Related papers: Towards Feature-Based Performance Regression Using…
Parameter estimation in logistic regression is a well-studied problem with the Newton-Raphson method being one of the most prominent optimization techniques used in practice. A number of monotone optimization methods including…
Handling missing values at test time is challenging for machine learning models, especially when aiming for both high accuracy and interpretability. Established approaches often add bias through imputation or excessive model complexity via…
We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the…
Training machine learning models inherently involves a resource-intensive and noisy iterative learning procedure that allows epoch-wise monitoring of the model performance. However, the insights gained from the iterative learning procedure…
Motivated by applications, we consider here new operator theoretic approaches to Conditional mean embeddings (CME). Our present results combine a spectral analysis-based optimization scheme with the use of kernels, stochastic processes, and…
The no free lunch theorem states that no model is better suited to every problem. A question that arises from this is how to design methods that propose optimizers tailored to specific problems achieving state-of-the-art performance. This…
Feature selection (FS) is a process which attempts to select more informative features. In some cases, too many redundant or irrelevant features may overpower main features for classification. Feature selection can remedy this problem and…
Hyperparameter optimization in machine learning (ML) deals with the problem of empirically learning an optimal algorithm configuration from data, usually formulated as a black-box optimization problem. In this work, we propose a zero-shot…
The problem of selecting an algorithm that appears most suitable for a specific instance of an algorithmic problem class, such as the Boolean satisfiability problem, is called instance-specific algorithm selection. Over the past decade, the…
Although a large number of optimization algorithms have been proposed for black box optimization problems, the no free lunch theorems inform us that no algorithm can beat others on all types of problems. Different types of optimization…
Beta regression is commonly employed when the outcome variable is a proportion. Since its conception, the approach has been widely used in applications spanning various scientific fields. A series of extensions have been proposed over time,…
Optimizing functions without access to gradients is the remit of black-box methods such as evolution strategies. While highly general, their learning dynamics are often times heuristic and inflexible - exactly the limitations that…
We present a scalable, black box, perception-in-the-loop technique to find adversarial examples for deep neural network classifiers. Black box means that our procedure only has input-output access to the classifier, and not to the internal…
In this survey, we introduce Meta-Black-Box-Optimization~(MetaBBO) as an emerging avenue within the Evolutionary Computation~(EC) community, which incorporates Meta-learning approaches to assist automated algorithm design. Despite the…
We study reinforcement learning from human feedback in general Markov decision processes, where agents learn from trajectory-level preference comparisons. A central challenge in this setting is to design algorithms that select informative…
Proximal Policy Optimization (PPO) is a highly popular model-free reinforcement learning (RL) approach. However, we observe that in a continuous action space, PPO can prematurely shrink the exploration variance, which leads to slow progress…
We consider black-box optimization in which only an extremely limited number of function evaluations, on the order of around 100, are affordable and the function evaluations must be performed in even fewer batches of a limited number of…
Modern software systems are often highly configurable to tailor varied requirements from diverse stakeholders. Understanding the mapping between configurations and the desired performance attributes plays a fundamental role in advancing the…
Feature subset selection arises in many high-dimensional applications of statistics, such as compressed sensing and genomics. The $\ell_0$ penalty is ideal for this task, the caveat being it requires the NP-hard combinatorial evaluation of…
The performance of modern machine learning methods highly depends on their hyperparameter configurations. One simple way of selecting a configuration is to use default settings, often proposed along with the publication and implementation…