Related papers: Generalized Heavy-tailed Mutation for Evolutionary…
A large body of work in the statistics and computer science communities dating back to Huber (Huber, 1960) has led to statistically and computationally efficient outlier-robust estimators. Two particular outlier models have received…
The main purpose of this paper is to improve our transposition method to solve both vector-valued and operator-valued backward stochastic evolution equations with a general filtration. As its application, we obtain a general Pontryagin-type…
Recent theoretical and empirical successes in deep learning, including the celebrated neural scaling laws, are punctuated by the observation that many objects of interest tend to exhibit some form of heavy-tailed or power law behavior. In…
Evolutionary algorithms (EAs) are population-based general-purpose optimization algorithms, and have been successfully applied in various real-world optimization tasks. However, previous theoretical studies often employ EAs with only a…
Some new survival distributions are introduced based on a generalised exponential function. This class of distributions includes heavy-tailed generalisations of exponential, Weibull and gamma distributions. Properties of the distributions…
Significant progress has been made in learning image classification neural networks under long-tail data distribution using robust training algorithms such as data re-sampling, re-weighting, and margin adjustment. Those methods, however,…
Higher-order mutation has the potential for improving major drawbacks of traditional first-order mutation, such as by simulating more realistic faults or improving test optimization techniques. Despite interest in studying promising…
We propose a new, flexible approach for dynamically maintaining successful mutation rates in evolutionary algorithms using $k$-bit flip mutations. The algorithm adds successful mutation rates to an archive of promising rates that are…
Over the last few decades power law distributions have been suggested as forming generative mechanisms in a variety of disparate fields, such as, astrophysics, criminology and database curation. However, fitting these heavy tailed…
Evolutionary algorithms (EAs) are general-purpose optimisers that come with several parameters like the sizes of parent and offspring populations or the mutation rate. It is well known that the performance of EAs may depend drastically on…
Parameter control has succeeded in accelerating the convergence process of evolutionary algorithms. While empirical and theoretical studies have shed light on the behavior of algorithms for single-objective optimization, little is known…
The purpose of this paper is to introduce a new Markov chain Monte Carlo method and exhibit its efficiency by simulation and high-dimensional asymptotic theory. Key fact is that our algorithm has a reversible proposal transition kernel,…
While many optimization problems work with a fixed number of decision variables and thus a fixed-length representation of possible solutions, genetic programming (GP) works on variable-length representations. A naturally occurring problem…
Apart from few exceptions, the mathematical runtime analysis of evolutionary algorithms is mostly concerned with expected runtimes. In this work, we argue that stochastic domination is a notion that should be used more frequently in this…
This paper presents a reinforced genetic approach to a defined d-resource system optimization problem. The classical evolution schema was ineffective due to a very strict feasibility function in the studied problem. Hence, the presented…
A phase-type distribution is the distribution of the time until absorption in a finite state-space time-homogeneous Markov jump process, with one absorbing state and the rest being transient. These distributions are mathematically tractable…
Standard statistical analysis is unable to provide reliable confidence intervals on expectation values of probability distributions that do not satisfy the conditions of the central limit theorem. We present a regression-based estimator of…
We propose a stochastic process driven by the memory effect with novel distributions which include both exponential and leptokurtic heavy-tailed distributions. A class of the distributions is analytically derived from the continuum limit of…
Linear functions play a key role in the runtime analysis of evolutionary algorithms and studies have provided a wide range of new insights and techniques for analyzing evolutionary computation methods. Motivated by studies on separable…
We develop a toolbox for exact analysis of iterative algorithms on a class of high-dimensional nonconvex optimization problems with random data. While prior work has shown that low-dimensional statistics of (generalized) first-order methods…