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We propose novel randomized optimization methods for high-dimensional convex problems based on restrictions of variables to random subspaces. We consider oblivious and data-adaptive subspaces and study their approximation properties via…

Information Theory · Computer Science 2020-12-15 Jonathan Lacotte , Mert Pilanci

Hyperparameter tuning is an omnipresent problem in machine learning as it is an integral aspect of obtaining the state-of-the-art performance for any model. Most often, hyperparameters are optimized just by training a model on a grid of…

Machine Learning · Computer Science 2019-06-28 Hadi S. Jomaa , Josif Grabocka , Lars Schmidt-Thieme

Parameter sharing, where each agent independently learns a policy with fully shared parameters between all policies, is a popular baseline method for multi-agent deep reinforcement learning. Unfortunately, since all agents share the same…

Machine Learning · Computer Science 2023-11-01 J. K. Terry , Nathaniel Grammel , Sanghyun Son , Benjamin Black , Aakriti Agrawal

The performance of reinforcement learning (RL) agents is sensitive to the choice of hyperparameters. In real-world settings like robotics or industrial control systems, however, testing different hyperparameter configurations directly on…

Machine Learning · Computer Science 2022-05-19 Han Wang , Archit Sakhadeo , Adam White , James Bell , Vincent Liu , Xutong Zhao , Puer Liu , Tadashi Kozuno , Alona Fyshe , Martha White

Selecting an optimizer is a central step in the contemporary deep learning pipeline. In this paper, we demonstrate the sensitivity of optimizer comparisons to the hyperparameter tuning protocol. Our findings suggest that the hyperparameter…

Machine Learning · Computer Science 2020-06-17 Dami Choi , Christopher J. Shallue , Zachary Nado , Jaehoon Lee , Chris J. Maddison , George E. Dahl

In this paper, a novel distributed optimization framework has been proposed. The key idea is to convert optimization problems into optimal control problems where the objective of each agent is to design the current control input minimizing…

Optimization and Control · Mathematics 2025-04-01 Ziyuan Guo , Yue Sun , Yeming Xu , Liping Zhang , Huanshui Zhang

In this technical note, we consider a collaborative learning framework with principal-agent setting, in which the principal at each time-step determines a set of appropriate aggregation coefficients based on how the current parameter…

Machine Learning · Statistics 2024-09-25 Getachew K Befekadu

We study the design of mechanisms in combinatorial auction domains. We focus on settings where the auction is repeated, motivated by auctions for licenses or advertising space. We consider models of agent behaviour in which they either…

Computer Science and Game Theory · Computer Science 2009-10-01 Brendan Lucier

Effective coordination is crucial to solve multi-agent collaborative (MAC) problems. While centralized reinforcement learning methods can optimally solve small MAC instances, they do not scale to large problems and they fail to generalize…

Machine Learning · Computer Science 2019-10-22 Nicolas Carion , Gabriel Synnaeve , Alessandro Lazaric , Nicolas Usunier

We study the problem of designing AI agents that can robustly cooperate with people in human-machine partnerships. Our work is inspired by real-life scenarios in which an AI agent, e.g., a virtual assistant, has to cooperate with new users…

Machine Learning · Computer Science 2020-06-17 Ahana Ghosh , Sebastian Tschiatschek , Hamed Mahdavi , Adish Singla

We present two novel hyperparameter optimization strategies for optimization of deep learning models with a modular architecture constructed of multiple subnetworks. As complex networks with multiple subnetworks become more frequently…

Machine Learning · Computer Science 2022-02-25 Alex H. Treacher , Albert Montillo

Reinforcement learning (RL) applications, where an agent can simply learn optimal behaviors by interacting with the environment, are quickly gaining tremendous success in a wide variety of applications from controlling simple pendulums to…

Machine Learning · Computer Science 2022-01-28 Mariam Kiran , Melis Ozyildirim

Dynamic Optimization Problems (DOPs) are challenging to address due to their complex nature, i.e., dynamic environment variation. Evolutionary Computation methods are generally advantaged in solving DOPs since they resemble dynamic…

Neural and Evolutionary Computing · Computer Science 2026-02-02 Zijian Gao , Yuanting Zhong , Zeyuan Ma , Yue-Jiao Gong , Hongshu Guo

We introduce a model-based asynchronous multi-fidelity method for hyperparameter and neural architecture search that combines the strengths of asynchronous Hyperband and Gaussian process-based Bayesian optimization. At the heart of our…

Machine Learning · Computer Science 2020-07-01 Aaron Klein , Louis C. Tiao , Thibaut Lienart , Cedric Archambeau , Matthias Seeger

A Reinforcement Learning (RL) system depends on a set of initial conditions (hyperparameters) that affect the system's performance. However, defining a good choice of hyperparameters is a challenging problem. Hyperparameter tuning often…

One of the challenges in optimization of high dimensional problems is finding appropriate solutions in a way that are as close as possible to the global optima. In this regard, one of the most common phenomena that occurs is the curse of…

Optimization and Control · Mathematics 2021-12-22 Somayeh Seifi Shalamzari , Mojtaba Banifakhr

Hyperparameter optimization (HPO) is an important step in machine learning (ML) model development, but common practices are archaic -- primarily relying on manual or grid searches. This is partly because adopting advanced HPO algorithms…

Machine Learning · Computer Science 2024-02-08 Sungduk Yu , Mike Pritchard , Po-Lun Ma , Balwinder Singh , Sam Silva

Reinforcement Learning (RL) offers a powerful paradigm for autonomous robots to master generalist manipulation skills through trial-and-error. However, its real-world application is stifled by low sample efficiency. Recent Human-in-the-Loop…

Robotics · Computer Science 2026-03-10 Haojun Chen , Zili Zou , Chengdong Ma , Yaoxiang Pu , Haotong Zhang , Yuanpei Chen , Yaodong Yang

We study the multi-agent Bayesian optimization (BO) problem, where multiple agents maximize a black-box function via iterative queries. We focus on Entropy Search (ES), a sample-efficient BO algorithm that selects queries to maximize the…

Machine Learning · Computer Science 2023-03-13 Haitong Ma , Tianpeng Zhang , Yixuan Wu , Flavio P. Calmon , Na Li

Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…

Optimization and Control · Mathematics 2020-08-28 Filip Hanzely