Related papers: A Particle-based Sparse Gaussian Process Optimizer

A Particle Swarm Optimizer for the search of balanced Boolean functions with good cryptographic properties is proposed in this paper. The algorithm is a modified version of the permutation PSO by Hu, Eberhart and Shi which preserves the…

Deep Gaussian Processes (DGPs) are multi-layer, flexible extensions of Gaussian processes but their training remains challenging. Sparse approximations simplify the training but often require optimization over a large number of inducing…

Learning-based techniques are increasingly effective at controlling complex systems using data-driven models. However, most work done so far has focused on learning individual tasks or control laws. Hence, it is still a largely unaddressed…

Stochastic Gradient Descent (SGD) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly…

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

We present a newly developed Replica Exchange algorithm using q -Gaussian Swarm Quantum Particle Optimization (REX@q-GSQPO) method for solving the problem of finding the global optimum. The basis of the algorithm is to run multiple copies…

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…

Local optimization presents a promising approach to expensive, high-dimensional black-box optimization by sidestepping the need to globally explore the search space. For objective functions whose gradient cannot be evaluated directly,…

The optimization problems with a sparsity constraint is a class of important global optimization problems. A typical type of thresholding algorithms for solving such a problem adopts the traditional full steepest descent direction or…

This paper addresses the problem of scalable optimization for L1-regularized conditional Gaussian graphical models. Conditional Gaussian graphical models generalize the well-known Gaussian graphical models to conditional distributions to…

This paper studies the problem of learning Bayesian networks from continuous observational data, generated according to a linear Gaussian structural equation model. We consider an $\ell_0$-penalized maximum likelihood estimator for this…

Robot swarms can be tasked with a variety of automated sensing and inspection applications in aerial, aquatic, and surface environments. In this paper, we study a simplified two-outcome surface inspection task. We task a group of robots to…

Decentralized solutions to finite-sum minimization are of significant importance in many signal processing, control, and machine learning applications. In such settings, the data is distributed over a network of arbitrarily-connected nodes…

Graph Neural Networks (GNNs) have achieved impressive performance in collaborative filtering. However, GNNs tend to yield inferior performance when the distributions of training and test data are not aligned well. Also, training GNNs…

Online optimization has gained increasing interest due to its capability of tracking real-world streaming data. Although online optimization methods have been widely studied in the setting of frequentist statistics, few works have…

Inference in Gaussian process (GP) models is computationally challenging for large data, and often difficult to approximate with a small number of inducing points. We explore an alternative approximation that employs stochastic inference…

We analyze the convergence of a nonlocal gradient descent method for minimizing a class of high-dimensional non-convex functions, where a directional Gaussian smoothing (DGS) is proposed to define the nonlocal gradient (also referred to as…

Sampling-based planning is the predominant paradigm for motion planning in robotics. Most sampling-based planners use a global random sampling scheme to guarantee probabilistic completeness. However, most schemes are often inefficient as…

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…