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In this paper, we introduce a technique to enhance the computational efficiency of solution algorithms for high-dimensional discrete simulation-based optimization problems. The technique is based on innovative adaptive partitioning…
In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…
Although various distributed machine learning schemes have been proposed recently for pure linear models and fully nonparametric models, little attention has been paid on distributed optimization for semi-paramemetric models with…
Population-based evolutionary algorithms have great potential to handle multiobjective optimisation problems. However, these algorithms depends largely on problem characteristics, and there is a need to improve their performance for a wider…
Clustering is a fundamental task in machine learning and data science, and similarity graph-based clustering is an important approach within this domain. Doubly stochastic symmetric similarity graphs provide numerous benefits for clustering…
In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constrained. Most existing approaches for solving such problems rely…
A large number of application problems involve two levels of optimization, where one optimization task is nested inside the other. These problems are known as bilevel optimization problems and have been studied by both classical…
A distributed adaptive algorithm is proposed to solve a node-specific parameter estimation problem where nodes are interested in estimating parameters of local interest and parameters of global interest to the whole network. To address the…
We present doubly stochastic gradient MCMC, a simple and generic method for (approximate) Bayesian inference of deep generative models (DGMs) in a collapsed continuous parameter space. At each MCMC sampling step, the algorithm randomly…
In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…
Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…
Stochastic algorithms are among the best for solving computationally hard search and reasoning problems. The runtime of such procedures is characterized by a random variable. Different algorithms give rise to different probability…
The main feature of the Dynamic Multi-objective Optimization Problems (DMOPs) is that optimization objective functions will change with times or environments. One of the promising approaches for solving the DMOPs is reusing the obtained…
We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…
In the past few decades, many multiobjective evolutionary optimization algorithms (MOEAs) have been proposed to find a finite set of approximate Pareto solutions for a given problem in a single run, each with its own structure. However, in…
Score-based generative models can effectively learn the distribution of data by estimating the gradient of the distribution. Due to the multi-step denoising characteristic, researchers have recently considered combining score-based…
This paper looks in detail at how an evolutionary algorithm attempts to solve instances from the multimodal problem generator. The paper shows that in order to consistently reach the global optimum, an evolutionary algorithm requires a…
Local decision rules are commonly understood to be more explainable, due to the local nature of the patterns involved. With numerical optimization methods such as gradient boosting, ensembles of local decision rules can gain good predictive…
Evolutionary algorithms (EA) have been widely accepted as efficient solvers for complex real world optimization problems, including engineering optimization. However, real world optimization problems often involve uncertain environment…
Coordinated optimization and control of distribution-level assets can enable a reliable and optimal integration of massive amount of distributed energy resources (DERs) and facilitate distribution system management (DSM). Accordingly, the…