of EGM is to approximate the density…

Machine Learning · Computer Science 2021-01-13 Yunlong Feng , Qiang Wu
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