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Data collected from arrays of sensors are essential for informed decision-making in various systems. However, the presence of anomalies can compromise the accuracy and reliability of insights drawn from the collected data or information…

Applications · Statistics 2024-03-19 Katie Buchhorn , Kerrie Mengersen , Edgar Santos-Fernandez , James McGree

Gradient descent algorithm is the most utilized method when optimizing machine learning issues. However, there exists many local minimums and saddle points in the loss function, especially for high dimensional non-convex optimization…

Machine Learning · Computer Science 2021-07-19 Zhicheng Cai

We consider the problem of designing a set of computational agents so that as they all pursue their self-interests a global function G of the collective system is optimized. Three factors govern the quality of such design. The first relates…

Optimization and Control · Mathematics 2009-11-10 David Wolpert , Kagan Tumer , Esfandiar Bandari

It is not rare that the performance of one metaheuristic algorithm can be improved by incorporating ideas taken from another. In this article we present how Simulated Annealing (SA) can be used to improve the efficiency of the Ant Colony…

Artificial Intelligence · Computer Science 2017-05-03 Rafał Skinderowicz

We consider a simulation optimization problem for a context-dependent decision-making, which aims to determine the top-m designs for all contexts. Under a Bayesian framework, we formulate the optimal dynamic sampling decision as a…

Machine Learning · Statistics 2023-06-12 Gongbo Zhang , Sihua Chen , Kuihua Huang , Yijie Peng

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

Bayesian Decision Trees (DTs) are generally considered a more advanced and accurate model than a regular Decision Tree (DT) because they can handle complex and uncertain data. Existing work on Bayesian DTs uses Markov Chain Monte Carlo…

Machine Learning · Computer Science 2023-05-31 Efthyvoulos Drousiotis , Alexander M. Phillips , Paul G. Spirakis , Simon Maskell

Bayesian optimization involves "inner optimization" over a new-data acquisition criterion which is non-convex/highly multi-modal, may be non-differentiable, or may otherwise thwart local numerical optimizers. In such cases it is common to…

Computation · Statistics 2022-05-23 Robert B. Gramacy , Annie Sauer , Nathan Wycoff

We introduce Deep Adaptive Design (DAD), a method for amortizing the cost of adaptive Bayesian experimental design that allows experiments to be run in real-time. Traditional sequential Bayesian optimal experimental design approaches…

Machine Learning · Statistics 2021-06-14 Adam Foster , Desi R. Ivanova , Ilyas Malik , Tom Rainforth

Learner Performance-based Behavior using Simulated Annealing (LPBSA) is an improvement of the Learner Performance-based Behavior (LPB) algorithm. LPBSA, like LPB, has been proven to deal with single and complex problems. Simulated Annealing…

Neural and Evolutionary Computing · Computer Science 2025-01-30 Dana Rasul Hamad , Tarik A. Rashid

In this paper, we evaluate stochastic-computing simulated annealing (SC-SA) for solving large-scale combinatorial optimization problems. SC-SA is designed using stochastic computing, where the computatoin is reazlied using random bitstream,…

Optimization and Control · Mathematics 2026-03-24 Kota Katsuki , Duckgyu Shin , Naoya Onizawa , Takahiro Hanyu

Not all generate-and-test search algorithms are created equal. Bayesian Optimization (BO) invests a lot of computation time to generate the candidate solution that best balances the predicted value and the uncertainty given all previous…

Neural and Evolutionary Computing · Computer Science 2020-05-11 Gongjin Lan , Jakub M. Tomczak , Diederik M. Roijers , A. E. Eiben

This paper presents a method called sampling-computation-optimization (SCO) to design batch Bayesian optimization. SCO does not construct new high-dimensional acquisition functions but samples from the existing one-site acquisition function…

Optimization and Control · Mathematics 2022-02-22 Kai Jia , Xiaojun Duan , Zhengming Wang , Liang Yan

Computer models are used as replacements for physical experiments in a large variety of applications. Nevertheless, direct use of the computer model for the ultimate scientific objective is often limited by the complexity and cost of the…

Methodology · Statistics 2019-07-03 Sonja Surjanovic , William J. Welch

Efficient algorithms for searching for optimal saturated designs are widely available. They maximize a given efficiency measure (such as D-optimality) and provide an optimum design. Nevertheless, they do not guarantee a \emph{global}…

Computation · Statistics 2013-03-29 Roberto Fontana

We propose a new metaheuristic training scheme that combines Stochastic Gradient Descent (SGD) and Discrete Optimization in an unconventional way. Our idea is to define a discrete neighborhood of the current SGD point containing a number of…

Machine Learning · Computer Science 2019-06-05 Matteo Fischetti , Matteo Stringher

The design of an experiment can be always be considered at least implicitly Bayesian, with prior knowledge used informally to aid decisions such as the variables to be studied and the choice of a plausible relationship between the…

Methodology · Statistics 2017-01-03 David C. Woods , Antony M. Overstall , Maria Adamou , Timothy W. Waite

Purpose: Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting…

Machine Learning · Computer Science 2018-12-10 Xueqiang Zeng , Gang Luo

We propose an algorithm to construct optimal exact designs (EDs). Most of the work in the optimal regression design literature focuses on the approximate design (AD) paradigm due to its desired properties, including the optimality…

Methodology · Statistics 2024-05-07 Chi-Kuang Yeh , Julie Zhou

This paper presents a novel approach for the output range estimation problem in Deep Neural Networks (DNNs) by integrating a Simulated Annealing (SA) algorithm tailored to operate within constrained domains and ensure convergence towards…

Machine Learning · Computer Science 2026-01-28 Helder Rojas , Nilton Rojas , Espinoza J. B. , Luis Huamanchumo