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The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $\theta$…
The encoding of solutions in black-box optimization is a delicate, handcrafted balance between expressiveness and domain knowledge -- between exploring a wide variety of solutions, and ensuring that those solutions are useful. Our main…
Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…
This paper studies stochastic optimization for a sum of compositional functions, where the inner-level function of each summand is coupled with the corresponding summation index. We refer to this family of problems as finite-sum coupled…
Black-box optimization is often encountered for decision-making in complex systems management, where the knowledge of system is limited. Under these circumstances, it is essential to balance the utilization of new information with…
Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the…
Topological Data Analysis (TDA) uses insights from topology to create representations of data able to capture global and local geometric and topological properties. Its methods have successfully been used to develop estimations of fractal…
The growing use of neuroimaging technologies generates a massive amount of biomedical data that exhibit high dimensionality. Tensor-based analysis of brain imaging data has been proved quite effective in exploiting their multiway nature.…
We present a novel method, Fractal Space-Curve Analysis (FSCA), which combines Space-Filling Curve (SFC) mapping for dimensionality reduction with fractal Detrended Fluctuation Analysis (DFA). The method is suitable for multidimensional…
Dynamic Threshold Optimization (DTO) adaptively "compresses" the decision space (DS) in a global search and optimization problem by bounding the objective function from below. This approach is different from "shrinking" DS by reducing…
The selection of the most appropriate algorithm to solve a given problem instance, known as algorithm selection, is driven by the potential to capitalize on the complementary performance of different algorithms across sets of problem…
While machine learning models are typically trained to solve prediction problems, we might often want to use them for optimization problems. For example, given a dataset of proteins and their corresponding fluorescence levels, we might want…
This paper presents a piecewise convexification method for solving non-convex multi-objective optimization problems with box constraints. Based on the ideas of the $\alpha$-based Branch and Bound (${\rm \alpha BB}$) method of global…
Low-rank plus diagonal (LRPD) decompositions provide a powerful structural model for large covariance matrices, simultaneously capturing global shared factors and localized corrections that arise in covariance estimation, factor analysis,…
Gradient-free/zeroth-order methods for black-box convex optimization have been extensively studied in the last decade with the main focus on oracle calls complexity. In this paper, besides the oracle complexity, we focus also on iteration…
The study of ordering polytopes has been essential to the solution of various challenging combinatorial optimization problems. For instance, the incorporation of facet defining inequalities (FDIs) from these polytopes in branch-and-cut…
Black-box complexity is a complexity theoretic measure for how difficult a problem is to be optimized by a general purpose optimization algorithm. It is thus one of the few means trying to understand which problems are tractable for genetic…
Frequently, the burgeoning field of black-box optimization encounters challenges due to a limited understanding of the mechanisms of the objective function. To address such problems, in this work we focus on the deterministic concept of…
This article advocates factorized and hybrid dimensional decompositions (FDD/HDD), as alternatives to analysis-of-variance dimensional decomposition (ADD), for second-moment statistical analysis of multivariate functions. New formulae…
In this study, we investigate the problem of min-max continuous optimization in a black-box setting $\min_{x} \max_{y}f(x,y)$. A popular approach updates $x$ and $y$ simultaneously or alternatingly. However, two major limitations have been…