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A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Black box optimization requires specifying a search space to explore for solutions, e.g. a d-dimensional compact space, and this choice is critical for getting the best results at a reasonable budget. Unfortunately, determining a high…

The Covariance Matrix Adaptation Evolutionary Strategy (CMA-ES) is one of the most advanced algorithms in numerical black-box optimization. For noisy objective functions, several approaches were proposed to mitigate the noise, e.g.,…

The key to Black-Box Optimization is to efficiently search through input regions with potentially widely-varying numerical properties, to achieve low-regret descent and fast progress toward the optima. Monte Carlo Tree Search (MCTS) methods…

Acoustic Scene Classification (ASC) identifies an environment based on an audio signal. This paper explores ASC in low-resource conditions and proposes a novel model, DS-FlexiNet, which combines depthwise separable convolutions from…

This paper proposes a benchmark of submissions to Detection and Classification Acoustic Scene and Events 2021 Challenge (DCASE) Task 4 representing a sampling of the state-of-the-art in Sound Event Detection task. The submissions are…

When recovering an unknown signal from noisy measurements, the computational difficulty of performing optimal Bayesian MMSE (minimum mean squared error) inference often necessitates the use of maximum a posteriori (MAP) inference, a special…

Clustering analysis, a classical issue in data mining, is widely used in various research areas. This article aims at proposing a self-adaption grey DBSCAN clustering (SAG-DBSCAN) algorithm. First, the grey relational matrix is used to…

Future extreme-scale computer systems may expose silent data corruption (SDC) to applications, in order to save energy or increase performance. However, resilience research struggles to come up with useful abstract programming models for…

The Mean-Variance-Skewness-Kurtosis (MVSK) portfolio optimization model is a quartic nonconvex polynomial minimization problem over a polytope, which can be formulated as a Difference-of-Convex (DC) program. In this manuscript, we…

Stochastic Differential Equations (SDEs) are used as statistical models in many disciplines. However, intractable likelihood functions for SDEs make inference challenging, and we need to resort to simulation-based techniques to estimate and…

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

In meteorology, engineering and computer sciences, data assimilation is routinely employed as the optimal way to combine noisy observations with prior model information for obtaining better estimates of a state, and thus better forecasts,…

In derivative-free and blackbox optimization, the objective function is often evaluated through the execution of a computer program seen as a blackbox. It can be noisy, in the sense that its outputs are contaminated by random errors.…

We propose an adversarial evaluation framework for sensitive feature inference based on minimum mean-squared error (MMSE) estimation with a finite sample size and linear predictive models. Our approach establishes theoretical lower bounds…

Real-world data in health, economics, and environmental sciences are often collected across heterogeneous domains (such as hospitals, regions, or time periods). In such settings, distributional shifts can make standard PCA unreliable, in…

A new paradigm to estimate the gradient of a black-box scalar function is introduced, considering it as a member of a set of admissible gradients that are computed using existing function samples. Results on gradient estimate accuracy,…

In Blind Source Separation (BSS), one estimates sources from data mixtures where the mixing coefficients are unknown. In the particular case of Sparse Component Analysis (SCA), each underlying source exists for only a finite amount of time…

One way to reduce the time of conducting optimization studies is to evaluate designs in parallel rather than just one-at-a-time. For expensive-to-evaluate black-boxes, batch versions of Bayesian optimization have been proposed. They work by…

Static program analysis today takes an analytical approach which is quite suitable for a well-scoped system. Data- and control-flow is taken into account. Special cases such as pointers, procedures, and undefined behavior must be handled. A…