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Stochastic simulation models are generative models that mimic complex systems to help with decision-making. The reliability of these models heavily depends on well-calibrated input model parameters. However, in many practical scenarios,…
Calibration is a fundamental property of a good predictive model: it requires that the model predicts correctly in proportion to its confidence. Modern neural networks, however, provide no strong guarantees on their calibration -- and can…
The Uncertain Agile Earth Observation Satellite Scheduling Problem (UAEOSSP) is a novel combinatorial optimization problem and a practical engineering challenge that aligns with the current demands of space technology development. It…
A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…
This paper contributes to a development of randomized methods for neural networks. The proposed learner model is generated incrementally by stochastic configuration (SC) algorithms, termed as Stochastic Configuration Networks (SCNs). In…
Although optimization is the longstanding algorithmic backbone of machine learning, new models still require the time-consuming implementation of new solvers. As a result, there are thousands of implementations of optimization algorithms…
Scheduling problems are generally NP-hard combinatorial problems, and a lot of research has been done to solve these problems heuristically. However, most of the previous approaches are problem-specific and research into the development of…
Genetic programming (GP) is one of the best approaches today to discover symbolic regression models. To find models that trade off accuracy and complexity, the non-dominated sorting genetic algorithm II (NSGA-II) is widely used.…
In system identification, estimating parameters of a model using limited observations results in poor identifiability. To cope with this issue, we propose a new method to simultaneously select and estimate sensitive parameters as key model…
Calibration ensures that probabilistic forecasts meaningfully capture uncertainty by requiring that predicted probabilities align with empirical frequencies. However, many existing calibration methods are specialized for post-hoc…
Motivated by applications arising from large scale optimization and machine learning, we consider stochastic quasi-Newton (SQN) methods for solving unconstrained convex optimization problems. The convergence analysis of the SQN methods,…
A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…
The main problems in modeling interacting galaxies are the extended parameter space and the fairly high CPU costs of self-consistent N-body simulations. Therefore, traditional modeling techniques suffer from either extreme CPU demands or…
Stochastic Gradient Descent (SGD), a widely used optimization algorithm in deep learning, is often limited to converging to local optima due to the non-convex nature of the problem. Leveraging these local optima to improve model performance…
We present an algorithm for the stochastic simulation of gene expression and heterogeneous population dynamics. The algorithm combines an exact method to simulate molecular-level fluctuations in single cells and a constant-number Monte…
This thesis investigates the use of problem-specific knowledge to enhance a genetic algorithm approach to multiple-choice optimisation problems.It shows that such information can significantly enhance performance, but that the choice of…
The Symbolic Regression (SR) problem, where the goal is to find a regression function that does not have a pre-specified form but is any function that can be composed of a list of operators, is a hard problem in machine learning, both…
A set of probabilistic predictions is well calibrated if the events that are predicted to occur with probability p do in fact occur about p fraction of the time. Well calibrated predictions are particularly important when machine learning…
Solving Quadratic equation is one of the intrinsic interests as it is the simplest nonlinear equations. A novel approach for solving Quadratic Equation based on Genetic Algorithms (GAs) is presented. Genetic Algorithms (GAs) are a technique…
Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…