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Flexible and scalable decentralized learning solutions are fundamentally important in the application of multi-agent systems. While several recent approaches introduce (ensembles of) kernel machines in the distributed setting, Bayesian…

Machine Learning · Computer Science 2025-02-11 Fernando Llorente , Daniel Waxman , Petar M. Djurić

Complex computer codes or models can often be run in a hierarchy of different levels of complexity ranging from the very basic to the sophisticated. The top levels in this hierarchy are typically expensive to run, which limits the number of…

Methodology · Statistics 2023-07-19 Louise Kimpton , James Salter , Tim Dodwell , Hossein Mohammadi , Peter Challenor

Evolution strategy (ES) has been shown great promise in many challenging reinforcement learning (RL) tasks, rivaling other state-of-the-art deep RL methods. Yet, there are two limitations in the current ES practice that may hinder its…

Machine Learning · Computer Science 2020-02-24 Jiaxing Zhang , Hoang Tran , Guannan Zhang

By distributing the training process, local approximation reduces the cost of the standard Gaussian Process. An ensemble technique combines local predictions from Gaussian experts trained on different partitions of the data. Ensemble…

Machine Learning · Computer Science 2024-01-09 Hamed Jalali , Gjergji Kasneci

This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…

Computation · Statistics 2016-04-20 Olivier Féron , François Orieux , Jean-François Giovannelli

We propose a novel algorithm to solve the expectation propagation relaxation of Bayesian inference for continuous-variable graphical models. In contrast to most previous algorithms, our method is provably convergent. By marrying convergent…

Machine Learning · Statistics 2010-12-17 Matthias W. Seeger , Hannes Nickisch

We introduce a novel edge tracing algorithm using Gaussian process regression. Our edge-based segmentation algorithm models an edge of interest using Gaussian process regression and iteratively searches the image for edge pixels in a…

Computer Vision and Pattern Recognition · Computer Science 2021-12-15 Jamie Burke , Stuart King

We present randomized algorithms for sampling the standard Gaussian distribution restricted to a convex set and for estimating the Gaussian measure of a convex set, in the general membership oracle model. The complexity of integration is…

Data Structures and Algorithms · Computer Science 2013-07-12 Ben Cousins , Santosh Vempala

Recently, many evolutionary computation methods have been developed to solve the feature selection problem. However, the studies focused mainly on small-scale issues, resulting in stagnation issues in local optima and numerical instability…

Neural and Evolutionary Computing · Computer Science 2021-10-28 Xubin Wang , Yunhe Wang , Ka-Chun Wong , Xiangtao Li

In this work, we study decentralized convex constrained optimization problems in networks. We focus on the dual averaging-based algorithmic framework that is well-documented to be superior in handling constraints and complex communication…

Optimization and Control · Mathematics 2022-08-16 Changxin Liu , Yang Shi , Huiping Li , Wenli Du

We consider the problem of distributedly estimating Gaussian processes in multi-agent frameworks. Each agent collects few measurements and aims to collaboratively reconstruct a common estimate based on all data. Agents are assumed with…

Multiagent Systems · Computer Science 2018-05-11 Gianluigi Pillonetto , Luca Schenato , Damiano Varagnolo

A hybrid evolutionary algorithm with importance sampling method is proposed for multi-dimensional optimization problems in this paper. In order to make use of the information provided in the search process, a set of visited solutions is…

Neural and Evolutionary Computing · Computer Science 2013-08-26 Guanghui Huang , Zhifeng Pan

This study presents a population-based evolutionary optimization algorithm (Adaptive Differential Evolution with Diversification Strategies or ADEDS). The algorithm developed using the sinusoidal objective function and subsequently…

Neural and Evolutionary Computing · Computer Science 2023-10-09 Sarit Maitra

We investigate the convergence properties of the EM algorithm when applied to overspecified Gaussian mixture models -- that is, when the number of components in the fitted model exceeds that of the true underlying distribution. Focusing on…

Machine Learning · Statistics 2025-06-16 Zhenisbek Assylbekov , Alan Legg , Artur Pak

Differential evolution (DE) is a well-known type of evolutionary algorithms (EA). Similarly to other EA variants it can suffer from small populations and loose diversity too quickly. This paper presents a new approach to mitigate this…

Neural and Evolutionary Computing · Computer Science 2020-02-10 Jakub M. Tomczak , Ewelina Weglarz-Tomczak , Agoston E. Eiben

Many randomized approximation algorithms operate by giving a procedure for simulating a random variable $X$ which has mean $\mu$ equal to the target answer, and a relative standard deviation bounded above by a known constant $c$. Examples…

Computation · Statistics 2019-08-16 Mark Huber

Differential evolution(DE) is a conventional algorithm with fast convergence speed. However, DE may be trapped in local optimal solution easily. Many researchers devote themselves to improving DE. In our previously work, whale swarm…

Neural and Evolutionary Computing · Computer Science 2019-09-05 Haozhen Dong , Liang Gao , Xinyu Li , Haoran Zhong , Bing Zeng

In this paper, we consider the estimation of a change-point for possibly high-dimensional data in a Gaussian model, using a k-means method. We prove that, up to a logarithmic term, this change-point estimator has a minimax rate of…

Statistics Theory · Mathematics 2018-02-22 Aurélie Fischer , Dominique Picard

Differential evolution (DE) is an effective population-based metaheuristic algorithm for solving complex optimisation problems. However, the performance of DE is sensitive to the mutation operator. In this paper, we propose a novel DE…

Neural and Evolutionary Computing · Computer Science 2021-09-21 Seyed Jalaleddin Mousavirad , Gerald Schaefer , Iakov Korovin , Mahshid Helali Moghadam , Mehrdad Saadatmand , Mahdi Pedram

Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…

Machine Learning · Statistics 2017-05-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen