Related papers: Hyper-Heuristics Can Profit From Global Variation …
Hamiltonian Monte Carlo (HMC) is a very popular and generic collection of Markov chain Monte Carlo (MCMC) algorithms. One explanation for the popularity of HMC algorithms is their excellent performance as the dimension $d$ of the target…
This work studies online episodic tabular Markov decision processes (MDPs) with known transitions and develops best-of-both-worlds algorithms that achieve refined data-dependent regret bounds in the adversarial regime and variance-dependent…
Heuristic functions are essential to the performance of tree search algorithms such as A*, where their accuracy and efficiency directly impact search outcomes. Traditionally, such heuristics are handcrafted, requiring significant expertise.…
We consider the problem of learning graphical models, also known as Markov random fields (MRFs) from temporally correlated samples. As in many traditional statistical settings, fundamental results in the area all assume independent samples…
The search for traveltime parameters is a global optimization problem. Several metaheuristics have been proposed to locate the global optima to compute the least amount of their objective functions. However, the theoretical limitations…
We introduce data-driven decision-making algorithms that achieve state-of-the-art \emph{dynamic regret} bounds for non-stationary bandit settings. These settings capture applications such as advertisement allocation, dynamic pricing, and…
Since their introduction, anchoring methods in extragradient-type saddlepoint problems have inspired a flurry of research due to their ability to provide order-optimal rates of accelerated convergence in very general problem settings. Such…
The major difficulty in Multi-objective Optimization Evolutionary Algorithms (MOEAs) is how to find an appropriate solution that is able to converge towards the true Pareto Front with high diversity. Most existing methodologies, which have…
In this work, we extend the hybrid Chernoff tau-leap method to the multilevel Monte Carlo (MLMC) setting. Inspired by the work of Anderson and Higham on the tau-leap MLMC method with uniform time steps, we develop a novel algorithm that is…
Evolutionary algorithms (EAs) serve as powerful black-box optimizers inspired by biological evolution. However, most existing EAs predominantly focus on heuristic operators such as crossover and mutation, while usually overlooking…
Evolutionary algorithms (EAs) are population-based general-purpose optimization algorithms, and have been successfully applied in various real-world optimization tasks. However, previous theoretical studies often employ EAs with only a…
The prevalence of variational methods in near-term quantum computing makes optimizer choice critical, yet selection is frequently intuition-based. We therefore present a systematic benchmark of eight classical optimization algorithms for…
We revisit the \emph{leaderboard problem} introduced by Blum and Hardt (2015) in an effort to reduce overfitting in machine learning benchmarks. We show that a randomized version of their Ladder algorithm achieves leaderboard error…
We study the multi-objective minimum weight base problem, an abstraction of classical NP-hard combinatorial problems such as the multi-objective minimum spanning tree problem. We prove some important properties of the convex hull of the…
We study the Hamiltonian flow for optimization (HF-opt), which simulates the Hamiltonian dynamics for some integration time and resets the velocity to $0$ to decrease the objective function; this is the optimization analogue of the…
Human mobility prediction is crucial for applications ranging from location-based recommendations to urban planning, which aims to forecast users' next location visits based on historical trajectories. While existing mobility prediction…
Metaheuristic algorithms are often nature-inspired, and they are becoming very powerful in solving global optimization problems. More than a dozen of major metaheuristic algorithms have been developed over the last three decades, and there…
Most of the real-world problems are multimodal in nature that consists of multiple optimum values. Multimodal optimization is defined as the process of finding multiple global and local optima (as opposed to a single solution) of a…
The compact Genetic Algorithm (cGA), parameterized by its hypothetical population size $K$, offers a low-memory alternative to evolving a large offspring population of solutions. It evolves a probability distribution, biasing it towards…
Theory of evolutionary computation (EC) aims at providing mathematically founded statements about the performance of evolutionary algorithms (EAs). The predominant topic in this research domain is runtime analysis, which studies the time it…