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We develop an unsupervised mixture model for non-negative, skewed and heavy-tailed data, such as losses in actuarial and risk management applications. The mixture has a lognormal component, which is usually appropriate for the body of the…

Methodology · Statistics 2025-05-29 Marco Bee , Flavio Santi

Genetic algorithms are heuristic optimization techniques inspired by Darwinian evolution, which are characterized by successfully finding robust solutions for optimization problems. Here, we propose a subroutine-based quantum genetic…

Quantum Physics · Physics 2024-06-07 Rubén Ibarrondo , Giancarlo Gatti , Mikel Sanz

Death has long been overlooked in evolutionary algorithms. Recent research has shown that death (when applied properly) can benefit the overall fitness of a population and can outperform sub-sections of a population that are "immortal" when…

Neural and Evolutionary Computing · Computer Science 2021-09-29 Micah Burkhardt , Roman V. Yampolskiy

We consider the evolution of populations under the joint action of mutation and differential reproduction, or selection. The population is modelled as a finite-type Markov branching process in continuous time, and the associated…

Populations and Evolution · Quantitative Biology 2009-02-23 Ellen Baake , Hans-Otto Georgii

The Luria-Delbr\"uck distribution is a classical model of mutations in cell kinetics. It is obtained as a limit when the probability of mutation tends to zero and the number of divisions to infinity. It can be interpreted as a compound…

Applications · Statistics 2013-09-11 Agnès Hamon , Bernard Ycart

This article introduces a general class of heavy-tailed autoregressions for modeling integer-valued time series with outliers. The proposed specification is based on a heavy-tailed mixture of negative binomial distributions that features an…

Statistics Theory · Mathematics 2019-09-09 Paolo Gorgi

Gradient clipping is a commonly used technique to stabilize the training process of neural networks. A growing body of studies has shown that gradient clipping is a promising technique for dealing with the heavy-tailed behavior that emerged…

Machine Learning · Computer Science 2023-07-26 Shaojie Li , Yong Liu

The empirical evidence indicates that stochastic optimization with heavy-tailed gradient noise is more appropriate to characterize the training of machine learning models than that with standard bounded gradient variance noise. Most…

Machine Learning · Computer Science 2026-01-28 Hongxu Chen , Ke Wei , Xiaoming Yuan , Luo Luo

In existing distributed stochastic optimization studies, it is usually assumed that the gradient noise has a bounded variance. However, recent research shows that the heavy-tailed noise, which allows an unbounded variance, is closer to…

Optimization and Control · Mathematics 2025-05-15 Jun Hu , Chao Sun , Bo Chen , Jianzheng Wang , Zheming Wang

Data-driven algorithm selection is a powerful approach for choosing effective heuristics for computational problems. It operates by evaluating a set of candidate algorithms on a collection of representative training instances and selecting…

Machine Learning · Computer Science 2025-12-04 Vaggos Chatziafratis , Ishani Karmarkar , Yingxi Li , Ellen Vitercik

Multi-objective evolutionary algorithms (MOEAs) are widely used to solve multi-objective optimization problems. The algorithms rely on setting appropriate parameters to find good solutions. However, this parameter tuning could be very…

Neural and Evolutionary Computing · Computer Science 2022-11-18 Remco Coppens , Robbert Reijnen , Yingqian Zhang , Laurens Bliek , Berend Steenhuisen

Solving constrained multi-objective optimization problems with evolutionary algorithms has attracted considerable attention. Various constrained multi-objective optimization evolutionary algorithms (CMOEAs) have been developed with the use…

Artificial Intelligence · Computer Science 2024-02-21 Fei Ming , Wenyin Gong , Ling Wang , Yaochu Jin

Evolutionary algorithms (EAs) are a kind of nature-inspired general-purpose optimization algorithm, and have shown empirically good performance in solving various real-word optimization problems. During the past two decades, promising…

Neural and Evolutionary Computing · Computer Science 2022-11-29 Chao Qian , Yang Yu , Ke Tang , Xin Yao , Zhi-Hua Zhou

While the theoretical analysis of evolutionary algorithms (EAs) has made significant progress for pseudo-Boolean optimization problems in the last 25 years, only sporadic theoretical results exist on how EAs solve permutation-based…

Neural and Evolutionary Computing · Computer Science 2024-04-23 Benjamin Doerr , Yassine Ghannane , Marouane Ibn Brahim

The mathematical runtime analysis of evolutionary algorithms traditionally regards the time an algorithm needs to find a solution of a certain quality when initialized with a random population. In practical applications it may be possible…

Neural and Evolutionary Computing · Computer Science 2025-11-14 Denis Antipov , Maxim Buzdalov , Benjamin Doerr

Recent research in the runtime analysis of estimation of distribution algorithms (EDAs) has focused on univariate EDAs for multi-valued decision variables. In particular, the runtime of the multi-valued cGA (r-cGA) and UMDA on multi-valued…

Neural and Evolutionary Computing · Computer Science 2025-03-28 Sumit Adak , Carsten Witt

In the study of heavy tail data, several models have been introduced. If the interest is in the tail of the distribution, block maxima or excess over thresholds are the typical approaches, wasting relevant information in the bulk of the…

Methodology · Statistics 2026-02-10 Luis E. Nieto-Barajas

We propose a general formulation of a univariate estimation-of-distribution algorithm (EDA). It naturally incorporates the three classic univariate EDAs \emph{compact genetic algorithm}, \emph{univariate marginal distribution algorithm} and…

Neural and Evolutionary Computing · Computer Science 2022-10-07 Benjamin Doerr , Marc Dufay

A new model for evolving Evolutionary Algorithms is proposed in this paper. The model is based on the Linear Genetic Programming (LGP) technique. Every LGP chromosome encodes an EA which is used for solving a particular problem. Several…

Neural and Evolutionary Computing · Computer Science 2021-09-28 Mihai Oltean

Since their introduction, anchoring methods in extragradient-type saddlepoint problems have inspired a flurry of research due to their ability to provide order-optimal rates of accelerated convergence in very general problem settings. Such…

Optimization and Control · Mathematics 2025-06-10 James Alcala , Yat Tin Chow , Mahesh Sunkula