Related papers: Robust Differential Evolution via Nonlinear Popula…
In the presence of persistent payoff heterogeneity, the evolution of the aggregate strategy hugely depends on the underlying strategy composition under many evolutionary dynamics, while the aggregate dynamic under the standard BRD reduces…
Differential Evolution (DE) is recognized as one of the most powerful optimizers in the evolutionary algorithm (EA) family. Many DE variants were proposed in recent years, but significant differences in performances between them are hardly…
We present Re-weighted Gradient Descent (RGD), a novel optimization technique that improves the performance of deep neural networks through dynamic sample re-weighting. Leveraging insights from distributionally robust optimization (DRO)…
Random ordinary differential equations (RODEs), i.e. ODEs with random parameters, are often used to model complex dynamics. Most existing methods to identify unknown governing RODEs from observed data often rely on strong prior knowledge.…
We consider network-based decentralized optimization problems, where each node in the network possesses a local function and the objective is to collectively attain a consensus solution that minimizes the sum of all the local functions. A…
In contrast to SGD, adaptive gradient methods like Adam allow robust training of modern deep networks, especially large language models. However, the use of adaptivity not only comes at the cost of extra memory but also raises the…
Unsupervised anomaly detection stands as an important problem in machine learning, with applications in financial fraud prevention, network security and medical diagnostics. Existing unsupervised anomaly detection algorithms rarely perform…
Training deep reinforcement learning (RL) agents necessitates overcoming the highly unstable nonconvex stochastic optimization inherent in the trial-and-error mechanism. To tackle this challenge, we propose a physics-inspired optimization…
Adaptive Operator Selection (AOS) is an approach that controls discrete parameters of an Evolutionary Algorithm (EA) during the run. In this paper, we propose an AOS method based on Double Deep Q-Learning (DDQN), a Deep Reinforcement…
Quality Diversity (QD) has emerged as a powerful alternative optimization paradigm that aims at generating large and diverse collections of solutions, notably with its flagship algorithm MAP-ELITES (ME) which evolves solutions through…
Distribution shifts and minority subpopulations frequently undermine the reliability of deep neural networks trained using Empirical Risk Minimization (ERM). Distributionally Robust Optimization (DRO) addresses this by optimizing for the…
Mathematical formulations of real world optimization studies frequently present characteristics such as non-linearity, discontinuity and high complexity. This class of problems may also exhibit a high number of global minimum/maximum…
Neural networks have been widely used as predictive models to fit data distribution, and they could be implemented through learning a collection of samples. In many applications, however, the given dataset may contain noisy samples or…
We discuss a robust method to simultaneously fit a complex model both to the complex impedance and the noise data for transition-edge sensors (TES). It is based on a differential evolution (DE) algorithm, providing accurate and repeatable…
The ensemble of deep neural networks has been shown, both theoretically and empirically, to improve generalization accuracy on the unseen test set. However, the high training cost hinders its efficiency since we need a sufficient number of…
This paper presents an enhanced version of the subgroup method for resonance self-shielding treatment, termed the robust subgroup method, which integrates Robust Estimation (RE) with a Differential Evolution (DE) algorithm. The RE approach…
We present a statistical learning framework for robust identification of partial differential equations from noisy spatiotemporal data. Extending previous sparse regression approaches for inferring PDE models from simulated data, we address…
Accurate load forecasting remains a formidable challenge in numerous sectors, given the intricate dynamics of dynamic power systems, which often defy conventional statistical models. As a response, time-series methodologies like ARIMA and…
Deep learning is mainly based on utilizing gradient-based optimization for training Deep Neural Network (DNN) models. Although robust and widely used, gradient-based optimization algorithms are prone to getting stuck in local minima. In…
Robust reinforcement learning (Robust RL) seeks to handle epistemic uncertainty in environment dynamics, but existing approaches often rely on nested min--max optimization, which is computationally expensive and yields overly conservative…