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Bayesian Optimization aims at optimizing an unknown non-convex/concave function that is costly to evaluate. We are interested in application scenarios where concurrent function evaluations are possible. Under such a setting, BO could choose…

Artificial Intelligence · Computer Science 2012-05-02 Javad Azimi , Ali Jalali , Xiaoli Fern

Stochastic bilevel optimization (SBO) has become a standard framework for hyperparameter learning, data reweighting, representation learning, and data-mixture optimization in deep learning. Existing exact single-loop SBO methods and…

Machine Learning · Computer Science 2026-05-13 Hengrui Zhang , Boao Kong , Engao Zhang , Kun Yuan

This paper presents a novel method for reformulating non-differentiable collision avoidance constraints into smooth nonlinear constraints using strong duality of convex optimization. We focus on a controlled object whose goal is to avoid…

Optimization and Control · Mathematics 2018-06-12 Xiaojing Zhang , Alexander Liniger , Francesco Borrelli

Sparse phase retrieval plays an important role in many fields of applied science and thus attracts lots of attention. In this paper, we propose a \underline{sto}chastic alte\underline{r}nating \underline{m}inimizing method for…

Machine Learning · Statistics 2019-06-17 Jianfeng Cai , Yuling Jiao , Xiliang Lu , Juntao You

This article deals with the spatio-temporal sensors deployment in order to maximize detection probability of an intelligent and randomly moving target in an area under surveillance. Our work is based on the rare events simulation framework.…

Neural and Evolutionary Computing · Computer Science 2017-02-24 Chouchane Mathieu , Paris Sébastien , Le Gland François , Ouladsine Mustapha

We study the problem of identifying dynamically distinct basins of attraction in high dimensional time-homogeneous Markov processes using only trajectory sampling. This problem is fundamental in the analysis of metastable dynamical systems,…

Machine Learning · Statistics 2026-05-26 Taj Jones-McCormick

Hard Thresholding Pursuit (HTP) is an iterative greedy selection procedure for finding sparse solutions of underdetermined linear systems. This method has been shown to have strong theoretical guarantee and impressive numerical performance.…

Machine Learning · Computer Science 2013-11-26 Xiao-Tong Yuan , Ping Li , Tong Zhang

Spectral risk objectives - also called $L$-risks - allow for learning systems to interpolate between optimizing average-case performance (as in empirical risk minimization) and worst-case performance on a task. We develop stochastic…

Machine Learning · Statistics 2022-12-13 Ronak Mehta , Vincent Roulet , Krishna Pillutla , Lang Liu , Zaid Harchaoui

Sparsity-constrained optimization underlies many problems in signal processing, statistics, and machine learning. State-of-the-art hard-thresholding (HT) algorithms rely on an appropriately selected continuous step-size parameter to ensure…

Machine Learning · Statistics 2026-05-13 Jin Zhu , Junxian Zhu , Zezhi Wang , Borui Tang , Hongmei Lin , Xueqin Wang

Spatio-temporal Hawkes point processes are a particularly interesting class of stochastic point processes for modeling self-exciting behavior, in which the occurrence of one event increases the probability of other events occurring. These…

Computation · Statistics 2025-11-19 Alba Bernabeu , Jorge Mateu

Population-based methods can cope with a variety of different problems, including problems of remarkably higher complexity than those traditional methods can handle. The main procedure consists of successively updating a population of…

Neural and Evolutionary Computing · Computer Science 2021-01-27 Mauro S. Innocente , Johann Sienz

We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems. The main idea is to combine two stochastic estimators to create a new hybrid one. We…

Optimization and Control · Mathematics 2020-05-05 Quoc Tran-Dinh , Nhan H. Pham , Dzung T. Phan , Lam M. Nguyen

The ability to engineer optimized protein variants has transformative potential for biotechnology and medicine. Prior sequence-based optimization methods struggle with the high-dimensional complexities due to the epistasis effect and the…

Artificial Intelligence · Computer Science 2026-01-19 Jiahao Wang , Shuangjia Zheng

Bilevel optimization problems are receiving increasing attention in machine learning as they provide a natural framework for hyperparameter optimization and meta-learning. A key step to tackle these problems is the efficient computation of…

Machine Learning · Statistics 2025-05-20 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo

Optimizing expensive to evaluate black-box functions over an input space consisting of all permutations of d objects is an important problem with many real-world applications. For example, placement of functional blocks in hardware design…

Machine Learning · Computer Science 2021-12-03 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa , Dae Hyun Kim

A strategy for finding transition paths connecting two stable basins is presented. The starting point is the Hamilton principle of stationary action; we show how it can be transformed into a minimum principle through the addition of…

Materials Science · Physics 2009-11-07 Daniele Passerone , Matteo Ceccarelli , Michele Parrinello

In this paper, a new method for dynamic balancing of double four-bar crank slider mechanism by meta- heuristic-based optimization algorithms is proposed. For this purpose, a proper objective function which is necessary for balancing of this…

Artificial Intelligence · Computer Science 2013-10-09 Habib Emdadi , Mahsa Yazdanian , Mir Mohammad Ettefagh , Mohammad-Reza Feizi-Derakhshi

Sampling-based algorithms are widely used for motion planning in high-dimensional configuration spaces. However, due to low sampling efficiency, their performance often diminishes in complex configuration spaces with narrow corridors.…

Robotics · Computer Science 2025-07-22 Lu Huang , Lingxiao Meng , Jiankun Wang , Xingjian Jing

This paper presents a method called sampling-computation-optimization (SCO) to design batch Bayesian optimization. SCO does not construct new high-dimensional acquisition functions but samples from the existing one-site acquisition function…

Optimization and Control · Mathematics 2022-02-22 Kai Jia , Xiaojun Duan , Zhengming Wang , Liang Yan

Popular Hough Transform-based object detection approaches usually construct an appearance codebook by clustering local image features. However, how to choose appropriate values for the parameters used in the clustering step remains an open…

Computer Vision and Pattern Recognition · Computer Science 2016-03-29 Jianyu Tang , Hanzi Wang , Yan Yan