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The estimation of probability densities based on available data is a central task in many statistical applications. Especially in the case of large ensembles with many samples or high-dimensional sample spaces, computationally efficient…

Methodology · Statistics 2017-05-04 Daniel W. Meyer

Evolution strategies (ESs) are zeroth-order stochastic black-box optimization heuristics invariant to monotonic transformations of the objective function. They evolve a multivariate normal distribution, from which candidate solutions are…

Numerical Analysis · Mathematics 2022-02-09 Youhei Akimoto , Anne Auger , Tobias Glasmachers , Daiki Morinaga

This work develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II to have a wider stability range…

Optimization and Control · Mathematics 2017-12-05 Kun Yuan , Bicheng Ying , Xiaochuan Zhao , Ali H. Sayed

In this paper, we will provide an introduction to the derivative-free optimization algorithms which can be potentially applied to train deep learning models. Existing deep learning model training is mostly based on the back propagation…

Machine Learning · Computer Science 2019-04-23 Jiawei Zhang

In the evolutionary computation research community, the performance of most evolutionary algorithms (EAs) depends strongly on their implemented coordinate system. However, the commonly used coordinate system is fixed and not well suited for…

Neural and Evolutionary Computing · Computer Science 2017-03-21 Zhi-Zhong Liu , Yong Wang , Shengxiang Yang , Ke Tang

Model merging has emerged as a cost-effective alternative to training large language models (LLMs) from scratch, enabling researchers to combine pre-trained models into more capable systems without full retraining. Evolutionary approaches…

Neural and Evolutionary Computing · Computer Science 2026-05-13 Md. Robiul Islam Niloy

Evolutionary Algorithms are naturally inspired approximation optimisation algorithms that usually interfere with science problems when common mathematical methods are unable to provide a good solution or finding the exact solution requires…

Artificial Intelligence · Computer Science 2021-02-03 Mohammed ElKomy

We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…

Information Theory · Computer Science 2018-07-31 Wenjie Li , Mohamad Assaad

Optimizing over the stationary distribution of stochastic differential equations (SDEs) is computationally challenging. A new forward propagation algorithm has been recently proposed for the online optimization of SDEs. The algorithm solves…

Probability · Mathematics 2022-07-12 Ziheng Wang , Justin Sirignano

Complex single-objective bounded problems are often difficult to solve. In evolutionary computation methods, since the proposal of differential evolution algorithm in 1997, it has been widely studied and developed due to its simplicity and…

Neural and Evolutionary Computing · Computer Science 2024-04-26 Sichen Tao , Ruihan Zhao , Kaiyu Wang , Shangce Gao

The key to Black-Box Optimization is to efficiently search through input regions with potentially widely-varying numerical properties, to achieve low-regret descent and fast progress toward the optima. Monte Carlo Tree Search (MCTS) methods…

Machine Learning · Computer Science 2022-11-03 Yaoguang Zhai , Sicun Gao

Although various distributed machine learning schemes have been proposed recently for pure linear models and fully nonparametric models, little attention has been paid on distributed optimization for semi-paramemetric models with…

Machine Learning · Statistics 2019-11-05 Shaogao Lv , Heng Lian

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

Optimization and Control · Mathematics 2020-02-13 Shu Liang , Xianlin Zeng , Guanpu Chen , Yiguang Hong

Evolutionary algorithms, inspired by natural evolution, aim to optimize difficult objective functions without computing derivatives. Here we detail the relationship between population genetics and evolutionary optimization and formulate a…

Populations and Evolution · Quantitative Biology 2023-07-19 Jakub Otwinowski , Colin LaMont

Black-box optimization (BBO) algorithms are concerned with finding the best solutions for problems with missing analytical details. Most classical methods for such problems are based on strong and fixed a priori assumptions, such as…

Machine Learning · Computer Science 2023-02-01 Minfang Lu , Shuai Ning , Shuangrong Liu , Fengyang Sun , Bo Zhang , Bo Yang , Lin Wang

Black box discrete optimization (BBDO) appears in wide range of engineering tasks. Evolutionary or other BBDO approaches have been applied, aiming at automating necessary tuning of system parameters, such as hyper parameter tuning of…

Machine Learning · Computer Science 2018-09-19 Kouhei Nishida , Hernan Aguirre , Shota Saito , Shinichi Shirakawa , Youhei Akimoto

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

Evolutionary algorithms have been successful in solving multi-objective optimization problems (MOPs). However, as a class of population-based search methodology, evolutionary algorithms require a large number of evaluations of the objective…

Neural and Evolutionary Computing · Computer Science 2024-08-16 Xueming Yan , Yaochu Jin

We propose an adaptive diffusion mechanism to optimize a global cost function in a distributed manner over a network of nodes. The cost function is assumed to consist of a collection of individual components. Diffusion adaptation allows the…

Optimization and Control · Mathematics 2015-06-03 Jianshu Chen , Ali H. Sayed

We study a distributed framework for stochastic optimization which is inspired by models of collective motion found in nature (e.g., swarming) with mild communication requirements. Specifically, we analyze a scheme in which each one of $N >…

Optimization and Control · Mathematics 2018-08-08 Shi Pu , Alfredo Garcia
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