Related papers: Consensus-Based Optimization with Truncated Noise
We present stochastic consensus and convergence of the discrete consensus-based optimization (CBO) algorithm with random batch interactions and heterogeneous external noises. Despite the wide applications and successful performance in many…
In this work we extend the class of Consensus-Based Optimization (CBO) metaheuristic methods by considering memory effects and a random selection strategy. The proposed algorithm iteratively updates a population of particles according to a…
We introduce a new consensus based optimization (CBO) method where interacting particle system is driven by jump-diffusion stochastic differential equations. We study well-posedness of the particle system as well as of its mean-field limit.…
This paper studies a class of Consensus-Based Optimization (CBO) models featuring an additional stochastic rate of information, modeling the agents' knowledge of the environment and energy landscape. The well-posedness of the stochastic…
In this paper, we provide a novel analytical perspective on the theoretical understanding of gradient-based learning algorithms by interpreting consensus-based optimization (CBO), a recently proposed multi-particle derivative-free…
Introduced in 2017 \cite{B1-pinnau2017consensus}, Consensus-Based Optimization (CBO) has rapidly emerged as a significant breakthrough in global optimization. This straightforward yet powerful multi-particle, zero-order optimization method…
We study the derivative-free global optimization algorithm Consensus-Based Optimization (CBO), establishing uniform-in-time propagation of chaos as well as an almost uniform-in-time stability result for the microscopic particle system.…
In this paper, we propose a predictor-corrector type Consensus Based Optimization (CBO) algorithm on a convex feasible set. Our proposed algorithm generalizes the CBO algorithm in [11] to tackle a constrained optimization problem for the…
In this paper we propose polarized consensus-based dynamics in order to make consensus-based optimization (CBO) and sampling (CBS) applicable for objective functions with several global minima or distributions with many modes, respectively.…
Zero-order optimization has recently received significant attention for designing optimal trajectories and policies for robotic systems. However, most existing methods (e.g., MPPI, CEM, and CMA-ES) are local in nature, as they rely on…
We study Consensus-Based Optimization (CBO) for two-layer neural network training. We compare the performance of CBO against Adam on two test cases and demonstrate how a hybrid approach, combining CBO with Adam, provides faster convergence…
In this work we study the mean-field description of Consensus-Based Optimization (CBO), a derivative-free particle optimization method. Such a description is provided by a non-local SDE of McKean-Vlasov type, whose fields lack of global…
Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…
In this paper, we focus on finding the global minimizer of a general unconstrained nonsmooth nonconvex optimization problem. Taking advantage of the smoothing method and the consensus-based optimization (CBO) method, we propose a novel…
We study the finite-agent behavior of Consensus-Based Optimization (CBO), a recent metaheuristic for the global minimization of a function, that combines drift toward a consensus estimate with stochastic exploration. While previous analyses…
We propose a gradient-free deep reinforcement learning algorithm to solve high-dimensional, finite-horizon stochastic control problems. Although the recently developed deep reinforcement learning framework has achieved great success in…
Global optimization of a non-convex objective function often appears in large-scale machine-learning and artificial intelligence applications. Recently, consensus-based optimization (in short CBO) methods have been introduced as one of the…
A self-interacting dynamics that mimics the standard Consensus-Based Optimization (CBO) model is introduced. This single-particle dynamics is shown to converge to a unique invariant measure that approximates the global minimum of a given…
A consensus-based optimization (CBO) algorithm, which enables derivative and mesh-free optimization, is presented to localize a bioluminescent source. The light propagation is modeled by the radiative transfer equation approximated by…
Objective functions in large-scale machine-learning and artificial intelligence applications often live in high dimensions with strong non-convexity and massive local minima. First-order methods, such as the stochastic gradient method and…