Related papers: Improving CMA-ES Convergence Speed, Efficiency, an…
We propose a method for evolving solutions that are robust with respect to variations of the environmental conditions (i.e. that can operate effectively in new conditions immediately, without the need to adapt to variations). The obtained…
Modern machine learning uses more and more advanced optimization techniques to find optimal hyper parameters. Whenever the objective function is non-convex, non continuous and with potentially multiple local minima, standard gradient…
Conformal prediction has emerged as a popular technique for facilitating valid predictive inference across a spectrum of machine learning models, under minimal assumption of exchangeability. Recently, Hoff (2023) showed that full conformal…
Asynchronous Bayesian optimization is a recently implemented technique that allows for parallel operation of experimental systems and disjointed workflows. Contrasting with serial Bayesian optimization which individually selects experiments…
Rather than obtaining a single good solution for a given optimization problem, users often seek alternative design choices, because the best-found solution may perform poorly with respect to additional objectives or constraints that are…
Our recently developed "unbiased" extremum seeking (uES) algorithms ensure perfect convergence to the optimum at a user-assigned exponential rate or, more powerfully, within a user-prescribed time. Unlike classical approach, these…
This paper addresses the development of a covariance matrix self-adaptation evolution strategy (CMSA-ES) for solving optimization problems with linear constraints. The proposed algorithm is referred to as Linear Constraint CMSA-ES…
In robotics, methods and softwares usually require optimizations of hyperparameters in order to be efficient for specific tasks, for instance industrial bin-picking from homogeneous heaps of different objects. We present a developmental…
In this paper we investigate the convergence properties of a variant of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). Our study is based on the recent theoretical foundation that the pure rank-mu update CMA-ES performs the…
We propose a multi-objective optimization algorithm aimed at achieving good anytime performance over a wide range of problems. Performance is assessed in terms of the hypervolume metric. The algorithm called HMO-CMA-ES represents a hybrid…
Optimization problems are crucial in artificial intelligence. Optimization algorithms are generally used to adjust the performance of artificial intelligence models to minimize the error of mapping inputs to outputs. Current evaluation…
Contextual policy search allows adapting robotic movement primitives to different situations. For instance, a locomotion primitive might be adapted to different terrain inclinations or desired walking speeds. Such an adaptation is often…
This study targets the mixed-integer black-box optimization (MI-BBO) problem where continuous and integer variables should be optimized simultaneously. The CMA-ES, our focus in this study, is a population-based stochastic search method that…
In this study, we consider a continuous min--max optimization problem $\min_{x \in \mathbb{X} \max_{y \in \mathbb{Y}}}f(x,y)$ whose objective function is a black-box. We propose a novel approach to minimize the worst-case objective function…
Multimodal optimization requires both exploration and exploitation. Exploration identifies promising attraction basins, while exploitation finds the best solutions within these basins. The balance between exploration and exploitation can be…
This dissertation shows that careful injection of noise into sample data can substantially speed up Expectation-Maximization algorithms. Expectation-Maximization algorithms are a class of iterative algorithms for extracting maximum…
The paper introduces an asymptotically optimal lifelong sampling-based path planning algorithm that combines the merits of lifelong planning algorithms and lazy search algorithms for rapid replanning in dynamic environments where edge…
Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is a highly effective optimization technique. A primary challenge when applying CMA-ES in high dimensionality is sampling from a multivariate normal distribution with an arbitrary…
Many state-of-the-art automated machine learning (AutoML) systems use greedy ensemble selection (GES) by Caruana et al. (2004) to ensemble models found during model selection post hoc. Thereby, boosting predictive performance and likely…
Sharpness-Aware Minimization (SAM) has emerged as a promising approach for effectively reducing the generalization error. However, SAM incurs twice the computational cost compared to base optimizer (e.g., SGD). We propose Asymptotic…