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We present the Variational Adaptive Newton (VAN) method which is a black-box optimization method especially suitable for explorative-learning tasks such as active learning and reinforcement learning. Similar to Bayesian methods, VAN…

Machine Learning · Statistics 2017-11-16 Mohammad Emtiyaz Khan , Wu Lin , Voot Tangkaratt , Zuozhu Liu , Didrik Nielsen

We empirically evaluate a stochastic annealing strategy for Bayesian posterior optimization with variational inference. Variational inference is a deterministic approach to approximate posterior inference in Bayesian models in which a…

Machine Learning · Statistics 2015-05-26 San Gultekin , Aonan Zhang , John Paisley

We propose NAMA (Newton-type Alternating Minimization Algorithm) for solving structured nonsmooth convex optimization problems where the sum of two functions is to be minimized, one being strongly convex and the other composed with a linear…

Optimization and Control · Mathematics 2019-11-11 Lorenzo Stella , Andreas Themelis , Panagiotis Patrinos

Many important challenges in science and technology can be cast as optimization problems. When viewed in a statistical physics framework, these can be tackled by simulated annealing, where a gradual cooling procedure helps search for…

Disordered Systems and Neural Networks · Physics 2024-01-17 Mohamed Hibat-Allah , Estelle M. Inack , Roeland Wiersema , Roger G. Melko , Juan Carrasquilla

Neuroevolution is one of the methodologies that can be used for learning optimal architecture during training. It uses evolutionary algorithms to generate the topology of artificial neural networks and its parameters. The main benefits are…

Neural and Evolutionary Computing · Computer Science 2022-08-30 M. Pietroń , D. Żurek , K. Faber , R. Corizzo

This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…

Optimization and Control · Mathematics 2023-03-28 Dmitry A. Pasechnyuk , Alexander Gornov

In the real world, there exist a class of optimization problems that multiple (local) optimal solutions in the solution space correspond to a single point in the objective space. In this paper, we theoretically show that for such multimodal…

Neural and Evolutionary Computing · Computer Science 2024-06-06 Shengjie Ren , Zhijia Qiu , Chao Bian , Miqing Li , Chao Qian

Combinatorial optimization problems can be solved by heuristic algorithms such as simulated annealing (SA) which aims to find the optimal solution within a large search space through thermal fluctuations. The algorithm generates new…

Disordered Systems and Neural Networks · Physics 2023-10-30 Shoummo Ahsan Khandoker , Jawaril Munshad Abedin , Mohamed Hibat-Allah

In this work we propose the use of adaptive stochastic search as a building block for general, non-convex optimization operations within deep neural network architectures. Specifically, for an objective function located at some layer in the…

Machine Learning · Computer Science 2021-04-05 Ioannis Exarchos , Marcus A. Pereira , Ziyi Wang , Evangelos A. Theodorou

In this paper we consider multi-objective optimization problems over a box. The problem is very relevant and several computational approaches have been proposed in the literature. They broadly fall into two main classes: evolutionary…

Optimization and Control · Mathematics 2022-12-08 Matteo Lapucci , Pierluigi Mansueto , Fabio Schoen

Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…

Optimization and Control · Mathematics 2025-04-08 Johannes O. Royset

We propose a variant of the classical conditional gradient method for sparse inverse problems with differentiable measurement models. Such models arise in many practical problems including superresolution, time-series modeling, and matrix…

Optimization and Control · Mathematics 2015-07-07 Nicholas Boyd , Geoffrey Schiebinger , Benjamin Recht

Model-based evolutionary algorithms (EAs) adapt an underlying search model to features of the problem at hand, such as the linkage between problem variables. The performance of EAs often deteriorates as multiple modes in the fitness…

Neural and Evolutionary Computing · Computer Science 2018-10-17 S. C. Maree , T. Alderliesten , D. Thierens , P. A. N. Bosman

In recent years, neural architecture search (NAS) has received intensive scientific and industrial interest due to its capability of finding a neural architecture with high accuracy for various artificial intelligence tasks such as image…

Machine Learning · Computer Science 2021-01-18 Martin Ferianc , Hongxiang Fan , Miguel Rodrigues

A variational model for learning convolutional image atoms from corrupted and/or incomplete data is introduced and analyzed both in function space and numerically. Building on lifting and relaxation strategies, the proposed approach is…

Optimization and Control · Mathematics 2018-12-10 Antonin Chambolle , Martin Holler Thomas Pock

This paper presents a novel method for reformulating non-differentiable collision avoidance constraints into smooth nonlinear constraints using strong duality of convex optimization. We focus on a controlled object whose goal is to avoid…

Optimization and Control · Mathematics 2018-06-12 Xiaojing Zhang , Alexander Liniger , Francesco Borrelli

This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…

Optimization and Control · Mathematics 2026-03-03 Pham Duy Khanh , Boris S. Mordukhovich , Vo Thanh Phat

Niching is an important and widely used technique in evolutionary multi-objective optimization. Its applications mainly focus on maintaining diversity and avoiding early convergence to local optimum. Recently, a special class of…

Neural and Evolutionary Computing · Computer Science 2021-02-02 Yiming Peng , Hisao Ishibuchi

Visual recognition models are not invariant to viewpoint changes in the 3D world, as different viewing directions can dramatically affect the predictions given the same object. Although many efforts have been devoted to making neural…

Computer Vision and Pattern Recognition · Computer Science 2023-07-21 Shouwei Ruan , Yinpeng Dong , Hang Su , Jianteng Peng , Ning Chen , Xingxing Wei

Solving optimisation problems is a promising near-term application of quantum computers. Quantum variational algorithms leverage quantum superposition and entanglement to optimise over exponentially large solution spaces using an…

Quantum Physics · Physics 2022-10-13 Edric Matwiejew , Jason Pye , Jingbo B. Wang
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