Related papers: The (1+1)-ES Reliably Overcomes Saddle Points
We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…
Evolutionary branching points are a paradigmatic feature of adaptive dynamics, because they are potential starting points for adaptive diversification. The antithesis to evolutionary branching points are Continuously stable strategies…
We present strongly convergent explicit and semi-implicit adaptive numerical schemes for systems of stiff stochastic differential equations (SDEs) where both the drift and diffusion are non-globally Lipschitz continuous. This stiffness may…
Classical discrete-time adaptive controllers provide asymptotic stabilization and tracking; neither exponential stabilization nor a bounded noise gain is typically proven. In recent work it has been shown, in both the pole placement…
We consider the problem of finding local minimizers in non-convex and non-smooth optimization. Under the assumption of strict saddle points, positive results have been derived for first-order methods. We present the first known results for…
We study discrete-time dynamical systems that switch between different evolution rules based on thresholds that themselves adapt over time. Specifically, we analyze the coupled recursion $a_{n+1} = f(a_n)$ if $a_n \leq c_n$ and $a_{n+1} =…
The analysis of randomized search heuristics on classes of functions is fundamental for the understanding of the underlying stochastic process and the development of suitable proof techniques. Recently, remarkable progress has been made in…
We study a stochastic differential equation driven by a Poisson point process, which models continuous changes in a population's environment, as well as the stochastic fixation of beneficial mutations that might compensate for this change.…
We define a moment-based estimator that maximizes the empirical saddlepoint (ESP) approximation of the distribution of solutions to empirical moment conditions. We call it the ESP estimator. We prove its existence, consistency and…
Many natural and technological systems fail to adapt to changing external conditions and move to a different state if the conditions vary too fast. Such "non-adiabatic" processes are ubiquitous, but little understood. We identify these…
We consider area preserving maps of surfaces and extend Mather's result on the equality of the closure of the four branches of saddles. He assumed elliptic fixed points to be Moser stable, while we require only that the derivative at this…
Adaptive dynamics so far has been put on a rigorous footing only for clonal inheritance. We extend this to sexually reproducing diploids, although admittedly still under the restriction of an unstructured population with Lotka-Volterra-like…
A common measure of a function's complexity is the count of its stationary points. For complicated functions, this count grows exponentially with the volume and dimension of their domain. In practice, the count is averaged over a class of…
We bound the time it takes for a group of birds to reach steady state in a standard flocking model. We prove that (i) within single exponential time fragmentation ceases and each bird settles on a fixed flying direction; (ii) the flocking…
We study fixed point biased involutions that avoid a pattern. For every pattern of length three we obtain limit theorems for the asymptotic distribution of the (appropriately centered and scaled) number of fixed points of a random fixed…
The concept of an evolutionarily stable strategy (ESS), introduced by Smith and Price, is a refinement of Nash equilibrium in 2-player symmetric games in order to explain counter-intuitive natural phenomena, whose existence is not…
We study the $(1,\lambda)$-EA with mutation rate $c/n$ for $c\le 1$, where the population size is adaptively controlled with the $(1:s+1)$-success rule. Recently, Hevia Fajardo and Sudholt have shown that this setup with $c=1$ is efficient…
This paper sheds light on the risk landscape of unsupervised least squares in the context of deep auto-encoding neural nets. We formally establish an equivalence between unsupervised least squares and principal manifolds. This link provides…
We consider the problem of computing optimal policies in average-reward Markov decision processes. This classical problem can be formulated as a linear program directly amenable to saddle-point optimization methods, albeit with a number of…
Statistical inference may follow a frequentist approach or it may follow a Bayesian approach or it may use the minimum description length principle (MDL). Our goal is to identify situations in which these different approaches to statistical…