Related papers: Are metaheuristics worth it? A computational compa…
Metaheuristic algorithms are becoming an important part of modern optimization. A wide range of metaheuristic algorithms have emerged over the last two decades, and many metaheuristics such as particle swarm optimization are becoming…
Novel technologies in automated machine learning ease the complexity of algorithm selection and hyperparameter optimization. Hyperparameters are important for machine learning models as they significantly influence the performance of…
We propose a general-purpose method for finding high-quality solutions to hard optimization problems, inspired by self-organizing processes often found in nature. The method, called Extremal Optimization, successively eliminates extremely…
Feature-based offline algorithm selection has shown its effectiveness in a wide range of optimization problems, including the black-box optimization problem. An algorithm selection system selects the most promising optimizer from an…
Controller tuning based on black-box optimization allows to automatically tune performance-critical parameters w.r.t. mostly arbitrary high-level closed-loop control objectives. However, a comprehensive benchmark of different black-box…
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…
Benchmarking optimization algorithms is fundamental for the advancement of computational intelligence. However, widely adopted artificial test suites exhibit limited correspondence with the diversity and complexity of real-world engineering…
A computational revolution unleashed the power of artificial neural networks. At the heart of that revolution is automatic differentiation, which calculates the derivative of a performance measure relative to a large number of parameters.…
The aim of black-box optimization is to optimize an objective function within the constraints of a given evaluation budget. In this problem, it is generally assumed that the computational cost for evaluating a point is large; thus, it is…
Deep learning techniques, such as Deep Boltzmann Machines (DBMs), have received considerable attention over the past years due to the outstanding results concerning a variable range of domains. One of the main shortcomings of these…
We consider parametrized versions of metrical task systems and metrical service systems, two fundamental models of online computing, where the constrained parameter is the number of possible distinct requests $m$. Such parametrization…
Differentiation is a cornerstone of computing and data analysis in every discipline of science and engineering. Indeed, most fundamental physics laws are expressed as relationships between derivatives in space and time. However, derivatives…
The quest for determinism in machine learning has disproportionately focused on characterizing the impact of noise introduced by algorithmic design choices. In this work, we address a less well understood and studied question: how does our…
Based on decision trees, many fields have arguably made tremendous progress in recent years. In simple words, decision trees use the strategy of "divide-and-conquer" to divide the complex problem on the dependency between input features and…
Classification is an important supervised machine learning method, which is necessary and challenging issue for ecological research. It offers a way to classify a dataset into subsets that share common patterns. Notably, there are many…
In the last years decision-focused learning framework, also known as predict-and-optimize, have received increasing attention. In this setting, the predictions of a machine learning model are used as estimated cost coefficients in the…
Metaheuristic search methods have proven to be essential tools for tackling complex optimization challenges, but their full potential is often constrained by conventional algorithmic frameworks. In this paper, we introduce a novel approach…
This study investigates the application of machine learning techniques, specifically Neural Networks, Random Forests, and CatBoost for option pricing, in comparison to traditional models such as Black-Scholes and Heston Model. Using both…
Biology-derived algorithms are an important part of computational sciences, which are essential to many scientific disciplines and engineering applications. Many computational methods are derived from or based on the analogy to natural…
Although researchers often comment on the rising popularity of nature-inspired meta-heuristics (NIM), there has been a paucity of data to directly support the claim that NIM are growing in prominence compared to other optimization…