Related papers: Covariance Matrix Adaptation Evolution Strategy fo…
An evolution strategy (ES) variant based on a simplification of a natural evolution strategy recently attracted attention because it performs surprisingly well in challenging deep reinforcement learning domains. It searches for neural…
System design tools are often only available as input-output blackboxes: for a given design as input they compute an output representing system behavior. Blackboxes are intended to be run in the forward direction. This paper presents a new…
In this thesis, a Bayes linear methodology for the adjustment of covariance matrices is presented and discussed. A geometric framework for quantifying uncertainties about covariance matrices is set up, and an inner-product for spaces of…
Low-Rank Adaptation (LoRA) has gained popularity for fine-tuning large foundation models, leveraging low-rank matrices $\mathbf{A}$ and $\mathbf{B}$ to represent weight changes (i.e., $\Delta \mathbf{W} = \mathbf{B} \mathbf{A}$). This…
Estimating the disturbance or clutter covariance is a centrally important problem in radar space time adaptive processing (STAP). The disturbance covariance matrix should be inferred from training sample observations in practice. Large…
Mixed-integer extensions of evolution strategies (ES) that discretize selected coordinates of sampled continuous vectors often impose a lower bound on the standard deviation of integer variables to prevent premature convergence. While these…
The encoding of solutions in black-box optimization is a delicate, handcrafted balance between expressiveness and domain knowledge -- between exploring a wide variety of solutions, and ensuring that those solutions are useful. Our main…
Feeder reconfiguration is a critical operational strategy in power distribution systems. However, existing optimization approaches typically rely on explicit mathematical formulations and analytical models, which are often infeasible in…
Quality-Diversity (QD) algorithms, and MAP-Elites (ME) in particular, have proven very useful for a broad range of applications including enabling real robots to recover quickly from joint damage, solving strongly deceptive maze tasks or…
Reinforcement learning (RL) is still rarely applied in industrial control, partly due to the difficulty of training reliable agents for real-world conditions. This work investigates how evolution strategies can support RL in such settings…
Two meta-evolutionary optimization strategies described in this paper accelerate the convergence of evolutionary programming algorithms while still retaining much of their ability to deal with multi-modal problems. The strategies, called…
Equivariant and invariant deep learning models have been developed to exploit intrinsic symmetries in data, demonstrating significant effectiveness in certain scenarios. However, these methods often suffer from limited representation…
The challenge of taking many variables into account in optimization problems may be overcome under the hypothesis of low effective dimensionality. Then, the search of solutions can be reduced to the random embedding of a low dimensional…
Quality-Diversity (QD) algorithms evolve behaviourally diverse and high-performing solutions. To illuminate the elite solutions for a space of behaviours, QD algorithms require the definition of a suitable behaviour space. If the behaviour…
Automated algorithm performance prediction in numerical blackbox optimization often relies on problem characterizations, such as exploratory landscape analysis features. These features are typically used as inputs to machine learning models…
Having a large number of covariates can have a negative impact on the quality of causal effect estimation since confounding adjustment becomes unreliable when the number of covariates is large relative to the samples available. Propensity…
We present a framework to build a multiobjective algorithm from single-objective ones. This framework addresses the $p \times n$-dimensional problem of finding p solutions in an n-dimensional search space, maximizing an indicator by dynamic…
The optimization of high-dimensional black-box functions is a challenging problem. When a low-dimensional linear embedding structure can be assumed, existing Bayesian optimization (BO) methods often transform the original problem into…
The comovement phenomenon in financial markets creates decision scenarios with positively correlated asset returns. This paper addresses covariance matrix estimation under such conditions, motivated by observations of significant positive…
While data augmentation is widely used to train symmetry-agnostic models, it remains unclear how quickly and effectively they learn to respect symmetries. We investigate this by deriving a principled measure of equivariance error that, for…