Related papers: Optimization via Rejection-Free Partial Neighbor S…

Approximate Nearest Neighbor Search (ANNS) is essential for various data-intensive applications, including recommendation systems, image retrieval, and machine learning. Scaling ANNS to handle billions of high-dimensional vectors on a…

The Metropolis algorithm (MA) is a classic stochastic local search heuristic. It avoids getting stuck in local optima by occasionally accepting inferior solutions. To better and in a rigorous manner understand this ability, we conduct a…

To denoise a reference patch, the Non-Local-Means denoising filter processes a set of neighbor patches. Few Nearest Neighbors (NN) are used to limit the computational burden of the algorithm. Here here we show analytically that the NN…

Mixed-integer linear programs (MILPs) are extensively used to model practical problems such as planning and scheduling. A prominent method for solving MILPs is large neighborhood search (LNS), which iteratively seeks improved solutions…

Approximate Nearest Neighbor Search (ANNS) on high-dimensional vectors has become a fundamental and essential component in various machine learning tasks. Recently, with the rapid development of deep learning models and the applications of…

An algorithm for sampling from non-log-concave multivariate distributions is proposed, which improves the adaptive rejection Metropolis sampling (ARMS) algorithm by incorporating the hit and run sampling. It is not rare that the ARMS is…

Local search is a successful approach for solving combinatorial optimization and constraint satisfaction problems. With the progressing move toward multi and many-core systems, GPUs and the quest for Exascale systems, parallelism has become…

Many applications using large datasets require efficient methods for minimizing a proximable convex function subject to satisfying a set of linear constraints within a specified tolerance. For this task, we present a proximal projection…

Existing methods for retrieving k-nearest neighbours suffer from the curse of dimensionality. We argue this is caused in part by inherent deficiencies of space partitioning, which is the underlying strategy used by most existing methods. We…

Particle Swarm Optimization is a global optimizer in the sense that it has the ability to escape poor local optima. However, if the spread of information within the population is not adequately performed, premature convergence may occur.…

Annealing algorithms such as simulated annealing and population annealing are widely used both for sampling the Gibbs distribution and solving optimization problems (i.e. finding ground states). For both statistical mechanics and…

We show that it is feasible to carry out exact Bayesian inference for non-Gaussian state space models using an adaptive Metropolis Hastings sampling scheme with the likelihood approximated by the particle filter. Furthermore, an adapyive…

Parameterized artificial neural networks (ANNs) can be very expressive ansatzes for variational algorithms, reaching state-of-the-art energies on many quantum many-body Hamiltonians. Nevertheless, the training of the ANN can be slow and…

The nested Extremum Seeking (nES) algorithm is a model-free optimization method that has been shown to converge to a neighborhood of a Nash equilibrium. In this work, we demonstrate that the same nES dynamics can instead be made to converge…

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

The multiple Try Metropolis (MTM) algorithm is an advanced MCMC technique based on drawing and testing several candidates at each iteration of the algorithm. One of them is selected according to certain weights and then it is tested…

Nearest Neighbors Algorithm is a Lazy Learning Algorithm, in which the algorithm tries to approximate the predictions with the help of similar existing vectors in the training dataset. The predictions made by the K-Nearest Neighbors…

Building upon our earlier work of a martingale approach to global optimization, a powerful stochastic search scheme for the global optimum of cost functions is proposed on the basis of change of measures on the states that evolve as…

In this technical note, we introduce and analyze AWNN: an adaptively weighted nearest neighbor method for performing matrix completion. Nearest neighbor (NN) methods are widely used in missing data problems across multiple disciplines such…

We consider a variant of matrix completion where entries are revealed in a biased manner. We wish to understand the extent to which such bias can be exploited in improving predictions. Towards that, we propose a natural model where the…