Related papers: MMES: Mixture Model based Evolution Strategy for L…
Finite mixtures of matrix normal distributions are a powerful tool for classifying three-way data in unsupervised problems. The distribution of each component is assumed to be a matrix variate normal density. The mixture model can be…
Recently it was shown by Nesterov (2011) that techniques form convex optimization can be used to successfully accelerate simple derivative-free randomized optimization methods. The appeal of those schemes lies in their low complexity, which…
The CSA-ES is an Evolution Strategy with Cumulative Step size Adaptation, where the step size is adapted measuring the length of a so-called cumulative path. The cumulative path is a combination of the previous steps realized by the…
In the mixture modeling frame, this paper presents the polynomial Gaussian cluster-weighted model (CWM). It extends the linear Gaussian CWM, for bivariate data, in a twofold way. Firstly, it allows for possible nonlinear dependencies in the…
Finding the optimal parameter setting (i.e. the optimal population size, the optimal mutation probability, the optimal evolutionary model etc) for an Evolutionary Algorithm (EA) is a difficult task. Instead of evolving only the parameters…
The application of standard sufficient dimension reduction methods for reducing the dimension space of predictors without losing regression information requires inverting the covariance matrix of the predictors. This has posed a number of…
In this study, we consider simulation-based worst-case optimization problems with continuous design variables and a finite scenario set. To reduce the number of simulations required and increase the number of restarts for better local…
This paper presents Natural Evolution Strategies (NES), a recent family of algorithms that constitute a more principled approach to black-box optimization than established evolutionary algorithms. NES maintains a parameterized distribution…
Evolutionary algorithms (EAs) are general-purpose problem solvers that usually perform an unbiased search. This is reasonable and desirable in a black-box scenario. For combinatorial optimization problems, often more knowledge about the…
In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…
The mutation strength adaptation properties of a multi-recombinative $(\mu/\mu_I, \lambda)$-ES are studied for isotropic mutations. To this end, standard implementations of cumulative step-size adaptation (CSA) and mutative self-adaptation…
In this paper, we propose a novel meta-learning method in a reinforcement learning setting, based on evolution strategies (ES), exploration in parameter space and deterministic policy gradients. ES methods are easy to parallelize, which is…
This paper introduces a multi-level (m-lev) mechanism into Evolution Strategies (ESs) in order to address a class of global optimization problems that could benefit from fine discretization of their decision variables. Such problems arise…
Differential evolution (DE) algorithm with a small population size is called Micro-DE (MDE). A small population size decreases the computational complexity but also reduces the exploration ability of DE by limiting the population diversity.…
Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known…
Model-based deep reinforcement learning has achieved success in various domains that require high sample efficiencies, such as Go and robotics. However, there are some remaining issues, such as planning efficient explorations to learn more…
A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the Cluster Weighted Model and of an estimator based on trimming and restrictions. The selected model provides…
Automated algorithm selection promises to support the user in the decisive task of selecting a most suitable algorithm for a given problem. A common component of these machine-trained techniques are regression models which predict the…
Mixture models serve as one fundamental tool with versatile applications. However, their training techniques, like the popular Expectation Maximization (EM) algorithm, are notoriously sensitive to parameter initialization and often suffer…
Bilevel optimization is a field of significant theoretical and practical interest, yet solving such optimization problems remains challenging. Evolutionary methods have been employed to address these problems in the black-box setting;…