Related papers: Target search optimization by threshold resetting
In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…
Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the…
Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal…
Behavior constrained policy optimization has been demonstrated to be a successful paradigm for tackling Offline Reinforcement Learning. By exploiting historical transitions, a policy is trained to maximize a learned value function while…
The theory of stochastic resetting asserts that restarting a stochastic process can expedite its completion. In this paper, we study the escape process of a Brownian particle in an open Hamiltonian system that suffers noise-enhanced…
We are witnessing an increasing use of data-driven predictive models to inform decisions. As decisions have implications for individuals and society, there is increasing pressure on decision makers to be transparent about their decision…
An increasing number of applications require to recognize the class of an incoming time series as quickly as possible without unduly compromising the accuracy of the prediction. In this paper, we put forward a new optimization criterion…
We study the problem of clustering sequences of unlabeled point sets taken from a common metric space. Such scenarios arise naturally in applications where a system or process is observed in distinct time intervals, such as biological…
We look into the problem of stochastic resetting with refractory periods. The model dynamics comprises diffusive and motionless phases. The diffusive phase ends at random time instants, at which the system is reset to a given position --…
For the last ten years, almost every theoretical result concerning the expected run time of a randomized search heuristic used drift theory, making it the arguably most important tool in this domain. Its success is due to its ease of use…
The paper presents a comprehensive performance evaluation of some heuristic search algorithms in the context of autonomous systems and robotics. The objective of the study is to evaluate and compare the performance of different search…
Most work on sequential learning assumes a fixed set of actions that are available all the time. However, in practice, actions can consist of picking subsets of readings from sensors that may break from time to time, road segments that can…
Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource…
Thresholding algorithms for sparse optimization problems involve two key components: search directions and thresholding strategies. In this paper, we use the compressed Newton direction as a search direction, derived by confining the…
Hyperparameters are configuration variables controlling the behavior of machine learning algorithms. They are ubiquitous in machine learning and artificial intelligence and the choice of their values determines the effectiveness of systems…
Multi-objective optimization aims at finding trade-off solutions to conflicting objectives. These constitute the Pareto optimal set. In the context of expensive-to-evaluate functions, it is impossible and often non-informative to look for…
This work focuses on top-k recommendation in domains where underlying data distribution shifts overtime. We propose to learn a time-dependent bias for each item over whatever existing recommendation engine. Such a bias learning process…
Many machine learning models require a training procedure based on running stochastic gradient descent. A key element for the efficiency of those algorithms is the choice of the learning rate schedule. While finding good learning rates…
Random search for one or more targets in a bounded domain occurs widely in nature, with examples ranging from animal foraging to the transport of vesicles within cells. Most theoretical studies take a searcher-centric viewpoint, focusing on…
This paper proposes a new framework for providing approximation guarantees of local search algorithms. Local search is a basic algorithm design technique and is widely used for various combinatorial optimization problems. To analyze local…