Related papers: Limits and performances of algorithms based on sim…

Sample-average approximations (SAA) are a practical means of finding approximate solutions of stochastic programming problems involving an extremely large (or infinite) number of scenarios. SAA can also be used to find estimates of a lower…

Quantum Annealing (QA) is a computational framework where a quantum system's continuous evolution is used to find the global minimum of an objective function over an unstructured search space. It can be seen as a general metaheuristic for…

For almost two decades the question of whether tabu search (TS) or simulated annealing (SA) performs better for the quadratic assignment problem has been unresolved. To answer this question satisfactorily, we compare performance at various…

This work explores multi-modal inference in a high-dimensional simplified model, analytically quantifying the performance gain of multi-modal inference over that of analyzing modalities in isolation. We present the Bayes-optimal performance…

Physically motivated classical heuristic optimization algorithms such as simulated annealing (SA) treat the objective function as an energy landscape, and allow walkers to escape local minima. It has been argued that quantum properties such…

This paper addresses the path selection problem from a known sender to the receiver. The proposed work shows path selection using genetic algorithm(GA)and simulated annealing (SA) approaches. In genetic algorithm approach, the multi point…

In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…

We study the challenge of achieving theoretically grounded feature recovery using Sparse Autoencoders (SAEs) for the interpretation of Large Language Models. Existing SAE training algorithms often lack rigorous mathematical guarantees and…

Quantum annealers have been designed to propose near-optimal solutions to NP-hard optimization problems. However, the accuracy of current annealers such as the ones of D-Wave Systems, Inc., is limited by environmental noise and hardware…

In graph-based active learning, algorithms based on expected error minimization (EEM) have been popular and yield good empirical performance. The exact computation of EEM optimally balances exploration and exploitation. In practice,…

In this paper, we examine the Sample Average Approximation (SAA) procedure within a framework where the Monte Carlo estimator of the expectation is biased. We also introduce Multilevel Monte Carlo (MLMC) in the SAA setup to enhance the…

We derive new and improved non-asymptotic deviation inequalities for the sample average approximation (SAA) of an optimization problem. Our results give strong error probability bounds that are "sub-Gaussian"~even when the randomness of the…

Over-parametrization was a crucial ingredient for recent developments in inference and machine-learning fields. However a good theory explaining this success is still lacking. In this paper we study a very simple case of mismatched…

We report a cluster of results regarding the difficulty of finding approximate ground states to typical instances of the quantum satisfiability problem $k$-QSAT on large random graphs. As an approximation strategy, we optimize the solution…

Bayesian inference with stochastic models is often difficult because their likelihood functions involve high-dimensional integrals. Approximate Bayesian Computation (ABC) avoids evaluating the likelihood function and instead infers model…

In this work, we consider the problem of recovery a planted $k$-densest sub-hypergraph on $d$-uniform hypergraphs. This fundamental problem appears in different contexts, e.g., community detection, average-case complexity, and neuroscience…

Estimation of small failure probabilities is one of the most important and challenging computational problems in reliability engineering. The failure probability is usually given by an integral over a high-dimensional uncertain parameter…

How do statistical dependencies in measurement noise influence high-dimensional inference? To answer this, we study the paradigmatic spiked matrix model of principal components analysis (PCA), where a rank-one matrix is corrupted by…

Bilevel optimization problems, which are problems where two optimization problems are nested, have more and more applications in machine learning. In many practical cases, the upper and the lower objectives correspond to empirical risk…

We address the problem of Bayesian reinforcement learning using efficient model-based online planning. We propose an optimism-free Bayes-adaptive algorithm to induce deeper and sparser exploration with a theoretical bound on its performance…