Related papers: Doubly Stochastic Matrix Models for Estimation of …
We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…
We propose a first-order stochastic optimization algorithm incorporating adaptive regularization applicable to machine learning problems in deep learning framework. The adaptive regularization is imposed by stochastic process in determining…
Increasing effort is put into the development of methods for learning mechanistic models from data. This task entails not only the accurate estimation of parameters but also a suitable model structure. Recent work on the discovery of…
Diversity plays a crucial role in evolutionary computation. While diversity has been mainly used to prevent the population of an evolutionary algorithm from premature convergence, the use of evolutionary algorithms to obtain a diverse set…
This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…
Dynamic optimisation occurs in a variety of real-world problems. To tackle these problems, evolutionary algorithms have been extensively used due to their effectiveness and minimum design effort. However, for dynamic problems, extra…
Decentralised learning enables the training of deep learning algorithms without centralising data sets, resulting in benefits such as improved data privacy, operational efficiency and the fostering of data ownership policies. However,…
Optimisation problems are ubiquitous in particle and astrophysics, and involve locating the optimum of a complicated function of many parameters that may be computationally expensive to evaluate. We describe a number of global optimisation…
In the past 30 years, scientists have searched nature, including animals and insects, and biology in order to discover, understand, and model solutions for solving large-scale science challenges. The study of bionics reveals that how the…
Recent work from the reinforcement learning community has shown that Evolution Strategies are a fast and scalable alternative to other reinforcement learning methods. In this paper we show that Evolution Strategies are a special case of…
Distributionally robust stochastic optimization (DRSO) is a framework for decision-making problems under certainty, which finds solutions that perform well for a chosen set of probability distributions. Many different approaches for…
Standard Mean-Shift algorithms are notoriously sensitive to the bandwidth hyperparameter, particularly in data-scarce regimes where fixed-scale density estimation leads to fragmentation and spurious modes. In this paper, we propose Doubly…
In this paper we propose an efficient distributed algorithm for solving loosely coupled convex optimization problems. The algorithm is based on a primal-dual interior-point method in which we use the alternating direction method of…
Multi-task learning aims to learn multiple tasks jointly by exploiting their relatedness to improve the generalization performance for each task. Traditionally, to perform multi-task learning, one needs to centralize data from all the tasks…
The emergence of Big Data has enabled new research perspectives in the discrete choice community. While the techniques to estimate Machine Learning models on a massive amount of data are well established, these have not yet been fully…
Real world problems always have different multiple solutions. For instance, optical engineers need to tune the recording parameters to get as many optimal solutions as possible for multiple trials in the varied-line-spacing holographic…
In this paper, we scale evolutionary algorithms to high-dimensional optimization problems that deceptively possess a low effective dimensionality (certain dimensions do not significantly affect the objective function). To this end, an…
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…
This paper proposes a two-time scale neurodynamic duplex approach to solve distributionally robust geometric joint chance-constrained optimization problems. The probability distributions of the row vectors are not known in advance and…
Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…