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Building upon our earlier work of a martingale approach to global optimization, a powerful stochastic search scheme for the global optimum of cost functions is proposed on the basis of change of measures on the states that evolve as…

Methodology · Statistics 2015-12-23 Mamatha Venugopal , Ram Mohan Vasu , Debasish Roy

Neural Architecture Search (NAS) was first proposed to achieve state-of-the-art performance through the discovery of new architecture patterns, without human intervention. An over-reliance on expert knowledge in the search space design has…

Machine Learning · Computer Science 2021-01-05 Binxin Ru , Pedro Esperanca , Fabio Carlucci

This paper introduces a hierarchical framework that integrates graph search algorithms and model predictive control to facilitate efficient parking maneuvers for Autonomous Vehicles (AVs) in constrained environments. In the high-level…

Robotics · Computer Science 2023-11-15 Xuemin Chi , Zhitao Liu , Jihao Huang , Feng Hong , Hongye Su

Information processing techniques based on sparseness have been actively studied in several disciplines. Among them, a mathematical framework to approximately express a given dataset by a combination of a small number of basis vectors of an…

Information Theory · Computer Science 2016-05-04 Tomoyuki Obuchi , Yoshiyuki Kabashima

The planted coloring problem is a prototypical inference problem for which thresholds for Bayes optimal algorithms, like Belief Propagation (BP), can be computed analytically. In this paper, we analyze the limits and performances of the…

Disordered Systems and Neural Networks · Physics 2023-06-29 Maria Chiara Angelini , Federico Ricci-Tersenghi

Sparse principal component analysis (PCA) and sparse canonical correlation analysis (CCA) are two essential techniques from high-dimensional statistics and machine learning for analyzing large-scale data. Both problems can be formulated as…

Machine Learning · Statistics 2019-03-28 Shixiang Chen , Shiqian Ma , Lingzhou Xue , Hui Zou

The automated machine learning (AutoML) field has become increasingly relevant in recent years. These algorithms can develop models without the need for expert knowledge, facilitating the application of machine learning techniques in the…

Machine Learning · Computer Science 2022-12-14 Andrea Falanti , Eugenio Lomurno , Danilo Ardagna , Matteo Matteucci

In this paper, we compare the three most popular algorithms for hyperparameter optimization (Grid Search, Random Search, and Genetic Algorithm) and attempt to use them for neural architecture search (NAS). We use these algorithms for…

Machine Learning · Computer Science 2019-12-13 Petro Liashchynskyi , Pavlo Liashchynskyi

We consider multi-level composite optimization problems where each mapping in the composition is the expectation over a family of random smooth mappings or the sum of some finite number of smooth mappings. We present a normalized proximal…

Optimization and Control · Mathematics 2021-05-12 Junyu Zhang , Lin Xiao

Sharpness-aware minimization (SAM) has been shown to improve the generalization of neural networks. However, each SAM update requires \emph{sequentially} computing two gradients, effectively doubling the per-iteration cost compared to base…

Machine Learning · Computer Science 2024-10-15 Wanyun Xie , Thomas Pethick , Volkan Cevher

In this paper, we consider a composite optimization problem with linear coupling constraints in a multi-agent network. In this problem, all the agents jointly optimize a global composite cost function which is the linear sum of individual…

Optimization and Control · Mathematics 2021-06-28 Jianzheng Wang , Guoqiang Hu

In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization…

Computer Vision and Pattern Recognition · Computer Science 2017-07-03 Yiyang Wang , Risheng Liu , Xiaoliang Song , Zhixun Su

Time series prediction covers a vast field of every-day statistical applications in medical, environmental and economic domains. In this paper we develop nonparametric prediction strategies based on the combination of a set of 'experts' and…

Methodology · Statistics 2008-01-03 Gérard Biau , Kevin Bleakley , László Györfi , György Ottucsák

The Negative selection Algorithm (NSA) is one of the important methods in the field of Immunological Computation (or Artificial Immune Systems). Over the years, some progress was made which turns this algorithm (NSA) into an efficient…

Neural and Evolutionary Computing · Computer Science 2022-05-10 Kishor Datta Gupta , Dipankar Dasgupta

We develop and analyze several different second-order algorithms for computing a near-optimal solution path of a convex parametric optimization problem with smooth Hessian. Our algorithms are inspired by a differential equation perspective…

Optimization and Control · Mathematics 2023-06-16 Heyuan Liu , Paul Grigas

This paper proposes an adaptive hyper-reduction method to reduce the computational cost associated with the simulation of parametric particle-based kinetic plasma models, specifically focusing on the Vlasov-Poisson equation. Conventional…

Numerical Analysis · Mathematics 2026-02-05 Cecilia Pagliantini , Federico Vismara

Simultaneous perturbation stochastic approximation (SPSA) is widely used in stochastic optimization due to its high efficiency, asymptotic stability, and reduced number of required loss function measurements. However, the standard SPSA…

Optimization and Control · Mathematics 2023-02-07 Zhichao Jia , Ziyi Wei , James C. Spall

There is a recent surge of interest in nonconvex reformulations via low-rank factorization for stochastic convex semidefinite optimization problem in the purpose of efficiency and scalability. Compared with the original convex formulations,…

Optimization and Control · Mathematics 2018-02-27 Jinshan Zeng , Ke Ma , Yuan Yao

We consider the problem of maximizing the variance explained from a data matrix using orthogonal sparse principal components that have a support of fixed cardinality. While most existing methods focus on building principal components (PCs)…

Optimization and Control · Mathematics 2022-10-14 Dimitris Bertsimas , Driss Lahlou Kitane

We establish the first global convergence result of neural networks for two stage least squares (2SLS) approach in nonparametric instrumental variable regression (NPIV). This is achieved by adopting a lifted perspective through mean-field…

Machine Learning · Statistics 2025-11-19 Zonghao Chen , Atsushi Nitanda , Arthur Gretton , Taiji Suzuki
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